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Commit 8f587879 authored by marwan's avatar marwan
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added embedding delay

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fnn.m
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...@@ -6,11 +6,14 @@ function out=fnn(varargin) ...@@ -6,11 +6,14 @@ function out=fnn(varargin)
% Y=FNN(X,M), where M is a scalar, computes the FNN up to dimension M. % Y=FNN(X,M), where M is a scalar, computes the FNN up to dimension M.
% The defeault is M=10. % The defeault is M=10.
% %
% Y=FNN(X,M,R,S), where R and S are scalars, applies the neighbourhood % Y=FNN(X,M,T), where T is a scalar, computes the FNN using delay T.
% The defeault is T=1.
%
% Y=FNN(X,M,T,R,S), where R and S are scalars, applies the neighbourhood
% criterion R and the size of the neighbourhood S. The defeault is R=2 % criterion R and the size of the neighbourhood S. The defeault is R=2
% and S=Inf. % and S=Inf.
% %
% Y=FNN(X,M,R,S,N), where N is a scalar, uses N random samples for % Y=FNN(X,M,T,R,S,N), where N is a scalar, uses N random samples for
% the determination of the FNNs. This speeds up the estimation, % the determination of the FNNs. This speeds up the estimation,
% especially for long data series. The defeault is N=length(X) if % especially for long data series. The defeault is N=length(X) if
% the data length is smaller than 500, else N=200. % the data length is smaller than 500, else N=200.
...@@ -31,7 +34,7 @@ function out=fnn(varargin) ...@@ -31,7 +34,7 @@ function out=fnn(varargin)
% below). % below).
% %
% Examples: x = sin(0:.2:8*pi)' + .1*randn(126,1); % Examples: x = sin(0:.2:8*pi)' + .1*randn(126,1);
% fnn(x,10,5) % fnn(x,10,[],5)
% %
% See also PHASESPACE, PSS, MI. % See also PHASESPACE, PSS, MI.
% %
...@@ -48,6 +51,9 @@ function out=fnn(varargin) ...@@ -48,6 +51,9 @@ function out=fnn(varargin)
% $Revision$ % $Revision$
% %
% $Log$ % $Log$
% Revision 5.2 2007/05/15 17:33:13 marwan
% new neighbourhood criterion: fixed RR
%
% Revision 5.1 2006/10/24 14:17:47 marwan % Revision 5.1 2006/10/24 14:17:47 marwan
% *** empty log message *** % *** empty log message ***
% %
...@@ -74,7 +80,7 @@ if nargout>2, error('Too many output arguments'), end ...@@ -74,7 +80,7 @@ if nargout>2, error('Too many output arguments'), end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% splash the GPL %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% splash the GPL
splash_gpl('fnn'); splash_gpl('crp');
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% error control %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% error control
try try
...@@ -86,6 +92,7 @@ set(0,'ShowHidden','on') ...@@ -86,6 +92,7 @@ set(0,'ShowHidden','on')
delete(findobj('Tag','msgbox')) delete(findobj('Tag','msgbox'))
nogui=0; nogui=0;
maxM_init = 10; maxM_init = 10;
t = 1;
maxM=maxM_init; % maximal dimension maxM=maxM_init; % maximal dimension
r_init = 10; r_init = 10;
r=r_init; % r-criterion for neighbours distance r=r_init; % r-criterion for neighbours distance
...@@ -109,16 +116,22 @@ if nargin & isnumeric(varargin{1}) ...@@ -109,16 +116,22 @@ if nargin & isnumeric(varargin{1})
