Re: Chaotic time series metrics
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- Subject: [mg10468] Re: Chaotic time series metrics
- From: Guenter Bachelier <firstname.lastname@example.org>
- 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.