gp_cd.m

这是个正确计算混沌序列关联维的ＧＰ算法代码

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data=x';  
%------------------------------------------------------

disp('---------- GP算法求关联维 ----------');

tau = 14;           % 时延
for m = 2;              % 嵌入维    


logdelt = 0.2;
ln_r = [-7:logdelt:0];
delt = exp(ln_r);
for k=1:length(ln_r)
    r=delt(k); 
    C(k)=correlation_interal(m,data,r,tau);%  输出变量为关联积分
    k
    if (C(k)<0.0001)
        C(k)=0.0001;
    end
    ln_C(k)=log(C(k));%lnC(r)
end
C
subplot(211)
plot(ln_r,ln_C);grid;
xlabel('ln r'); ylabel('ln C(r)');
hold on;

subplot(212)
Y = diff(ln_C)./logdelt;
plot(Y); grid;
xlabel('n'); ylabel('slope'); 
hold on;

%------------------------------------------------------
% 拟合线性区域
ln_Cr=ln_C;
ln_r=ln_r;
LinearZone = [10:25];
F = polyfit(ln_r(LinearZone),ln_Cr(LinearZone),1);
CorrelationDimension = F(1);
CorrelationDimension;
end