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Phys. Rev. E 70, 016215 (2004) [11 pages]

Estimating a generating partition from observed time series: Symbolic shadowing

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Yoshito Hirata*, Kevin Judd, and Devin Kilminster
Centre for Applied Dynamics and Optimization, School of Mathematics and Statistics, The University of Western Australia, 35 Stirling Highway, Crawley WA 6009, Australia

Received 18 July 2003; revised 10 February 2004; published 30 July 2004

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.

© 2004 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevE.70.016215
DOI:
10.1103/PhysRevE.70.016215
PACS:
05.45.Tp, 05.45.Vx

*Electronic address: yoshito@maths.uwa.edu.au

Electronic address: kevin@maths.uwa.edu.au

Electronic address: devin@maths.uwa.edu.au