For citation:
Bobrov K. E., Iskoldsky A. M. Algorithmic classification of time series. Izvestiya VUZ. Applied Nonlinear Dynamics, 2001, vol. 9, iss. 1, pp. 101-106. DOI: 10.18500/0869-6632-2001-9-1-101-106
Algorithmic classification of time series
The numerical methods of а data analysis (finite ordered sequences of natural binary codes) are discussed. There are corresponding to pieces of trajectories, obtained by a numerical solution of difference model of finite number of nonlinear ordinary differential equations. These equations represent the determined chaotic dynamic systems. The procedure of a classification realizes splitting set of sequences, which were selected by the procedure of a selection (by defined criterions), on two classes. The concept of stability of results of a classification is formalized. The stability of obtained results of classification in relation to numerically simulated small (in а defined sense) variations of parameters of registration scheme, and also — to parameters of the procedure of а classification is investigated. It 18 shown, that there are examples of sequences of the data and procedures of their processing, for which one the obtained results are steady. Based on results, obtained from the procedure of a classification, it is possible to consider problems, concerning to а type of ап attractor of the corresponding smooth dynamic system.
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