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Up: PRACTICAL ASPECTS
Noise, drift and hum usually affect the estimation of the
dimension and entropy. Therefore it is tempting to
use filters. There are at least two arguments against
this [Mayer-Kress, 1987,Broomhead and King, 1986].
First, a filter introduces a new set of equations, which may cause the estimated
dimension to increase. Second, noise may
induce a clear cross-over behaviour of the correlation integrals
at the noise level. For
distances less than the noise level, the estimated dimension will
increase with the embedding dimension, while for distances greater
than the noise level, the estimated dimension may saturate.
This allows the identification of the beginning of the scaling region.