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Correlation sum : ウィキペディア英語版 | Correlation sum
In chaos theory, the correlation sum is the estimator of the correlation integral, which reflects the mean probability that the states at two different times are close: : where is the number of considered states , is a threshold distance, a norm (e.g. Euclidean norm) and 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): : where is the time series, the embedding dimension and the time delay. The correlation sum is used to estimate the correlation dimension. ==See also==
*Correlation integral *Correlation dimension *Recurrence quantification analysis
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