c_c_method_luzhenbo2.asv

C-C方法及改进的C-C方法重构相空间的matlab程序 -------------------------------- 性能： 3000数据耗时3分钟 --------------

clc
clear
close all

%---------------------------------------------------


%-----------------------------------------------------------------------
% 参数初始化

maxLags = 300;
m_vector = 2:5;
sigma = std(X);
r_vector = sigma/2*[1:4];

S_mean = zeros(1,maxLags);
Sj = zeros(1,length(r_vector));
delta_S_mean = zeros(1,maxLags);
delta_S = zeros(length(m_vector),maxLags);

%-----------------------------------------------------------------------
% 原C-C方法

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(m,X,r,t);  % 文献中的标准算法 - 计算S2(m,N,r,t)
            temp = temp + S;
            Sj(j) = S;
        end
        delta_S(i,t) = max(Sj)-min(Sj);
    end
    % 参见 <<混沌时间序列分析及应用>> 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);

S2_mean = S_mean;
delta_S2_mean = delta_S_mean;
S2_cor = S_cor;

%-----------------------------------------------------------------------
% 改进的原C-C方法

k = 50;              % 关联积分分块数

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_luzhenbo(m,X,r,t,k);  % 我的算法 - 计算S1(m,N,r,t)
            temp = temp + S;
            Sj(j) = S;
        end
        delta_S(i,t) = max(Sj)-min(Sj);
    end
    % 参见 <<混沌时间序列分析及应用>> 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);

S1_mean = S_mean;
delta_S1_mean = delta_S_mean;

%-----------------------------------------------------------------------

% 原C-C方法结果图
figure(1)               
subplot(211)
plot(1:maxLags,delta_S2_mean);grid;
title('原C-C方法结果图');
subplot(212)
plot(1:maxLags,S2_cor);grid;

% 改进的C-C方法结果图
figure(2)
subplot(211)
plot(1:maxLags,delta_S1_mean);grid;
title('改进的C-C方法结果图');
subplot(212)
plot(1:maxLags,abs(S1_mean-S2_mean));grid;