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parallel computation of the correlation dimension from a time series

parallel COMPUTING 1999年第6期25卷 639-666页

作者： Corana, A Consiglio Nazl Ricerche Ist Circuiti Elettronici I-16149 Genoa Italy

A parallel algorithm is presented for computing the Correlation Dimension (D-2) from a time series generated by a dynamical system, using the method of correlation integrals. Three versions are discussed: the first computes all distances between points in the phase space, whereas the second and third compute only distances less than a threshold epsilon;the third version in particular is very powerful since it employs a box-assisted approach and linked lists for a fast search of neighboring points. The parallelization is designed for coarse-grained multiprocessor systems with distributed memory and is accomplished using a message passing model and partitioning points evenly among processors. Uniform implementation and computational analysis allow a clear comparison of the three versions. The algorithms, tested on the Transtech PARAstation multiprocessor, are well balanced, give a linear speed-up and show a good scalability. The third version is particularly suitable for fast processing of very long time series and allows the estimation of D-2 even for medium- and high-dimensional systems, where an extremely large number of points is needed. The algorithms can be adapted with few modifications to the computation of the generalized dimensions D-q, and they can also be useful in other applications involving the efficient computation of distances between points in a large set. More generally, the computational framework can be used in similar problems involving long-range interactions. (C) 1999 Elsevier Science B.V. All rights reserved.

关键词： nonlinear time series analysis Correlation Dimension computation of distances long-range interactions box-assisted parallel algorithms distributed memory multiprocessors message passing

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