Ramdom sampling and the Grassberger-Procaccia algorithm

G. Kember, A. C. Fowler

Research output: Contribution to journalArticlepeer-review

Abstract

The correlation integral of a data set is determined from information based upon a random sample of it. Given a data set of a certain size, we use sampling statistics to specify the sample size required to infer the correlation integral to a desired accuracy. The minimum sample size required to resolve a correlation exponent is found by consideration of both data set and sampling errors.

Original languageEnglish
Pages (from-to)429-432
Number of pages4
JournalPhysics Letters A
Volume161
Issue number5
DOIs
Publication statusPublished - 13 Jan 1992
Externally publishedYes

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