+++ /dev/null
-/*
- * This file is part of TISEAN
- *
- * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
- *
- * TISEAN is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 2 of the License, or
- * (at your option) any later version.
- *
- * TISEAN is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with TISEAN; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
- */
-/*Author: Rainer Hegger. Last modified: Sep 29, 2000 */
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-#include <limits.h>
-#include <math.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Makes a local linear fit for multivariate data\n\
-and iterates a trajectory"
-
-#define NMAX 128
-
-char onscreen=1,epsset=0,*outfile=NULL;
-char *infile=NULL;
-unsigned int nmax=(NMAX-1);
-unsigned int verbosity=0xff;
-long **box,*list,*found;
-double **series,**cast;
-double *interval,*min,epsilon;
-
-unsigned int embed=2,dim=1,dim1,DELAY=1;
-char *column=NULL,dimset=0,do_zeroth=0;
-int MINN=30;
-unsigned long LENGTH=ULONG_MAX,FLENGTH=1000,exclude=0;
-double EPS0=1.e-3,EPSF=1.2;
-
-double **mat,**imat,*vec,*localav,*foreav;
-
-void show_options(char *progname)
-{
- what_i_do(progname,WID_STR);
- fprintf(stderr," Usage: %s [Options]\n",progname);
- fprintf(stderr," Options:\n");
- fprintf(stderr,"Everything not being a valid option will be interpreted"
- " as a possible"
- " datafile.\nIf no datafile is given stdin is read. Just - also"
- " means stdin\n");
- fprintf(stderr,"\t-l # of data to be used [default whole file]\n");
- fprintf(stderr,"\t-x # of lines to be ignored [default 0]\n");
- fprintf(stderr,"\t-c column [default 1,...,# of components]\n");
- fprintf(stderr,"\t-m #of components,embedding dimension [default 1,2]\n");
- fprintf(stderr,"\t-d delay for the embedding [default 1]\n");
- fprintf(stderr,"\t-L # of iterations [default 1000]\n");
- fprintf(stderr,"\t-k # of neighbors [default 30]\n");
- fprintf(stderr,"\t-r size of initial neighborhood ["
- " default (data interval)/1000]\n");
- fprintf(stderr,"\t-f factor to increase size [default 1.2]\n");
- fprintf(stderr,"\t-0 perfom a zeroth order fit [default not set]\n");
- fprintf(stderr,"\t-o output file [default 'datafile'.cast;"
- " no -o means write to stdout]\n");
- fprintf(stderr,"\t-V verbosity level [default 1]\n\t\t"
- "0='only panic messages'\n\t\t"
- "1='+ input/output messages'\n");
- fprintf(stderr,"\t-h show these options\n");
- exit(0);
-}
-
-void scan_options(int n,char **in)
-{
- char *out;
-
- if ((out=check_option(in,n,'l','u')) != NULL)
- sscanf(out,"%lu",&LENGTH);
- if ((out=check_option(in,n,'x','u')) != NULL)
- sscanf(out,"%lu",&exclude);
- if ((out=check_option(in,n,'c','s')) != NULL) {
- column=out;
- dimset=1;
- }
- if ((out=check_option(in,n,'m','2')) != NULL)
- sscanf(out,"%u,%u",&dim,&embed);
- if ((out=check_option(in,n,'d','u')) != NULL)
- sscanf(out,"%u",&DELAY);
- if ((out=check_option(in,n,'L','u')) != NULL)
- sscanf(out,"%lu",&FLENGTH);
- if ((out=check_option(in,n,'k','u')) != NULL)
- sscanf(out,"%u",&MINN);
- if ((out=check_option(in,n,'0','n')) != NULL)
- do_zeroth=1;
- if ((out=check_option(in,n,'V','u')) != NULL)
- sscanf(out,"%u",&verbosity);
