%0 Journal Article
%T A Novel Method of Calculating the Correlative Dimension of Time-Series<br>一种计算时间序列关联维的逐步递归法
%A Dang Jian-wu
%A Huang Jian-guo
%A <br>党建武
%A 黄建国
%J 电子与信息学报
%D 2005
%I 
%X In this paper, a novel method of calculating the correlative dimension of time-series is proposed. With this method, the fractal scaleless band of time-series can be identified and the correlative dimension of time series can be calculated according to the parameters given. The results of theory analysis and Monte Carlo simulation show that the method is efficient and objective in identifying the fractal scaleless band of time-series and calculating the correlative dimension of time series.
%K Time-series
%K Correlative dimension
%K Reconstructing phase space
%K Fractal<br>时间序列
%K 关联维
%K 重构相空间
%K 分形
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=1319827C0C74AAE8D654BEA21B7F54D3&jid=EFC0377B03BD8D0EF4BBB548AC5F739A&aid=DF3DCFD16E31ED86&yid=2DD7160C83D0ACED&vid=DB817633AA4F79B9&iid=B31275AF3241DB2D&sid=D698D0190A84C2BD&eid=899CC9158FC43EF4&journal_id=1009-5896&journal_name=电子与信息学报&referenced_num=0&reference_num=8