cao method code error
1 view (last 30 days)
Show older comments
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 Comments
Walter Roberson
on 17 May 2012
What difference do you observe between what you expect and what you observe?
Answers (0)
See Also
Categories
Find more on Financial Toolbox in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!