2008 9th International Conference on Signal Processing 2008
DOI: 10.1109/icosp.2008.4697707
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Computing correlation integral with the Euclidean distance normalized by the embedding dimension

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Cited by 7 publications
(2 citation statements)
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“…Note that each variable is normalized and the sum is divided by the number of variables. Thus, this measure is expected to be less sensitive to the dimensionality of the decision variable space and to the domain of the variables (Ning et al, 2008). In the first iteration, the S multi-set is empty, so the DCS of each individual is infinity.…”
Section: Replacement Phase Of Vsd-moeamentioning
confidence: 99%
“…Note that each variable is normalized and the sum is divided by the number of variables. Thus, this measure is expected to be less sensitive to the dimensionality of the decision variable space and to the domain of the variables (Ning et al, 2008). In the first iteration, the S multi-set is empty, so the DCS of each individual is infinity.…”
Section: Replacement Phase Of Vsd-moeamentioning
confidence: 99%
“…The correlation integral function of our LP filtered signal y * p is computed using the Grassberger-Procaccia method improved by [46] who normalize the Euclidean distance in Eq. (18) by the embedding dimension m. Figure 13 shows the resulting correlation integral function in logarithmic scale.…”
Section: Correlation Dimensionmentioning
confidence: 99%