Application of rotational spectrum for correlation dimension estimation
Martin Dlask and
Jaromir Kukal
Chaos, Solitons & Fractals, 2017, vol. 99, issue C, 256-262
Abstract:
Correlation dimension is one of the many types of fractal dimension. It is usually estimated from a finite number of points from a fractal set using correlation sum and regression in a log-log plot. However, this traditional approach requires a large amount of data and often leads to a biased estimate. The novel approach proposed here can be used for the estimation of the correlation dimension in a frequency domain using the power spectrum of the investigated fractal set. This work presents a new spectral characteristic called “rotational spectrum” and shows its properties in relation to the correlation dimension. The theoretical results can be directly applied to uniformly distributed samples from a given point set. The efficiency of the proposed method was tested on sets with a known correlation dimension using Monte Carlo simulation. The simulation results showed that this method can provide an unbiased estimation for many types of fractal sets.
Keywords: Point set; Correlation dimension; Power spectrum; Rotation; Monte Carlo (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077917301613
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:99:y:2017:i:c:p:256-262
DOI: 10.1016/j.chaos.2017.04.026
Access Statistics for this article
Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros
More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().