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giotto-ai / giotto-tda

A high-performance topological machine learning toolbox in Python
https://giotto-ai.github.io/gtda-docs
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Correlation dimension #659

Closed qubit0 closed 1 year ago

qubit0 commented 1 year ago

Is there a way to compute the correlation dimension for a given embedding dimension in this framework?

Let's say that if I were to take x time series of the Lorenz system and compute the correlation dimension for each embedding dimension then I would get a plot where the correlation dimension would increase with the embedding dimension for a while but after a while correlation dimension would be independent of embedding dimension.

If I were to do the same thing for the noise then the correlation dimension would linearly increase with the embedding dimension for all along.