Estimating a generating partition from observed time series: Symbolic shadowing

Abstract

We propose a deterministic algorithm for approximating a generating partition from a time series using tessellations. Using data generated by Hénon and Ikeda maps, we demonstrate that the proposed method produces partitions that uniquely encode all the periodic points up to some order, and provide good estimates of the metric and topological entropies. The algorithm gives useful results even with a short noisy time series.