cc_method_main.m

用来计算混沌时间序列的延迟时间,It s applied to calculate the delay time of chaos time series,

% 主文件

%clc
clear
close all

%---------------------------------------------------
% 产生 Lorenz 时间序列

sigma = 16;          % Lorenz 方程参数 a
b = 4;               %                 b
r = 45.92;           %                 c            

y = [1,0,0];        % 起始点 (1 x 3 的行向量)
h = 0.01;            % 积分时间步长

k1 = 2000;           % 前面的迭代点数
k2 = 3000;           % 后面的迭代点数

z = LorenzData(y,h,k1+k2,sigma,r,b);
z = z(k1+1:end,:);

X = z(:,1);
X = normalize_1(X);  % 归一化到均值为 0，振幅为 1

%========================================================
    
maxLags = 1;
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);

tic
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
            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);
toc

%-----------------------------------------------------------------------
figure(1)    
subplot(311)
plot(1:maxLags,S_mean);grid;
subplot(312)
plot(1:maxLags,delta_S_mean);grid;
subplot(313)
plot(1:maxLags,S_cor);grid;