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cao method code error

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mirwais
mirwais 2012-5-17
Hi everyone, I'm trying to write this code for finding minimum embedding dimension with Cao method.In spite of working hard, i could't achieve right results or where the error was.Could anyone help me?
x=1:10;
tao=1;
N=length(x);
mmax=3;
for m=1:mmax-1
M=N-m*tao;
Y=psr_deneme(x,m,tao,M);%Phase space reconstruction of time series x Y=Mxm matrix
a=0;
for n=1:M
y0=ones(M,1)*Y(n,:);
distance=max(abs(Y-y0),[],2);
[neardis nearpos]=sort(distance);
newpoint=[Y(n,:) x(n+m*tao)];
newneig=[Y(nearpos(2),:) x(nearpos(2)+m*tao)];
R1=max(abs(newpoint-newneig),[],2);
a=a+R1/neardis(2);
end
E(m)=a/M;
end
E1(m)=E(2:end)/E(1:end-1);
plot(1:length(E1),E1)
  2 个评论
Walter Roberson
Walter Roberson 2012-5-17
What difference do you observe between what you expect and what you observe?
mirwais
mirwais 2012-5-18
I observe a straight line but i expect that the line E1(m) stops changing when m is greater
than some value m0.

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