www.pudn.com > C-C.rar > C_CMethod_independent.m, change:2004-07-29,size:1392b


% function s_t_m=C_CMethod_m(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/monthly sunpot number.txt'); 
data=data(:,3)'; 
%************************************************ 
 
N=length(data); 
max_d=9;%the maximum value of the time delay 
 
sigma=std(data);%calcute standard deviation s_d 
 
for m=2:5 
    for t=1:max_d 
        t 
        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 
                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-t)*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; 
        end 
        s_t_m(t,m)=max(s_t2)-min(s_t2); 
    end 
end 
fid=fopen('s_t_m.txt','w'); 
fprintf(fid,'%f %f %f %f\n',s_t_m); 
fclose(fid); 
t=1:max_d; 
plot(t,s_t_m(:,2),t,s_t_m(:,3),'+',t,s_t_m(:,4),'.',t,s_t_m(:,5),'*')