How to decide dimension (using correlationDimension function)?
I have some data y and I want to derive correlation dimension of this data.
So, I followed the example of correlation function as followings.
xdata = y(:); Np = 100; dim = ??
[~,lag] = phaseSpaceReconstruction(xdata,[],dim)
tmp = correlataionDimension(xdata,'Dimenstion',dim,'Lag',lag,'NumPoints',Np)And, here is the problem. I exactly know the dimension of original system of xdata =100, but correlation dimension of xdata is less than 10.
Then, can I use dim = 10 for given code?? Or still I need to use dim = 100?
NOTE:-
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Hi JaeSung,
You can estimate the embedding dimension of your data using the phaseSpaceReconstruction command and use that value for the dimension argument of the correlationDimension command. You can code something like this:
[~, lag, dim] = phaseSpaceReconstruction(xdata);
cd = correlationDimension(xdata, lag, dim)
You can also experiment with the phaseSpaceReconstruction command by providing your own dimension (and lag, if you want) and look at the resulting plot to make sure that the dimension you provided makes sense. For example, you can try:
phaseSpaceReconstruction(xdata, lag, dim);
Once you are satisfied with the lag and dim values, then use them in the correlationDimension command.
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