Pattern identification in dynamical systems via symbolic time series analysis

被引：35

作者：

Rajagopalan, Venkatesh ^{[1
]}

Ray, Asok ^{[1
]}

Samsi, Rohan ^{[1
]}

Mayer, Jeffrey ^{[1
]}

机构：

[1] Penn State Univ, University Pk, PA 16802 USA

来源：

PATTERN RECOGNITION | 2007年 / 40卷 / 11期

关键词：

pattern classification; symbolic time series analysis; Markov modeling;

D O I：

10.1016/j.patcog.2007.03.007

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper presents symbolic time series analysis (STSA) of multi-dimensional measurement data for pattern identification in dynamical systems. The proposed methodology is built upon concepts derived from Information Theory and Automata Theory. The objective is not merely to classify the time series patterns but also to identify the variations therein. To achieve this goal, a symbol alphabet is constructed from raw data through partitioning of the data space. The maximum entropy method of partitioning is extended to multi-dimensional space. The resulting symbol sequences, generated from time series data, are used to model the dynamical information as finite state automata and the patterns are represented by the stationary state probability distributions. A novel procedure for determining the structure of the finite state automata, based on entropy rate, is introduced. The diversity among the observed patterns is quantified by a suitable measure. The efficacy of the STSA technique for pattern identification is demonstrated via laboratory experimentation on nonlinear systems. (c) 2007 Pattern Recognition Society. Published by Elsevier Ltd. All rights reserved.

引用

页码：2897 / 2907

页数：11

共 16 条

[1] Pattern discovery by residual analysis and recursive partitioning [J].