C-C计算延迟时间和嵌入维数2

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% 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),'*')

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