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Estimating a generating partition from observed time series: Symbolic shadowing

从观察时间系列估计一个产生分区: 符号的 shadowing

作     者:Yoshito Hirata Kevin Judd Devin Kilminster 

作者机构:[]Centre for Applied Dynamics and Optimization School of Mathematics and Statistics The University of Western Australia 35 Stirling Highway Crawley WA 6009 Australia 

出 版 物:《Physical Review E》 (物理学评论E辑:统计、非线性和软体物理学)

年 卷 期:2004年第70卷第1期

页      面:016215-016215页

核心收录:

学科分类:07[理学] 070203[理学-原子与分子物理] 0702[理学-物理学] 

基  金:University of California, San Diego, UCSD University of Western Australia, UWA 

主  题:Discrete time control systems 

摘      要:We propose a deterministic algorithm for approximating a generating partition from a time series using tessellations. Using data generated by Hénon and Ikeda maps, we demonstrate that the proposed method produces partitions that uniquely encode all the periodic points up to some order, and provide good estimates of the metric and topological entropies. The algorithm gives useful results even with a short noisy time series.

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