Driven IFS and Data Analysis

Depth of History

In Markov examples, often seen in chaotic dynamics, the forbidden pairs tell the whole story:
any forbidden string must contain a forbidden pair.
This can be interpreted as placing a limit on the effects of history: only the immediately previous step is important.
Here is a simple combinatorial example of how addresses can be used to approach this problem.
We sketch two approaches to quantifying this notion.
First, we count the number of data points in each of the four bins. Next we create a surrogate data set having the same number of points in each bin as the original data set. Then we compare the length 2 addresses of the driven IFSs.
The second approach is to use the bin occupancy data to estimate the likelihood that longer addresses are empty. This involves a Markov chain calculation, so is a bit more mathematically demanding.
More detailed analyses can estimate the length of memory of a system, thus placing bounds on how far into the future we can predict.

Return to Data-Driven IFS.