plot_tfpaper.m

用于模拟时变非平稳的ARMA过程

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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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re_im= 'i';
mo_no= 'n';
M0= 2;
L0= 2;
N0= 256;

nmin= 6;
Mmin= 1;
Lmin= 0;

nmax= 9;
Mmax= 4;
Lmax= 4;


exp= 'tfarma';
%exp= 'TFARMA';
filename= sprintf('/users/mjachan/tex/prj/TF/figures/tfarma%02d%02d%02d%1s%1s', M0, L0, log2(N0), re_im, mo_no)
figure(3);clf;

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% Plot MSE/VAR/BIQ over N:
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MSEn= [];
VARn= [];
BIQn= [];
for n= nmin:nmax;
   N= 2^n;
   resultname= sprintf('data/%04d/%s%d%d%s%s.mat', N, exp, M0, L0, re_im, mo_no);
   load(resultname);
   sprintf('%s  %d', resultname, MM)

   esti= size(EInfo, 1);
   
   MSEnee= [];
   VARnee= [];
   BIQnee= [];
   MSEnee= [MSEnee; sum(sum(MSE(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   VARnee= [VARnee; sum(sum(VAR(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   BIQnee= [BIQnee; sum(sum(BIQ(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   for ee= 2:9
      MSEnee= [MSEnee; sum(sum(MSE(:, :, 1, ee)))/sum(sum(abs(par).^2))];
      VARnee= [VARnee; sum(sum(VAR(:, :, 1, ee)))/sum(sum(abs(par).^2))];
      BIQnee= [BIQnee; sum(sum(BIQ(:, :, 1, ee)))/sum(sum(abs(par).^2))];
   end;
   MSEn= [MSEn MSEnee];
   VARn= [VARn VARnee];
   BIQn= [BIQn BIQnee];
end;
MSEn= 10*log10(MSEn);
VARn= 10*log10(VARn);
BIQn= 10*log10(BIQn);

MINn= min(min([MSEn VARn BIQn]));
MINn= floor(10*MINn)/9.5;

MSEm= [];
VARm= [];
BIQm= [];
for M= Mmin:Mmax;
   resultname= sprintf('data/%04d/%s%d%d%s%s.mat', N0, exp, M, L0, re_im, mo_no);
   load(resultname);
   sprintf('%s  %d', resultname, MM)

   MSEnee= [];
   VARnee= [];
   BIQnee= [];
   MSEnee= [MSEnee; sum(sum(MSE(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   VARnee= [VARnee; sum(sum(VAR(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   BIQnee= [BIQnee; sum(sum(BIQ(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   for ee= 2:9
      MSEnee= [MSEnee; sum(sum(MSE(:, :, 1, ee)))/sum(sum(abs(par).^2))];
      VARnee= [VARnee; sum(sum(VAR(:, :, 1, ee)))/sum(sum(abs(par).^2))];
      BIQnee= [BIQnee; sum(sum(BIQ(:, :, 1, ee)))/sum(sum(abs(par).^2))];
   end;
   MSEm= [MSEm MSEnee];
   VARm= [VARm VARnee];
   BIQm= [BIQm BIQnee];
end;
MSEm= 10*log10(MSEm);
VARm= 10*log10(VARm);
BIQm= 10*log10(BIQm);

MINm= min(min([MSEm VARm BIQm]));
MINm= ceil(10*MINm)/9.5;

MSEl= [];
VARl= [];
BIQl= [];
for L= Lmin:Lmax;
   resultname= sprintf('data/%04d/%s%d%d%s%s.mat', N0, exp, M0, L, re_im, mo_no);
   load(resultname);
   sprintf('%s  %d', resultname, MM)