maxM = varargin{i_x}; maxM = varargin{i_x};
case 2 case 2
maxM = varargin{i_x(1)}; maxM = varargin{i_x(1)};
r = varargin{i_x(2)}; t = varargin{i_x(2)};
case 3 case 3
maxM = varargin{i_x(1)}; maxM = varargin{i_x(1)};
r = varargin{i_x(2)}; t = varargin{i_x(2)};
s = varargin{i_x(3)}; r = varargin{i_x(3)};
case 4 case 4
maxM = varargin{i_x(1)}; maxM = varargin{i_x(1)};
r = varargin{i_x(2)}; r = varargin{i_x(2)};
s = varargin{i_x(3)}; t = varargin{i_x(3)};
maxN = varargin{i_x(4)}; s = varargin{i_x(4)};
case 5
maxM = varargin{i_x(1)};
r = varargin{i_x(2)};
t = varargin{i_x(3)};
s = varargin{i_x(4)};
maxN = varargin{i_x(5)};
end end
% check the char input % check the char input
...@@ -159,6 +172,8 @@ elseif nargin & ischar(varargin{1}) & ~isempty(varargin{1}) ...@@ -159,6 +172,8 @@ elseif nargin & ischar(varargin{1}) & ~isempty(varargin{1})
N=size(x,2); N=size(x,2);
h=findobj('Tag','maxM'); h=findobj('Tag','maxM');
maxM=str2num(get(h(1),'String')); maxM=str2num(get(h(1),'String'));
h=findobj('Tag','delay');
t=str2num(get(h(1),'String'));
h=findobj('Tag','r'); h=findobj('Tag','r');
r=str2num(get(h(1),'String')); r=str2num(get(h(1),'String'));
h=findobj('Tag','s'); h=findobj('Tag','s');
...@@ -174,7 +189,7 @@ end ...@@ -174,7 +189,7 @@ end
if ~nargin if ~nargin
x=sin(0:.2:8*pi)'+.1*randn(126,1); x=sin(0:.2:8*pi)'+.1*randn(126,1);
maxM=10; maxM=10; t = 1;
r=5; s = Inf; r=5; s = Inf;
nogui=0; nogui=0;
else else
...@@ -228,7 +243,7 @@ case 'init' ...@@ -228,7 +243,7 @@ case 'init'
end end
h=axes(props.axes,... h=axes(props.axes,...
'Position',[89 24.8 6.8 3.5]); 'Position',[89 24.8+.5 6.8 3.5]);
logo=load('logo'); logo=load('logo');
h2=imagesc([logo.logo fliplr(logo.logo)]); h2=imagesc([logo.logo fliplr(logo.logo)]);
set(h2,'Tag','uniLogo') set(h2,'Tag','uniLogo')
...@@ -236,7 +251,7 @@ case 'init' ...@@ -236,7 +251,7 @@ case 'init'
h=uicontrol(props.text,... h=uicontrol(props.text,...
'Tag','text_logo',... 'Tag','text_logo',...
'String','Uni Potsdam',... 'String','Uni Potsdam',...
'Position',[97 24.2143 23 3.5714]); 'Position',[97 24.2143+.5 23 3.5714]);
h2=textwrap(h,{[char(169),' AGNLD'],'University of Potsdam','2006'}); h2=textwrap(h,{[char(169),' AGNLD'],'University of Potsdam','2006'});
set(h,'String',h2) set(h,'String',h2)
...@@ -248,68 +263,80 @@ case 'init' ...@@ -248,68 +263,80 @@ case 'init'
% frame around parameter settings % frame around parameter settings
h=uicontrol(props.frame,... h=uicontrol(props.frame,...
'Tag','frame',... 'Tag','frame',...
'Position',[91.5000 1.3571 23.5000 21.5]); 'Position',[91.5000 1.3571 23.5000 22.8]);
% dimension % dimension
h=uicontrol(props.text,... h=uicontrol(props.text,...
'Tag','text',... 'Tag','text',...
'String','Max. Dim.',... 'String','Max. Dim.',...
'Position',[93.8333 20.3 14 1.5000]); 'Position',[93.8333 22.3-.6 14 1.5000]);
h=uicontrol(props.edit,... h=uicontrol(props.edit,...
'Tag','maxM',... 'Tag','maxM',...
'String',num2str(maxM),... 'String',num2str(maxM),...
'ToolTip','False nearest neighbours will be computed up to this dimension.',... 'ToolTip','False nearest neighbours will be computed up to this dimension.',...
