A Novel Method of Calculating the Correlative Dimension of Time-Series
一种计算时间序列关联维的逐步递归法

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.