gpkolmogorov.h

关于非线性时间序列中同时计算关联维和Kolmogorov熵的程序,

/*****************************************************************
*  GPKolmogorov.h
*  说明：同时计算关联维和Kolmogorov熵
*  2004.11.12 zya
*****************************************************************/
#include "math.h"

void GP_Kol(double *data, double *r, int N, int *m, 
		 int rlen, int mlen, int delay, double **ln_C,double *ln_r)
{
	double distance;
	double max=0;
	int cr=0;
	int i,j,k,l,p;
	int count=0;
	double Cr=0; 
	//int M=N-(m-1)*delay;
	int M;

	for (p=0; p<mlen; p++)
	{
	    M = N-(m[p]-1)*delay;
		//cout<<"The length of time sequence is:"<<M<<endl;
		for (l=0; l<rlen; l++)
		{
			for (i=0; i<M-1; i++)
			{
		        for (j=i+1; j<M; j++)
				{
			        for (k=0; k<m[p]; k++)
					{
				        distance = fabs(data[i+k*delay]-data[j+k*delay]);
				        if (distance>max)
					    max = distance;
					}
			        if (r[l]>=max)
				        cr++;
			        max = 0;
				}
			}
		    Cr = cr*2.0/(M*(M-1));
		    cr = 0;
            ln_C[p][l] = log(Cr)/log(2);		
		}
	}

	for (l=0; l<rlen; l++)
	{
		ln_r[l] = log(r[l])/log(2);
	}
}