%0 Journal Article %1 Smith1992 %A Smith, Richard L. %D 1992 %I Wiley for the Royal Statistical Society %J Journal of the Royal Statistical Society. Series B (Methodological) %K dimension nld noise ntsa %N 2 %P 329-351 %T Estimating Dimension in Noisy Chaotic Time Series %U http://www.jstor.org/stable/2346131 %V 54 %X This paper is concerned with estimating the dimension of an attractor. The Grassberger-Procaccia procedure for estimating the correlation dimension is reviewed, and some alternative estimators considered. A particularly important problem is to estimate dimension in the presence of noise in the data. In pursuit of this, a modification of the Grassberger-Procaccia procedure is proposed, and illustrated on both artificial and real data sets.

@article{Smith1992, abstract = {This paper is concerned with estimating the dimension of an attractor. The Grassberger-Procaccia procedure for estimating the correlation dimension is reviewed, and some alternative estimators considered. A particularly important problem is to estimate dimension in the presence of noise in the data. In pursuit of this, a modification of the Grassberger-Procaccia procedure is proposed, and illustrated on both artificial and real data sets.}, added-at = {2014-08-27T15:44:34.000+0200}, author = {Smith, Richard L.}, biburl = {https://www.bibsonomy.org/bibtex/23ef11e1889f191fc3cd947fe6399b488/adisaurabh}, copyright = {Copyright © 1992 Royal Statistical Society}, description = {JSTOR: Journal of the Royal Statistical Society. Series B (Methodological), Vol. 54, No. 2 (1992), pp. 329-351}, interhash = {35c1ca09d320e31b7fe8f08c8f9ef665}, intrahash = {3ef11e1889f191fc3cd947fe6399b488}, issn = {00359246}, journal = {Journal of the Royal Statistical Society. Series B (Methodological)}, jstor_articletype = {research-article}, jstor_formatteddate = {1992}, keywords = {dimension nld noise ntsa}, language = {English}, number = 2, pages = {329-351}, publisher = {Wiley for the Royal Statistical Society}, timestamp = {2014-08-27T15:44:34.000+0200}, title = {Estimating Dimension in Noisy Chaotic Time Series}, url = {http://www.jstor.org/stable/2346131}, volume = 54, year = 1992 }