資源簡介
cc算法,用于混沌時間序列的嵌入維數(shù)的計算,從而可以有效地進行預(yù)測

代碼片段和文件信息
%?主文件
%clc
clear
close?all
%---------------------------------------------------
%?產(chǎn)生?Lorenz?時間序列
sigma?=?16;??????????%?Lorenz?方程參數(shù)?a
b?=?4;???????????????%?????????????????b
r?=?45.92;???????????%?????????????????c????????????
y?=?[100];????????%?起始點?(1?x?3?的行向量)
h?=?0.01;????????????%?積分時間步長
k1?=?2000;???????????%?前面的迭代點數(shù)
k2?=?3000;???????????%?后面的迭代點數(shù)
z?=?LorenzData(yhk1+k2sigmarb);
z?=?z(k1+1:end:);
X?=?z(:1);
X?=?normalize_1(X);??%?歸一化到均值為?0,振幅為?1
%========================================================
????
maxLags?=?1;
m_vector?=?2:5;
sigma?=?std(X);
r_vector?=?sigma/2*[1:4];
S_mean?=?zeros(1maxLags);
Sj?=?zeros(1length(r_vector));
delta_S_mean?=?zeros(1maxLags);
delta_S?=?zeros(length(m_vector)maxLags);
tic
for?t?=?1:maxLags
????t
????temp?=?0;
????for?i?=?1:length(m_vector)
????????for?j?=?1:length(r_vector)
????????????m?=?m_vector(i);
????????????r?=?r_vector(j);
????????????S?=?ccFunction(mXrt);?????????%?文獻(xiàn)中的標(biāo)準(zhǔn)算法
????????????temp?=?temp?+?S;
????????????Sj(j)?=?S;
????????end
????????delta_S(it)?=?max(Sj)-min(Sj);
????end
????%?參見?<<混沌時間序列分析及應(yīng)用>>?P69?式(3.31)
????S_mean(t)?=?temp/(length(m_vector)*length(r_vector));
????delta_S_mean?=?mean(delta_S);
end
S_cor?=?delta_S_mean?+?abs(S_mean);
toc
%-----------------------------------------------------------------------
figure(1)????
subplot(311)
plot(1:maxLagsS_mean);grid;
subplot(312)
plot(1:maxLagsdelta_S_mean);grid;
subplot(313)
plot(1:maxLagsS_cor);grid;
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件?????393070??2003-11-25?13:25??C-C?Method\Nonlinear?dynamics?delay?times?and?em
?????文件???????1545??2006-11-26?17:36??C-C?Method\CC_Method_main.m
?????文件??????20480??2006-11-26?17:35??C-C?Method\ccFunction.dll
?????文件????????381??2006-11-26?19:18??C-C?Method\文件夾說明.txt
?????文件??????20480??2006-08-26?12:43??C-C?Method\LorenzData.dll
?????文件??????20480??2006-11-26?18:52??C-C?Method\normalize_1.dll
?????目錄??????????0??2006-11-26?16:54??C-C?Method
-----------?---------??----------?-----??----
???????????????456654????????????????????8
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