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Physica A 271 (1999) 427447 www.elsevier.com/locate/physa

Summary: Physica A 271 (1999) 427­447
The use of generalized information dimension
in measuring fractal dimension of time series
Y. Ashkenazy
Department of Physics, Bar-Ilan University, Ramat-Gan 52900, Israel
Received 5 May 1999
An algorithm for calculating generalized fractal dimension of a time series using the gen-
eral information function is presented. The algorithm is based on a strings sort technique and
requires O(N log2 N) computations. A rough estimate for the number of points needed for the
fractal dimension calculation is given. The algorithm was tested on analytic example as well
as well-known examples, such as, the Lorenz attractor, the Rossler attractor, the van der Pol
oscillator, and the Mackey­Glass equation, and compared, successfully, with previous results
published in the literature. The computation time for the algorithm suggested in this paper is
much less than the computation time according to other methods. c 1999 Elsevier Science
B.V. All rights reserved.
PACS: 05.45.+b; 47.52.+j; 47.53.+n
Keywords: Fractal dimension; Time series; Information dimension; Correlation dimension
1. Background


Source: Ashkenazy, Yossi "Yosef" - Department of Solar Energy and Environmental Physics, Jacob Blaustein Institutes for Desert Research,Ben-Gurion University of the Negev


Collections: Physics; Environmental Management and Restoration Technologies