Discontinuous and nondifferentiable functions and dimension increase induced by filtering chaotic data

We show that one can use recently introduced statistics for continuity and differentiability to show the effect of filters of infinite extent in time on a chaotic time series. The statistics point to a discontinuous or nondifferentiable function between the unfiltered attractor and the filtered attractor as the origin of attractor dimension increase when the filtering is severe. The density of discontinuities as a function of resolution follows a scaling relation. We present direct visualization of this effect in the filtered Henon attractor where the origin of dimension increase becomes obvious.