www.pudn.com > C-C.rar > C_CMethod.m, change:2004-07-29,size:1693b


function [s,delt_s,s_cor]=C_CMethod(data) 
%this function calculate time delay and embedding demension with C-C 
%Method,which proved by H.S.Kim 
%skyhawk&flyinghawk 
% %****************调试程序段**************************** 
% clear all; 
% data=load('f:/sunpot/year sunpot number.txt'); 
% %************************************************ 
 
N=length(data); 
max_d=20;%the maximum value of the time delay 
 
sigma=std(data);%calcute standard deviation s_d 
 
for t=1:max_d 
    t 
    s_t=0; 
    delt_s_s=0; 
    for m=2:5 
        s_t1=0; 
        for j=1:4 
            r=sigma*j/2; 
            data_d=disjoint(data,N,t);%将时间序列分解成t个不相交的时间序列 
            [ll,N_d]=size(data_d); 
            s_t3=0; 
            for i=1:t 
                i 
                Y=data_d(i,:); 
                C_1(i)=correlation_integral(Y,N_d,r);%计算C(1,N_d,r,t) 
                X=reconstitution(Y,N_d,m,t);%相空间重构 
                N_r=N_d-(m-1)*t; 
                C_I(i)=correlation_integral(X,N_r,r);%计算C(m,N_r,r,t) 
                s_t3=s_t3+(C_I(i)-C_1(i)^m);%对t个不相关的时间序列求和 
            end 
            s_t2(j)=s_t3/t; 
            s_t1=s_t1+s_t2(j);%对rj求和 
        end 
        delt_s_m(m)=max(s_t2)-min(s_t2);%求delt S(m,t) 
        delt_s_s=delt_s_s+delt_s_m(m);%delt S(m,t)对m求和 
        s_t0(m)=s_t1; 
        s_t=s_t+s_t0(m);%S对m求和 
    end 
    s(t)=s_t/16; 
    delt_s(t)=delt_s_s/4; 
    s_cor(t)=delt_s(t)+abs(s(t)); 
    
end 
fid=fopen('result.txt','w'); 
fprintf(fid,'%f %f %f %f/n',t,s(t),delt_s(t),s_cor(t)); 
fclose(fid); 
t=1:max_d; 
plot(t,s,t,delt_s,'.',t,s_cor,'*')