C-C计算延迟时间和嵌入维数1

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);êlcute 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);Tlt 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,'*')