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Re: Chaotic time series metrics

• To: mathgroup@smc.vnet.net
• Subject: [mg10468] Re: Chaotic time series metrics
• From: Guenter Bachelier <guba@stud.uni-sb.de>
• Date: Fri, 16 Jan 1998 04:34:53 -0500

Joel Bock wrote: 

> I am interested in finding (free) Mathematica modules to compute the (1)
> correlation dimension (as in Grassberger and Procaccia 1983) and  (2)
> Lyapunov exponents (Wolf 1985) for characterization of time series.


The correlation dimension is the special case d = 2 of the
Renyi-dimension D(q).  In the book "Mathematica in Theoretical Physiks"
by Gerd Baumann (Springer, 1996) this subject is exposed in chapter:
7.3 Multi-fractals. A disc with code is enclosed.

Guenter Bachelier.