Iterated Function System Models in Data Analysis: Detection and Separation ; CU-CS-1087-11

نویسندگان

  • Zachary Alexander
  • Elizabeth Bradley
  • Joshua Garland
  • James Meiss
  • James D. Meiss
چکیده

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 predetermined 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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تاریخ انتشار 2015