Title :
Effect of constant intervals of a time series on the computation of the correlation dimension
Author :
Casaleggio, Aldo
Author_Institution :
ICE-CNR, Genova, Italy
Abstract :
The author discusses the computation of the correlation dimension (D2) of a time series in the particular case of a signal which is constant for a significant fraction of its length. Two examples are investigated, a periodical signal obtained from a synthesized electrocardiogram (ECG) and the z variable of a Rossler nonlinear system. Such signals are chosen because their correlation dimension values are known. It is shown that the D 2 obtained by using the algorithm of P. Grassberger and I. Procaccia yields, in both cases, an underestimation of the correct D 2 value. This problem is discussed and a slight modification of the basic algorithm to reduce this error is proposed
Keywords :
correlation methods; electrocardiography; medical signal processing; time series; ECG; Rossler nonlinear system; algorithm; computation; constant intervals; correlation dimension; error; periodical signal; synthesized electrocardiogram; time series; z variable; Biomedical computing; Biomedical measurements; Chaos; Delay effects; Electrocardiography; Glass; Phase measurement; Signal synthesis; Stress; Writing;
Conference_Titel :
Computers in Cardiology 1992, Proceedings of
Conference_Location :
Durham, NC
Print_ISBN :
0-8186-3552-5
DOI :
10.1109/CIC.1992.269511
