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・ Correlation (projective geometry)
・ Correlation and dependence
・ Correlation attack
・ Correlation clustering
・ Correlation coefficient
・ Correlation database
・ Correlation dimension
・ Correlation does not imply causation
・ Correlation function
・ Correlation function (astronomy)
・ Correlation function (disambiguation)
・ Correlation function (quantum field theory)
・ Correlation function (statistical mechanics)
・ Correlation immunity
・ Correlation inequality
Correlation integral
・ Correlation ratio
・ Correlation sum
・ Correlation swap
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・ Correlation Ventures
・ Correlations (album)
・ Correlative
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Correlation integral : ウィキペディア英語版
Correlation integral
In chaos theory, the correlation integral is the mean probability that the states at two different times are close:
:C(\varepsilon) = \lim_ \frac \sum_}^N \Theta(\varepsilon - || \vec(i) - \vec(j)||), \quad \vec(i) \in \Bbb^m,
where N is the number of considered states \vec(i), \varepsilon is a threshold distance, || \cdot || a norm (e.g. Euclidean norm) and \Theta( \cdot ) the Heaviside step function. If only a time series is available, the phase space can be reconstructed by using a time delay embedding (see Takens' theorem):
:\vec(i) = (u(i), u(i+\tau), \ldots, u(i+\tau(m-1)),
where u(i) is the time series, m the embedding dimension and \tau the time delay.
The correlation integral is used to estimate the correlation dimension.
An estimator of the correlation integral is the correlation sum:
:C(\varepsilon) = \frac \sum_}^N \Theta(\varepsilon - || \vec(i) - \vec(j)||), \quad \vec(i) \in \Bbb^m.
==See also==

*Recurrence quantification analysis

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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