- if ((out=check_option(in,n,'r','f')) != NULL) {
- epsset=1;
- sscanf(out,"%lf",&EPS0);
- }
- if ((out=check_option(in,n,'f','f')) != NULL)
- sscanf(out,"%lf",&EPSF);
- if ((out=check_option(in,n,'o','o')) != NULL) {
- onscreen=0;
- if (strlen(out) > 0)
- outfile=out;
- }
-}
-
-void put_in_boxes(void)
-{
- int i,j,n;
- static int hdim;
- double epsinv;
-
- hdim=(embed-1)*DELAY;
- epsinv=1.0/epsilon;
- for (i=0;i<NMAX;i++)
- for (j=0;j<NMAX;j++)
- box[i][j]= -1;
-
- for (n=hdim;n<LENGTH-1;n++) {
- i=(int)(series[0][n]*epsinv)&nmax;
- j=(int)(series[dim1][n-hdim]*epsinv)&nmax;
- list[n]=box[i][j];
- box[i][j]=n;
- }
-}
-
-unsigned int hfind_neighbors(void)
-{
- char toolarge;
- int i,j,i1,i2,j1,k,l,element;
- static int hdim;
- unsigned nfound=0;
- double max,dx,epsinv;
-
- hdim=(embed-1)*DELAY;
- epsinv=1.0/epsilon;
- i=(int)(cast[hdim][0]*epsinv)&nmax;
- j=(int)(cast[0][dim1]*epsinv)&nmax;
-
- for (i1=i-1;i1<=i+1;i1++) {
- i2=i1&nmax;
- for (j1=j-1;j1<=j+1;j1++) {
- element=box[i2][j1&nmax];
- while (element != -1) {
- max=0.0;
- toolarge=0;
- for (l=0;l<dim;l++) {
- for (k=0;k<=hdim;k += DELAY) {
- dx=fabs(series[l][element-k]-cast[hdim-k][l]);
- max=(dx>max) ? dx : max;
- if (max > epsilon) {
- toolarge=1;
- break;
- }
- }
- if (toolarge)
- break;
- }
- if (max <= epsilon)
- found[nfound++]=element;
- element=list[element];
- }
- }
- }
- return nfound;
-}
-
-void multiply_matrix(double **mat,double *vec)
-{
- double *hvec;
- long i,j;
-
- check_alloc(hvec=(double*)malloc(sizeof(double)*dim*embed));
- for (i=0;i<dim*embed;i++) {
- hvec[i]=0.0;
- for (j=0;j<dim*embed;j++)
- hvec[i] += mat[i][j]*vec[j];
- }
- for (i=0;i<dim*embed;i++)
- vec[i]=hvec[i];
- free(hvec);
-}
-
-void make_fit(int number,double *newcast)
-{
- double *sj,*si,lavi,lavj,fav;
- long i,i1,j,j1,hi,hj,hi1,hj1,n,which;
- static int hdim;
-
- hdim=(embed-1)*DELAY;
-
- for (i=0;i<dim*embed;i++)
- localav[i]=0.0;
- for (i=0;i<dim;i++)
- foreav[i]=0.0;
-
- for (n=0;n<number;n++) {
- which=found[n];
- for (j=0;j<dim;j++) {
- sj=series[j];
- foreav[j] += sj[which+1];
- for (j1=0;j1<embed;j1++) {
- hj=j*embed+j1;
- localav[hj] += sj[which-j1*DELAY];
- }
- }
- }
-
- for (i=0;i<dim*embed;i++)
- localav[i] /= number;
- for (i=0;i<dim;i++)
- foreav[i] /= number;
-
- for (i=0;i<dim;i++) {
- si=series[i];
- for (i1=0;i1<embed;i1++) {
- hi=i*embed+i1;
- lavi=localav[hi];
- hi1=i1*DELAY;
- for (j=0;j<dim;j++) {
- sj=series[j];
- for (j1=0;j1<embed;j1++) {
- hj=j*embed+j1;
- lavj=localav[hj];
- hj1=j1*DELAY;
- mat[hi][hj]=0.0;
- if (hj >= hi) {
- for (n=0;n<number;n++) {
- which=found[n];
- mat[hi][hj] += (si[which-hi1]-lavi)*(sj[which-hj1]-lavj);
- }
- }
- }
- }
- }
- }
-
- for (i=0;i<dim*embed;i++)
- for (j=i;j<dim*embed;j++) {
- mat[i][j] /= number;
- mat[j][i]=mat[i][j];
- }
-
- imat=invert_matrix(mat,dim*embed);
-
- for (i=0;i<dim;i++) {
- si=series[i];
- fav=foreav[i];
- for (j=0;j<dim;j++) {
- sj=series[j];
- for (j1=0;j1<embed;j1++) {
- hj=j*embed+j1;
- lavj=localav[hj];
- hj1=j1*DELAY;
- vec[hj]=0.0;
- for (n=0;n<number;n++) {
- which=found[n];
- vec[hj] += (si[which+1]-fav)*(sj[which-hj1]-lavj);
- }
- vec[hj] /= number;
- }
- }
-
- multiply_matrix(imat,vec);
-
- newcast[i]=foreav[i];
