Iterated function system models in data analysis: Detection and separation

DOI10.1063/1.3701728MaRDI QIDQ2787745zbMATH OpenOpenAlexWikidataFDO

Authors Zachary Alexander, Elizabeth Bradley, Joshua Garland, J. D. Meiss

Publication date 4 March 2016

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.3105

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Abstract: We investigate the use of iterated function system (IFS) models for data analysis. An IFS is a discrete dynamical system in which each time step corresponds to the application of one of a finite collection of maps. The maps, which represent distinct dynamical regimes, may act in some pre-determined sequence or may be applied in random order. An algorithm is developed to detect the sequence of regime switches under the assumption of continuity. This method is tested on a simple IFS and applied to an experimental computer performance data set. This methodology has a wide range of potential uses: from change-point detection in time-series data to the field of digital communications.

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Cited in

(5)

• Exploring the topology of dynamical reconstructions
• Direct and inverse computation of Jacobi matrices of infinite iterated function systems
• Topological data analysis for true step detection in periodic piecewise constant signals
• Utilizing topological data analysis for studying signals of time-delay systems
• Representation of discrete sequences with high-dimensional iterated function systems

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