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词汇 Correlation integral
分类 英语词汇 英语翻译词典
释义

Correlation integral

英语百科

Correlation integral

In chaos theory, the correlation integral is the mean probability that the states at two different times are close:

where N is the number of considered states \vec{x}(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):

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