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arXiv · 1108.3105

Iterated Function System Models in Data Analysis: Detection and Separation

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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BibTeXRIS

Zachary Alexander, Elizabeth Bradley, Joshua Garland, James D. Meiss. 2011-08-15. Iterated Function System Models in Data Analysis: Detection and Separation. https://doi.org/10.1063/1.3701728

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