Fast Algorithm for Calculating the Correlation Dimension of Time Series
Shiyong Xu · Journal of Academy of Armored Force Engineering · 2007
Aiming at the matter of time-consuming in calculating the correlation dimension, by improving the method of measuring the point-point distance, and by using the K-Nearest Neighbor Search technology to calculate the correlation sum, we increase the calculating speed greatly. The actual computation indicates that when the time series length is 20 480, the time consumption of calculating the correlation dimension using the improved algorithm is 1/60 of that of using the G-P algorithm.