   MSEnee= [];
   VARnee= [];
   BIQnee= [];
   MSEnee= [MSEnee; sum(sum(MSE(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   VARnee= [VARnee; sum(sum(VAR(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   BIQnee= [BIQnee; sum(sum(BIQ(1:2*L0+1, :, 1, 1)))/sum(sum(abs(par(1:2*L0+1, :)).^2))];
   for ee= 2:9
      MSEnee= [MSEnee; sum(sum(MSE(:, :, 1, ee)))/sum(sum(abs(par).^2))];
      VARnee= [VARnee; sum(sum(VAR(:, :, 1, ee)))/sum(sum(abs(par).^2))];
      BIQnee= [BIQnee; sum(sum(BIQ(:, :, 1, ee)))/sum(sum(abs(par).^2))];
   end;
   MSEl= [MSEl MSEnee];
   VARl= [VARl VARnee];
   BIQl= [BIQl BIQnee];
end;
MSEl= 10*log10(MSEl);
VARl= 10*log10(VARl);
BIQl= 10*log10(BIQl);

MINl= min(min([MSEl VARl BIQl]));
MINl= ceil(10*MINl)/9.5;

MINMIN= min([MINn MINl MINm])
%MAXMAX= .55

subplot(3, 3, 1);cla;hold on
   plot(MSEn( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(MSEn( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(MSEn( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(MSEn( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(MSEn( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(MSEn( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(MSEn( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(MSEn( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(MSEn( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(nmax~=nmin)
   axis([1 nmax-nmin+1 -17 2]);
   box;grid
end;
set(gca, 'XTick', 1:nmax-nmin+1)
set(gca, 'XTicklabel', 2.^(nmin:nmax))
set(gca, 'YTick', -15:5:0)
%set(gca, 'YTicklabel', ['D'; 'C'; 'B'; 'A'])
ylabel('MSE')
%xlabel('N')
%title(sprintf('M0= %d, L0= %d', M0, L0));

subplot(3, 3, 4);cla;hold on
   plot(VARn( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(VARn( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(VARn( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(VARn( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(VARn( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(VARn( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(VARn( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(VARn( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(VARn( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(nmax~=nmin)
   axis([1 nmax-nmin+1 -34 4]);
   box;grid
end;
set(gca, 'XTick', 1:nmax-nmin+1)
set(gca, 'XTicklabel', 2.^(nmin:nmax))
set(gca, 'YTick', -30:10:0)
%set(gca, 'YTicklabel', ['H'; 'G'; 'F'; 'E'])
ylabel('VAR')
%xlabel('N')

subplot(3, 3, 7);cla;hold on
   plot(BIQn( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(BIQn( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(BIQn( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(BIQn( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(BIQn( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(BIQn( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(BIQn( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(BIQn( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(BIQn( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(nmax~=nmin)
   axis([1 nmax-nmin+1 -34 4]);
   box;grid
end;
set(gca, 'XTick', 1:nmax-nmin+1)
set(gca, 'XTicklabel', 2.^(nmin:nmax))
set(gca, 'YTick', -30:10:0)
%set(gca, 'YTicklabel', ['H'; 'G'; 'F'; 'E'])
ylabel('BIQ')
%xlabel('N')

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% Plot MSE/VAR/BIQ over M:
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
subplot(3, 3, 2);cla;hold on
   plot(MSEm( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(MSEm( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(MSEm( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(MSEm( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(MSEm( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(MSEm( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(MSEm( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(MSEm( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(MSEm( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(Mmax~=Mmin)
   axis([1 Mmax-Mmin+1 -17 2]);
   box;grid
end;
set(gca, 'XTick', 1:Mmax-Mmin+1)
set(gca, 'XTicklabel', Mmin:Mmax)
set(gca, 'YTick', -15:5:0)
%set(gca, 'YTicklabel', ['D'; 'C'; 'B'; 'A'])
%ylabel('MSE')
%xlabel('M')
%title(sprintf('N0= %d, L0= %d', N0, L0));

subplot(3, 3, 5);cla;hold on
   plot(VARm( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(VARm( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(VARm( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(VARm( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(VARm( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(VARm( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(VARm( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(VARm( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(VARm( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(Mmax~=Mmin)
   axis([1 Mmax-Mmin+1 -34 4]);
   box;grid
end;
set(gca, 'XTick', 1:Mmax-Mmin+1)
set(gca, 'XTicklabel', Mmin:Mmax)
set(gca, 'YTick', -30:10:0)
%set(gca, 'YTicklabel', ['H'; 'G'; 'F'; 'E'])
%ylabel('VAR')
%xlabel('M')

