Abstract

In symbolic dynamics, the definition of a symbolic sequence from a continuous times series depends on the use of an appropriate partition of the phase space. In fact, the best way is to estimate a generating partition. However, it is not possible to find generating partitions for most experimental observations because such partitions do not exist when noise is present. In this paper, different partition methods applied to stochastic and chaotic system will be compared in order to choose one which conserves system entropy rate. This partition is called a Markov partition.

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