'Position',[105.1666 20.55 6.5 1.5000]); 'Position',[105.1666 22.55-.6 6.5 1.5000]);
% delay
h=uicontrol(props.text,...
'Tag','text',...
'String','Delay',...
'Position',[93.8333 20.3-.6 14 1.5000]);
h=uicontrol(props.edit,...
'Tag','delay',...
'String',num2str(t),...
'ToolTip','Delay for embedding.',...
'Position',[105.1666 20.55-.6 6.5 1.5000]);
% falseness criterion % falseness criterion
h=uicontrol(props.text,... h=uicontrol(props.text,...
'Tag','text',... 'Tag','text',...
'String','Falseness',... 'String','Falseness',...
'Position',[93.8333 18.3 20.5 1.5000]); 'Position',[93.8333 18.3-.6 20.5 1.5000]);
h=uicontrol(props.edit,... h=uicontrol(props.edit,...
'Tag','r',... 'Tag','r',...
'String',num2str(r),... 'String',num2str(r),...
'ToolTip','Criterion value (suggested: >1).',... 'ToolTip','Criterion value (suggested: >1).',...
'Position',[105.1666 18.55 6.5 1.5000]); 'Position',[105.1666 18.55-.6 6.5 1.5000]);
% neigbourhood range % neigbourhood range
h=uicontrol(props.text,... h=uicontrol(props.text,...
'Tag','text',... 'Tag','text',...
'String','Neigbourh.',... 'String','Neigbourh.',...
'Position',[93.8333 16.3 20.5 1.5000]); 'Position',[93.8333 16.3-.6 20.5 1.5000]);
h=uicontrol(props.edit,... h=uicontrol(props.edit,...
'Tag','s',... 'Tag','s',...
'String',num2str(s),... 'String',num2str(s),...
'ToolTip','Maximal distance between neighbours (in multiples of standard deviation).',... 'ToolTip','Maximal distance between neighbours (in multiples of standard deviation).',...
'Position',[105.1666 16.55 6.5 1.5000]); 'Position',[105.1666 16.55-.6 6.5 1.5000]);
% norm % norm
h=uicontrol(props.text,... h=uicontrol(props.text,...
'Tag','text',... 'Tag','text',...
'String','Norm',... 'String','Norm',...
'Position',[93.8333 14.1 15 1.5000]); 'Position',[93.8333 13.7 15 1.5000]);
h=uicontrol(props.popup,... h=uicontrol(props.popup,...
'Tag','method',... 'Tag','method',...
'String','Max|Euc|Min',... 'String','Max|Euc|Min',...
'Value',method,... 'Value',method,...
'ToolTip','Norm used for the computation of the distance.',... 'ToolTip','Norm used for the computation of the distance.',...
'Position',[101.1666 14.35 10.5 1.5000]); 'Position',[101.1666 13.95 10.5 1.5000]);
% number of samples % number of samples
h=uicontrol(props.text,... h=uicontrol(props.text,...
'Tag','text',... 'Tag','text',...
'String','Number of samples',... 'String','Number of samples',...
'Position',[93.8333 11.75+.4 19 1.5000]); 'Position',[93.8333 11.75+.2 19 1.5000]);
h=uicontrol(props.edit,... h=uicontrol(props.edit,...
'Tag','maxN',... 'Tag','maxN',...
'String',num2str(maxN),... 'String',num2str(maxN),...
'ToolTip','Number of randomly chosen samples.',... 'ToolTip','Number of randomly chosen samples.',...
'Position',[93.8333 10.5+.4 17.8333 1.5000]); 'Position',[93.8333 10.5+.2 17.8333 1.5000]);
% buttons % buttons
...@@ -441,7 +468,6 @@ case 'compute' ...@@ -441,7 +468,6 @@ case 'compute'
end end
FNN(m,1) = 0; FNN(m,1) = 0;
t=1;
NX=N-t*(m-1); NX=N-t*(m-1);
% create phase space vectors % create phase space vectors
......
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