jss.m

一种熵的非动力学算法

function [shang]=jss(xdate)
m=2;
n=length(xdate)
r=0.2*std(xdate)
cr=[];
gn=1;
gnmax=m;
while gn<=gnmax
x2m=zeros(n-m+1,m);%存放变换后的向量
d=zeros(n-m+1,n-m);% 存放距离结果的矩阵
cr1=zeros(1,n-m+1);%存放
k=1;
for i=1:n-m+1
  for j=1:m
    x2m(i,j)=xdate(i+j-1);
  end
end
x2m;


for i=1:n-m+1
  for j=1:n-m+1
      if i~=j
        d(i,k)=max(abs(x2m(i,:)-x2m(j,:)));%计算各个元素和响应元素的距离
        k=k+1;
      end
end
    k=1;
end
d;   
for i=1:n-m+1
  [k,l]=size(find(d(i,:)<r));%将比R小的个数传送给L
    cr1(1,i)=l;
end
cr1;

cr1=(1/(n-m))*cr1;
sum1=0;
for i=1:n-m+1
  if cr1(i)~=0
  sum1=sum1+log(cr1(i));
  end
end
cr1=1/(n-m+1)*sum1;
cr(1,gn)=cr1;
gn=gn+1;
m=m+1;
end
cr;
shang=cr(1,1)-cr(1,2);