A non subjective approach to the GP algorithm for analysing noisy time   series
  We present an adaptation of the standard Grassberger-Proccacia (GP) algorithm for estimating the Correlation Dimension of a time series in a non subjective manner. The validity and accuracy of this approach is tested using different types of time series, such as, those from standard chaotic systems, pure white and colored noise and chaotic systems added with noise. The effectiveness of the scheme in analysing noisy time series, particularly those involving colored noise, is investigated. An interesting result we have obtained is that, for the same percentage of noise addition, data with colored noise is more distinguishable from the corresponding surrogates, than data with white noise. As examples for real life applications, analysis of data from an astrophysical X-ray object and human brain EEG, are presented. 
K. P. Harikrishnan (The Cochin College), R. Misra (IUCAA), G. Ambika   (Maharajas College), A. K. Kembhavi (IUCAA)