C-C.zip_C-C_C-C方法_混沌序列_相空间 重构_相空间重构

p=16; r=45.92; b=4.0; x(1)=10; y(1)=1; z(1)=0; h=0.01; for i=1:10000 K1=p*(y(i)-x(i)); L1=r*x(i)-y(i)-x(i)*z(i); M1=-b*z(i)+x(i)*y(i); K2=p*((y(i)+h/2*L1)-(x(i)+h/2*K1)); L2=r*(x(i)+h/2*K1)-(y(i)+h/2*L1)-(x(i)+h/2*K1)*(z(i)+h/2*M1); M2=-b*(z(i)+h/2*M1)+(x(i)+h/2*K1)*(y(i)+h/2*L1); K3=p*((y(i)+h/2*L2)-(x(i)+h/2*K1)); L3=r*(x(i)+h/2*K1)-(y(i)+h/2*L2)-(x(i)+h/2*K1)*(z(i)+h/2*M2); M3=-b*(z(i)+h/2*M1)+(x(i)+h/2*K1)*(y(i)+h/2*L2); K4=p*((y(i)+h*L3)-(x(i)+h*K3)); L4=r*(x(i)+h*K3)-(y(i)+h*L3)-(x(i)+h*K3)*(z(i)+h*M3); M4=-b*(z(i)+h*M3)+(x(i)+h*K3)*(y(i)+h*L3); x(i+1)=x(i)+h/6*(K1+2*K2+2*K3+K4); y(i+1)=y(i)+h/6*(L1+2*L2+2*L3+L4); z(i+1)=z(i)+h/6*(M1+2*M2+2*M3+M4); end for i=1:3000 data(i)=x(i+5000); end figure(1) plot(data); %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=200;%the maximum value of the time delay sigma=std(data);%calcute 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 M=N_d-(m-1); %相空间中点的个数 for ii=1:m %相空间的维数 for jj=1:M %相空间重构的点数目 X(ii,jj)=Y((ii-1)+jj); end end N_r=N_d-(m-1); C_I(i)=correlation_int(X,N_r,m,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);%delt 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; %delt S的平均值 s_cor(t)=delt_s(t)+abs(s(t)); %delt S end figure(2) plot(s); xlabel('t'),ylabel('S(t)') title('Lorenz序列C-C算法'); grid; figure(3) plot(delt_s); xlabel('t'),ylabel('delt-S(t)') title('Lorenz序列C-C算法'); grid; figure(4) plot(s_cor); xlabel('t'),ylabel('delt-S-cor(t)') title('Lorenz序列C-C算法'); grid; s1=s'; data1=data'; delt_s1=delt_s'; s_cor1=s_cor';