Space partitioning via Hilbert transform for symbolic time series analysis

Aparna Subbu, Asok Ray

Research output: Contribution to journalArticle

61 Citations (Scopus)

Abstract

Symbol sequence generation is a crucial step in symbolic time series analysis of dynamical systems, which requires phase-space partitioning. This letter presents analytic signal space partitioning (ASSP) that relies on Hilbert transform of the observed real-valued data sequence into the corresponding complex-valued analytic signal. ASSP yields comparable performance as other partitioning methods, such as symbolic false nearest neighbor partitioning (SFNNP) and wavelet-space partitioning (WSP). The execution time of ASSP is several orders of magnitude smaller than that of SFNNP. Compared to WSP, the ASSP algorithm is analytically more rigorous and is approximately five times faster.

Original languageEnglish (US)
Article number084107
JournalApplied Physics Letters
Volume92
Issue number8
DOIs
StatePublished - Mar 6 2008

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time series analysis
dynamical systems

All Science Journal Classification (ASJC) codes

  • Physics and Astronomy (miscellaneous)

Cite this

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Space partitioning via Hilbert transform for symbolic time series analysis. / Subbu, Aparna; Ray, Asok.

In: Applied Physics Letters, Vol. 92, No. 8, 084107, 06.03.2008.

Research output: Contribution to journalArticle

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