subplot(3, 3, 8);cla;hold on
   plot(BIQm( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(BIQm( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(BIQm( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(BIQm( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(BIQm( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(BIQm( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(BIQm( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(BIQm( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(BIQm( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(Mmax~=Mmin)
   axis([1 Mmax-Mmin+1 -34 4]);
   box;grid
end;
set(gca, 'XTick', 1:Mmax-Mmin+1)
set(gca, 'XTicklabel', Mmin:Mmax)
set(gca, 'YTick', -30:10:0)
%set(gca, 'YTicklabel', ['H'; 'G'; 'F'; 'E'])
%ylabel('BIQ')
%xlabel('M')

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Plot MSE/VAR/BIQ over L:
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
subplot(3, 3, 3);cla;hold on
   plot(MSEl( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(MSEl( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(MSEl( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(MSEl( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(MSEl( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(MSEl( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(MSEl( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(MSEl( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(MSEl( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(Lmax~=Lmin)
   axis([1 Lmax-Lmin+1 -17 2]);
   box;grid
end;
set(gca, 'XTick', 1:Lmax-Lmin+1)
set(gca, 'XTicklabel', Lmin:Lmax)
set(gca, 'YTick', -15:5:0)
%set(gca, 'YTicklabel', ['D'; 'C'; 'B'; 'A'])
%ylabel('MSE')
%xlabel('L')
%title(sprintf('N0= %d, M0= %d', N0, M0));

subplot(3, 3, 6);cla;hold on
   plot(VARl( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(VARl( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(VARl( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(VARl( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(VARl( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(VARl( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(VARl( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(VARl( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(VARl( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(Lmax~=Lmin)
   axis([1 Lmax-Lmin+1 -34 4]);
   box;grid
end;
set(gca, 'XTick', 1:Lmax-Lmin+1)
set(gca, 'XTicklabel', Lmin:Lmax)
set(gca, 'YTick', -30:10:0)
%set(gca, 'YTicklabel', ['H'; 'G'; 'F'; 'E'])
%ylabel('VAR')
%xlabel('L')

subplot(3, 3, 9);cla;hold on
   plot(BIQl( 1, :), 'Linewidth', 2, 'Linestyle', 'o' , 'Color', 'b')
   plot(BIQl( 2, :), 'Linewidth', 2, 'Linestyle', '-' , 'Color', 'k')
   plot(BIQl( 3, :), 'Linewidth', 2, 'Linestyle', '-.', 'Color', 'k')
   plot(BIQl( 4, :), 'Linewidth', 2, 'Linestyle', '--', 'Color', 'k')
   plot(BIQl( 5, :), 'Linewidth', 2, 'Linestyle', ':' , 'Color', 'k')
   plot(BIQl( 6, :), 'Linewidth', 1, 'Linestyle', '-' , 'Color', 'r')
   plot(BIQl( 7, :), 'Linewidth', 1, 'Linestyle', '-.', 'Color', 'r')
   plot(BIQl( 8, :), 'Linewidth', 1, 'Linestyle', '--', 'Color', 'r')
   plot(BIQl( 9, :), 'Linewidth', 1, 'Linestyle', ':' , 'Color', 'r')
if(Lmax~=Lmin)
   axis([1 Lmax-Lmin+1 -34 4]);
   box;grid
end;
set(gca, 'XTick', 1:Lmax-Lmin+1)
set(gca, 'XTicklabel', Lmin:Lmax)
set(gca, 'YTick', -30:10:0)
%set(gca, 'YTicklabel', ['H'; 'G'; 'F'; 'E'])
%ylabel('BIQ')
%xlabel('L')

%legend(EInfo(1:esti, :))

%print('-depsc2', filename);