Iterated Function System Models in Data Analysis: Detection and Separation
Dynamical Systems
2013-05-01 v2 Chaotic Dynamics
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.
Cite
@article{arxiv.1108.3105,
title = {Iterated Function System Models in Data Analysis: Detection and Separation},
author = {Zachary Alexander and Elizabeth Bradley and Joshua Garland and James D. Meiss},
journal= {arXiv preprint arXiv:1108.3105},
year = {2013}
}