Wavelet Space Partitioning for Symbolic Time Series Analysis
Venkatesh Rajagopalan, Asok Ray
Department of Mechanical and Nuclear Engineering, College of Engineering, The Pennsylvania State University, University Park, PA 16802-1412, USA
Wavelet Space Partitioning for Symbolic Time Series Analysis
Venkatesh Rajagopalan;Asok Ray
Department of Mechanical and Nuclear Engineering, College of Engineering, The Pennsylvania State University, University Park, PA 16802-1412, USA
关键词 ：
89.75.-k ,
89.70.+c ,
07.90.+c
Abstract ： A crucial step in symbolic time series analysis (STSA) of observed data is symbol sequence generation that relies on partitioning the phase-space of the underlying dynamical system. We present a novel partitioning method, called wavelet-space (WS) partitioning, as an alternative to symbolic false nearest neighbour (SFNN) partitioning. While the WS and SFNN partitioning methods have been demonstrated to yield comparable performance for anomaly detection on laboratory apparatuses, computation of WS partitioning is several orders of magnitude faster than that of the SFNN partitioning.
Key words ：
89.75.-k
89.70.+c
07.90.+c
出版日期: 2006-07-01
:
89.75.-k
(Complex systems)
89.70.+c
07.90.+c
(Other topics in instruments, apparatus, and components common to several branches of physics and astronomy)
引用本文:
Venkatesh Rajagopalan;Asok Ray. Wavelet Space Partitioning for Symbolic Time Series Analysis[J]. 中国物理快报, 2006, 23(7): 1951-1954.
链接本文:
https://cpl.iphy.ac.cn/CN/
或
https://cpl.iphy.ac.cn/CN/Y2006/V23/I7/1951
[1]
FANG Jin-Qing;BI Qiao;LI Yong;LU Xin-Biao;LIU Qiang. Sensitivity of Exponents of Three-Power Laws to Hybrid Ratio in Weighted HUHPM
[2]
ZHOU Tao;LIU Jian-Guo;WANG Bing-Hong. Notes on the Algorithm for Calculating Betweenness
[3]
BI Qiao;FANG Jin-Qing;ZOU Qin. Certain Properties of a Quantum Information Network Driven by External Fields
[4]
ZHAO Hui. Separability Criteria for Quantum Mixed States in Terms of Trace Norm
[5]
GUAN Jian-Yue; XU Xin-Jian;WU Zhi-Xi;WANG Ying-Hai. Synchronization of Coupled Oscillators on Newman--Watts Small-World Networks
[6]
DENG Fu-Guo;;ZHOU Ping;LI Xi-Han;LI Chun-Yan;ZHOU Hong-Yu;. Efficient Multiparty Quantum Secret Sharing with Greenberger--Horne--Zeilinger States
[7]
DUAN Wen-Qi;CHEN Zhong;LIU Zeng-Rong. Epidemic Spreading in Contact Networks Based on Exposure Level
[8]
WU Xiang;WANG Bing-Hong;ZHOU Tao;WANG Wen-Xu;ZHAO Ming;YANG Hui-Jie. Synchronizability of Highly Clustered Scale-Free Networks
[9]
MA Lei;DU Jiang-Feng;LI Yun;LI Hui;KWEK L. C.;OH C.H.. White Noise in Quantum Random Walk Search Algorithm
[10]
XU Xin-Ping;LIU Feng;LI Wei. Growing Small-World Networks Based on a Modified BA Model
[11]
FU Bai-Bai;GAO Zi-You. An Estimation for the Power-Law Distribution Parameter Based on Entropy
[12]
ZHAO Hui;GAO Zi-You;YAN Gang;WANG Wen-Xu. Self-Organization of Topology and Weight Dynamics on Networks from Merging and Regeneration
[13]
ZHENG An-Shou;WAN Zhen-Zhu;BI Jie. Realization of Greenberg--Horne--Zeilinger (GHZ) and W Entangled States with Multiple Superconducting Quantum-Interference Device Qubits in Cavity QED
[14]
LI Ping;XIONG Xing;QIAO Zhong-Liang;YUAN Gang-Qiang;
SUN Xing;WANG Bing-Hong. Topological Properties of Urban Public Traffic Networks in Chinese Top-Ten Biggest Cities
[15]
BU Shou-Liang;ZHANG You-Wei;WANG Bing-Hong;. Synchronizing Complex Networks by an Adaptive Adjustment Mechanism
2006, Vol. 23 
