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A fractal dimension D_F^' of strange attractors is estimated as follows. Clusters of n nearest-neighbor points are sampled from a time series; D_F^' is found from R̄^D_F^'~n where R̄ is the average cluster's radius. The estimation of D_F^' is shown to be especially efficient for high dimensional systems.
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Termonia et al. (1983) studied this question.
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