ESTIMATING THE CORRELATION DIMENSION FROM CHAOTIC DYNAMICAL SYSTEMS BY U-STATISTICS
ESTIMATING THE CORRELATION DIMENSION FROM CHAOTIC DYNAMICAL SYSTEMS BY U-STATISTICS
复制标题
用U统计估计混沌动态系统的相关维数
DOI：
10.5109/13515
复制
发表时间：
2002
期刊：
影响因子：
--
通讯作者：
Atsushi Kawaguchi
中科院分区：
文献类型：
--
作者：
Atsushi Kawaguchi
提出了一种基于Ustatistics的相关维数估计量，并与Kawaguchi和Yanagawa（2001）提出的加权最小二乘估计量进行了比较。与加权最小二乘估计相比，该估计更容易计算，计算速度更快，数学假设更弱。仿真结果表明，在考虑计算机舍入误差的情况下，该估计器比加权最小二乘估计器提供了更稳定的估计。
An estimator of the correlation dimension is proposed based on Ustatistics, and compared with the weighted least squares estimator proposed by Kawaguchi and Yanagawa (2001). The proposed estimator is easier and faster to compute and has weaker mathematical assumption than the weighted least squares estimator. Moreover, it is shown by simulation that the proposed estimator provides more stable estimates than the weighted least squares estimator when the round-off error of the computer is taken into account.