Chaos theory | Dimension theory | Dynamical systems

Correlation sum

In chaos theory, the correlation sum is the estimator of the correlation integral, which reflects the mean probability that the states at two different times are close: where is the number of considered states , is a threshold distance, a norm (e.g. Euclidean norm) and the Heaviside step function. If only a time series is available, the phase space can be reconstructed by using a time delay embedding (see Takens' theorem): where is the time series, the embedding dimension and the time delay. The correlation sum is used to estimate the correlation dimension. (Wikipedia).

Video thumbnail

Covariance (8 of 17) What is the Correlation Coefficient?

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn what is and how to find the correlation coefficient of 2 data sets and see how it corresponds to the graph of the data

From playlist COVARIANCE AND VARIANCE

Video thumbnail

Covariance Definition and Example

What is covariance? How do I find it? Step by step example of a solved covariance problem for a sample, along with an explanation of what the results mean and how it compares to correlation. 00:00 Overview 03:01 Positive, Negative, Zero Correlation 03:19 Covariance for a Sample Example

From playlist Correlation

Video thumbnail

Covariance (12 of 17) Covariance Matrix wth 3 Data Sets and Correlation Coefficients

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the correlation coefficients of the 3 data sets form the previous 2 videos. Next video in this series can be seen at:

From playlist COVARIANCE AND VARIANCE

Video thumbnail

Covariance (9 of 17) What is the Correlation Coefficient?

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will calculate the correlation coefficients of 2 separate 2 data sets and graph the 2 graphs and see how the graphs corresponds t

From playlist COVARIANCE AND VARIANCE

Video thumbnail

Correlation Coefficient

This video explains how to find the correlation coefficient which describes the strength of the linear relationship between two variables x and y. My Website: https://www.video-tutor.net Patreon: https://www.patreon.com/MathScienceTutor Amazon Store: https://www.amazon.com/shop/theorga

From playlist Statistics

Video thumbnail

Covariance (1 of 17) What is Covariance? in Relation to Variance and Correlation

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the difference between the variance and the covariance. A variance (s^2) is a measure of how spread out the numbers of

From playlist COVARIANCE AND VARIANCE

Video thumbnail

Estimate the Correlation Coefficient Given a Scatter Plot

This video explains how to estimate the correlation coefficient given a scatter plot.

From playlist Performing Linear Regression and Correlation

Video thumbnail

RELATIONSHIPS Between Variables: Standardized Covariance (7-1)

Correlation is a way of measuring the extent to which two variables are related. The term correlation is synonymous with “relationship.” Variables are related when changes in one variable are consistently associated with changes in another variable. Dr. Daniel reviews Variance, Covariance,

From playlist Correlation And Regression in Statistics (WK 07 - QBA 237)

Video thumbnail

Limits of correlation (applied)

Correlation is a standardized covariance (i.e., translated into unit-less form with volatilities). It cannot be used alone: (i) it can be "distorted" by low volatilities, and (ii) it does not give information revealed by the scatter (in this example, both hedge fund series are similarly co

From playlist Statistics: Introduction

Video thumbnail

Jon Keating: Random matrices, integrability, and number theory - Lecture 2

Abstract: I will give an overview of connections between Random Matrix Theory and Number Theory, in particular connections with the theory of the Riemann zeta-function and zeta functions defined in function fields. I will then discuss recent developments in which integrability plays an imp

From playlist Analysis and its Applications

Video thumbnail

Terence Tao: Approximants for classical arithmetic functions

Terence Tao (University of California Los Angeles) 27 September 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------- Number Theory Down Under 9 27 – 29 September 2021 Conference homepage:

From playlist Number Theory Down Under 9

Video thumbnail

OCR MEI Statistics 2 1.01 The Product Moment Correlation Coefficient

Thanks for watching! Please like my new Facebook page https://www.facebook.com/TLMaths-1943955188961592/ to keep you updated with future videos :-)

From playlist [OLD SPEC] TEACHING OCR MEI STATISTICS 2 (S2)

Video thumbnail

Statistics: Ch 3 Bivariate Data (12 of 25) How to Calculate the Correlation Coefficient?

Visit http://ilectureonline.com for more math and science lectures! We will calculate the correlation coefficient, r=?, of 10 sets of push-up and sit-up data. To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 . Next video in this series can be seen at

From playlist THE "HOW TO" PLAYLIST

Video thumbnail

A-Level Maths: L2-04 [Scatter Graphs: The Product Moment Correlation Coefficient]

Navigate all of my videos at https://sites.google.com/site/tlmaths314/ Like my Facebook Page: https://www.facebook.com/TLMaths-1943955188961592/ to keep updated Follow me on Instagram here: https://www.instagram.com/tlmaths/ My LIVE Google Doc has the new A-Level Maths specification and

From playlist A-Level Maths Statistics

Video thumbnail

Marginal triviality of the scaling limits of critical 4D Ising (Lecture 3) by Hugo Duminil-Copin

INFOSYS-ICTS RAMANUJAN LECTURES CRITICAL PHENOMENA THROUGH THE LENS OF THE ISING MODEL SPEAKER: Hugo Duminil-Copin (Institut des Hautes Études Scientifiques, France & University of Geneva, Switzerland) DATE: 09 January 2023 to 13 January 2023 VENUE: Ramanujan Lecture Hall Lecture 1 D

From playlist Infosys-ICTS Ramanujan Lectures

Video thumbnail

FRM: Coefficient of determination (r-squared)

In a linear regression, you often see the R-squared quoted. To explain the R-squared (coefficient of determination), I compare it to the standard error of estimate (a measure of the line's accuracy) and the correlation (the square root of the coefficient of determination). All three are me

From playlist Statistics: Linear regression

Video thumbnail

What is COVARIANCE? What is CORRELATION? Detailed video!

0:00 Introduction | 1:09 Definition | 2:48 Covariance and Correlation from a sample | 9:55 Covariance and Correlation from a probability distribution (using EXCEL) | 18:47 Why do we divide by n-1 for a sample? Descriptive Statistics playlist here: https://www.youtube.com/watch?v=bfQLNyiDP

From playlist Descriptive Statistics (13 videos)

Video thumbnail

Covariance (14 of 17) Covariance Matrix "Normalized" - Correlation Coefficient

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the “normalized” matrix (or the correlation coefficients) from the covariance matrix from the previous video using 3 sa

From playlist COVARIANCE AND VARIANCE

Video thumbnail

Scatterplots, Part 3: The Formula Behind the Correlation Coefficient

We use the Scatterplots & Correlation app to explain the formula behind the correlation coefficient. The app allows you to find and plot the z-scores, showing the 4 quadrants in which points on the scatterplot can fall.

From playlist Chapter 3: Relationships between two variables

Related pages

Correlation dimension | Time series | Chaos theory | Heaviside step function | Correlation integral | Recurrence quantification analysis