Thread View: sci.nonlinear
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Started by Karl
Wed, 21 Jan 2004 13:00
Practical problems with correlation dimension
Author: Karl
Date: Wed, 21 Jan 2004 13:00
Date: Wed, 21 Jan 2004 13:00
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Hallo! I want to calculate the correlation dimension of a time serie. What I have done I calculated the correlation integral C(r) (number of point having a distance smaller than r) for different embedding dimensions. Taking the slopes of the curve of log C(r) against log r for the different embedding dimensions and plotting them against the embedding dimension should result in a limes of the slopes: the correlation dimension. My problem Which slope shall I take? In examples I saw in text books there is a nice limit of the slopes with higher embedding dimensions. In my data I do not know which slope I should take because the slope of the curve varies. If I take the slope at a certain value of log r I can not get a limes. My curves (log C(r) against log r) can be seen in http://karlknoblich.4t.com/korrdim.jpg What to do? Does anybody knows such data and how to handle it? Hope somebody can help! Karl
Re: Practical problems with correlation dimension
Author: k p Collins
Date: Wed, 21 Jan 2004 13:38
Date: Wed, 21 Jan 2004 13:38
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"Karl" <karlknoblich@yahoo.de> wrote in message news:235b9607.0401210500.3ebedda5@posting.google.com... > Hallo! > > I want to calculate the correlation dimension of a time serie. > > What I have done > I calculated the correlation integral C(r) (number of point having a > distance smaller than r) for different embedding dimensions. Taking > the slopes of the curve of log C(r) against log r for the different > embedding dimensions and plotting them against the embedding dimension > should result in a limes of the slopes: the correlation dimension. > > My problem > Which slope shall I take? > > In examples I saw in text books there is a nice limit of the slopes > with higher embedding dimensions. In my data I do not know which slope > I should take because the slope of the curve varies. If I take the > slope at a certain value of log r I can not get a limes. > > My curves (log C(r) against log r) can be seen in > http://karlknoblich.4t.com/korrdim.jpg > > > What to do? Does anybody knows such data and how to handle it? > > Hope somebody can help! > > Karl What I will say has not yet been accepted by others, so keep that in mind as you consider it. You're missing some crucial data that cross-correlates your 'time' series to the cerebellar topology. The cerebellum is a topographically-mapped subsystem. Any analysis must preserve, and incorporate, that mapping if the correlations are to be meaningful. And, then, to continue, one has to follow this mapping into the rest of the brain. It's a =big= problem, but the mapping is mapped :-] through the efforts of Neuroscientists, and all one has to do is 'grind' through it. There a couple of other things that make your analysis Difficult. One is that the data is virtually always, itself, a transformation. The other is that the activation that occurs within the cerebellum is extremely-dynamic, with a =lot= of different inputs converging and 'sliding' with respect to each other. There is such 'sliding' stuff with respect to every joint in the skelleton. [These enter into the way that the nervous system maintains it's 'awareness' of the body's orientation in 3-D space [climbing fibers from the inferior olive].] And this is only one set of such 'sliding-field' stuff that occurs within the cerebellum. There are hundreds [perhaps thousands] more. So your analysis is Hard. ken [k. p. collins]
Re: Practical problems with correlation dimension
Author: Pavel Pokorny
Date: Wed, 21 Jan 2004 14:30
Date: Wed, 21 Jan 2004 14:30
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In sci.nonlinear Karl <karlknoblich@yahoo.de> wrote: > Hallo! > I want to calculate the correlation dimension of a time serie. > What I have done > I calculated the correlation integral C(r) (number of point having a > distance smaller than r) for different embedding dimensions. Taking > the slopes of the curve of log C(r) against log r for the different > embedding dimensions and plotting them against the embedding dimension > should result in a limes of the slopes: the correlation dimension. > My problem > Which slope shall I take? > In examples I saw in text books there is a nice limit of the slopes > with higher embedding dimensions. In my data I do not know which slope > I should take because the slope of the curve varies. If I take the > slope at a certain value of log r I can not get a limes. > My curves (log C(r) against log r) can be seen in > http://karlknoblich.4t.com/korrdim.jpg > What to do? Does anybody knows such data and how to handle it? > Hope somebody can help! > Karl There is no guarantee that the limit exists. There may be different slopes on different scales with different widths. There is a huge difference between real life data and solution of low dim mathematical models without noise (as seen in books). -- Pavel Pokorny Math Dept, Prague Institute of Chemical Technology http://www.vscht.cz/mat/Pavel.Pokorny
Re: Practical problems with correlation dimension
Author: Doktor DynaSoar
Date: Thu, 22 Jan 2004 08:56
Date: Thu, 22 Jan 2004 08:56
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On Wed, 21 Jan 2004 13:38:40 GMT, "k p Collins" <kpaulc@[----------]earthlink.net>, apparently tired of ranting to those as cognitively diverse as he, chose to annoy newsgroups typically free of idiocy like his, with: } "Karl" <karlknoblich@yahoo.de> wrote in message } news:235b9607.0401210500.3ebedda5@posting.google.com... } > Hallo! } > } > I want to calculate the correlation dimension of a time serie. } > } > What I have done } > I calculated the correlation integral C(r) (number of point having a } > distance smaller than r) for different embedding dimensions. Taking } > the slopes of the curve of log C(r) against log r for the different } > embedding dimensions and plotting them against the embedding dimension } > should result in a limes of the slopes: the correlation dimension. } > } > My problem } > Which slope shall I take? } > } > In examples I saw in text books there is a nice limit of the slopes } > with higher embedding dimensions. In my data I do not know which slope } > I should take because the slope of the curve varies. If I take the } > slope at a certain value of log r I can not get a limes. } > } > My curves (log C(r) against log r) can be seen in } > http://karlknoblich.4t.com/korrdim.jpg } > } > } > What to do? Does anybody knows such data and how to handle it? } > } > Hope somebody can help! } > } > Karl } } What I will say has not yet been accepted by others, That's because you're about to prove to everyone not already aware of the fact that you're a complete moron. Watch: } You're missing some crucial data that cross-correlates } your 'time' series to the cerebellar topology. I couldn't possibly add anything to prove the point better. Please keep your imaginary mathematical pollution confined to your "consciousness" groups, although alt.usenet.kooks could use your input.
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