Search results for "correlation dimension"

Dimension of a measure

2000

Correlation dimension and affinity of AE data and bicolored noise

1993

This paper is concerned with the general question of the dynamics of the magnetosphere. In general, to solve the dynamics of the magnetosphere one has to solve magnetohydrodynamic equations with some appropriate set of boundary conditions. This results in a very complex solution, which gives indications of being chaotic. The question of the chaotic nature of the magnetospheric dynamics has been addressed by various authors by looking at the correlation dimension of the auroral electrojet index. There has been disagreement on the outcome of such experiments, so the authors report on a detailed analysis of the auroral electrojet index time series. They find a correlation dimension of 3.4. For…

The dimensionality of human's electroencephalogram during sleep.

1991

In order to perform an analysis of nonlinear EEG-dynamics we investigated the EEG of ten male probands during sleep. According to Rechtschaffen and Kales (1968) we scored the sleep-EEG and applied an algorithm, proposed by Grassberger and Proccaccia (1983) to compute the correlation dimension of different sleep stages. The correlation dimension characterizes the dynamics of the EEG signal and estimates the degrees of freedom of the signal under study. We could demonstrate, that the EEG of slow wave sleep stages depicts a dimensionality, which is two units smaller than that of light or REM sleep.

A note on correlation and local dimensions

2015

Abstract Under very mild assumptions, we give formulas for the correlation and local dimensions of measures on the limit set of a Moran construction by means of the data used to construct the set.

Alterations of Continuous MEG Measures during Mental Activities

2000

In a pilot study, we investigated the topography of 11 continuous MEG measures for the eyes-opened and eyes-closed condition together with three simple mental tasks (mental arithmetic, visual imagery, word generation). One-minute recordings for each condition from 16 right-handed subjects were analyzed. The electrophysiological measures consisted of 6 spectral band measures together with spectral edge frequency and spectral entropy, plus the time-domain-based entropy of amplitudes (ENA) and the nonlinear measures correlation dimension D2 and Lyapunov exponent L1. In summary, our results indicate a pronounced task-dependent difference between the anterior and the posterior region, but no lat…

Searching for the scale of homogeneity

1998

We introduce a statistical quantity, known as the $K$ function, related to the integral of the two--point correlation function. It gives us straightforward information about the scale where clustering dominates and the scale at which homogeneity is reached. We evaluate the correlation dimension, $D_2$, as the local slope of the log--log plot of the $K$ function. We apply this statistic to several stochastic point fields, to three numerical simulations describing the distribution of clusters and finally to real galaxy redshift surveys. Four different galaxy catalogues have been analysed using this technique: the Center for Astrophysics I, the Perseus--Pisces redshift surveys (these two lying…

Surrogate data analysis of sleep electroencephalograms reveals evidence for nonlinearity

1996

We tested the hypothesis of whether sleep electroencephalographic (EEG) signals of different time windows (164 s, 82 s, 41 s and 20.5 s) are in accordance with linear stochastic models. For this purpose we analyzed the all-night sleep electroencephalogram of a healthy subject and corresponding Gaussian-rescaled phase randomized surrogates with a battery of five non-linear measures. The following nonlinear measures were implemented: largest Lyapunov exponent L1, correlation dimension D2, and the Green-Savit measures delta 2, delta 4 and delta 6. The hypothesis of linear stochastic data was rejected with high statistical significance. L1 and D2 yielded the most pronounced effects, while the G…

A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges

2003

Abstract This paper reconsiders the nonlinearity test proposed by Ko[cbreve]enda (Ko[cbreve]enda, E. (2001). An alternative to the BDS test: integration across the correlation integral. Econometric Reviews20:337–351). When the analyzed series is non‐Gaussian, the empirical rejection rates can be much larger than the nominal size. In this context, the necessity of tabulating the empirical distribution of the statistic each time the test is computed is stressed. To that end, simple random permutation works reasonably well. This paper also shows, through Monte Carlo experiments, that Ko[cbreve]enda's test can be more powerful than the Brock et al. (Brock, W., Dechert, D., Scheickman, J., LeBar…

Nonlinear dynamical aspects of the human sleep EEG.

1994

This article deals with the application of methods from the theory of nonlinear dynamical systems to EEG signals. Theoretical background, mathematical concepts and algorithms for the calculation of "non-linear parameters" are reviewed and influences of the structure of reconstructed data sets on the calculations are pointed out. We present results for the estimation of the correlation dimension D2 and the principal Lyapunov-exponent lambda 1 for sleep EEG data respectively from 10 and 15 healthy subjects corresponding to different sleep stages. Essentially, we found a statistically significant decrease of both D2 and lambda 1 as sleep moves towards slow wave stages. The values for REM sleep…

A ML Estimator of the Correlation Dimension for Left-hand Truncated Data Samples

2002

— A maximum-likelihood (ML) estimator of the correlation dimension d 2 of fractal sets of points not affected by the left-hand truncation of their inter-distances is defined. Such truncation might produce significant biases of the ML estimates of d 2 when the observed scale range of the phenomenon is very narrow, as often occurs in seismological studies. A second very simple algorithm based on the determination of the first two moments of the inter-distances distribution (SOM) is also proposed, itself not biased by the left-hand truncation effect. The asymptotic variance of the ML estimates is given. Statistical tests carried out on data samples with different sizes extracted from populatio…