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https://doi.org/10.1016/0375-9601(90)90355-r
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Cite Journal: Physics Letters A |  Publication Date: Apr 1, 1990 |
 Citations: 52 |
Affiliation: University Psychiatric Hospital
The Grassberger-Procaccia algorithm for estimating the correlation exponent yields estimates biased by systematic errors pronounced mainly for embedding dimension higher than 5. A modification of this algorithm is proposed that removes a part of the bias up to embedding dimension 11.
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