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Correlation Dimension |
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Correlation Dimension An estimate of the Fractal Dimension which measures the probability that two points chosen at random will be within a certain distance of each other, and examines how this probability changes as the distance is increased. White noise will fill its space since its components are uncorrelated, and its correlation dimension is equal to whatever dimension it is placed in. A dependent system will be held together by its correlations and retain its dimension whatever embedding dimension it is placed in, as long as it is greater than its fractal dimension. |
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Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. |
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Correlation Dimension
