cao method code error

2 vues (au cours des 30 derniers jours)
mirwais
mirwais le 17 Mai 2012
Hi everyone, I'm trying to write this code for finding minimum embedding dimension with Cao method.In spite of working hard, i could't achieve right results or where the error was.Could anyone help me?
x=1:10;
tao=1;
N=length(x);
mmax=3;
for m=1:mmax-1
M=N-m*tao;
Y=psr_deneme(x,m,tao,M);%Phase space reconstruction of time series x Y=Mxm matrix
a=0;
for n=1:M
y0=ones(M,1)*Y(n,:);
distance=max(abs(Y-y0),[],2);
[neardis nearpos]=sort(distance);
newpoint=[Y(n,:) x(n+m*tao)];
newneig=[Y(nearpos(2),:) x(nearpos(2)+m*tao)];
R1=max(abs(newpoint-newneig),[],2);
a=a+R1/neardis(2);
end
E(m)=a/M;
end
E1(m)=E(2:end)/E(1:end-1);
plot(1:length(E1),E1)
  2 commentaires
Walter Roberson
Walter Roberson le 17 Mai 2012
What difference do you observe between what you expect and what you observe?
mirwais
mirwais le 18 Mai 2012
I observe a straight line but i expect that the line E1(m) stops changing when m is greater
than some value m0.

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