- for (j=0;j<dim;j++) {
- for (j1=0;j1<embed;j1++) {
- hj=j*embed+j1;
- newcast[i] += vec[hj]*(cast[hdim-j1*DELAY][j]-localav[hj]);
- }
- }
- }
-
- for (i=0;i<dim*embed;i++)
- free(imat[i]);
- free(imat);
-}
-
-void make_zeroth(int number,double *newcast)
-{
- unsigned long i,d;
- double *sj;
-
- for (d=0;d<dim;d++) {
- newcast[d]=0.0;
- sj=series[d]+1;
- for (i=0;i<number;i++)
- newcast[d] += sj[found[i]];
- newcast[d] /= number;
- }
-}
-
-int main(int argc,char **argv)
-{
- char stdi=0,done;
- long i,j,hdim,actfound;
- double maxinterval,*swap,*newcast;
- FILE *file=NULL;
-
- if (scan_help(argc,argv))
- show_options(argv[0]);
-
- scan_options(argc,argv);
-#ifndef OMIT_WHAT_I_DO
- if (verbosity&VER_INPUT)
- what_i_do(argv[0],WID_STR);
-#endif
-
- infile=search_datafile(argc,argv,NULL,verbosity);
- if (infile == NULL)
- stdi=1;
-
- if (outfile == NULL) {
- if (!stdi) {
- check_alloc(outfile=(char*)calloc(strlen(infile)+6,(size_t)1));
- strcpy(outfile,infile);
- strcat(outfile,".cast");
- }
- else {
- check_alloc(outfile=(char*)calloc((size_t)11,(size_t)1));
- strcpy(outfile,"stdin.cast");
- }
- }
- if (!onscreen)
- test_outfile(outfile);
-
- hdim=(embed-1)*DELAY+1;
- if (column == NULL)
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,"",dimset,
- verbosity);
- else
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,column,
- dimset,verbosity);
- check_alloc(min=(double*)malloc(sizeof(double)*dim));
- check_alloc(interval=(double*)malloc(sizeof(double)*dim));
- dim1=dim-1;
- maxinterval=0.0;
- for (i=0;i<dim;i++) {
- rescale_data(series[i],LENGTH,&min[i],&interval[i]);
- if (interval[i] > maxinterval)
- maxinterval=interval[i];
- }
-
- check_alloc(cast=(double**)malloc(sizeof(double*)*hdim));
- for (i=0;i<hdim;i++)
- check_alloc(cast[i]=(double*)malloc(sizeof(double)*dim));
- check_alloc(newcast=(double*)malloc(sizeof(double)*dim));
-
- check_alloc(list=(long*)malloc(sizeof(long)*LENGTH));
- check_alloc(found=(long*)malloc(sizeof(long)*LENGTH));
- check_alloc(box=(long**)malloc(sizeof(long*)*NMAX));
- for (i=0;i<NMAX;i++)
- check_alloc(box[i]=(long*)malloc(sizeof(long)*NMAX));
-
- check_alloc(localav=(double*)malloc(sizeof(double)*dim*embed));
- check_alloc(foreav=(double*)malloc(sizeof(double)*dim));
- check_alloc(vec=(double*)malloc(sizeof(double)*dim*embed));
- check_alloc(mat=(double**)malloc(sizeof(double*)*dim*embed));
- for (i=0;i<dim*embed;i++)
- check_alloc(mat[i]=(double*)malloc(sizeof(double)*dim*embed));
-
- if (epsset)
- EPS0 /= maxinterval;
-
- for (j=0;j<dim;j++)
- for (i=0;i<hdim;i++)
- cast[i][j]=series[j][LENGTH-hdim+i];
-
- if (!onscreen) {
- file=fopen(outfile,"w");
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Opened %s for writing\n",outfile);
- }
- else {
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Writing to stdout\n");
- }
-
- for (i=0;i<FLENGTH;i++) {
- done=0;
- epsilon=EPS0/EPSF;
- while (!done) {
- epsilon*=EPSF;
- put_in_boxes();
- actfound=hfind_neighbors();
- if (actfound >= MINN) {
- if (!do_zeroth)
- make_fit(actfound,newcast);
- else
- make_zeroth(actfound,newcast);
- if (onscreen) {
- for (j=0;j<dim-1;j++)
- printf("%e ",newcast[j]*interval[j]+min[j]);
- printf("%e\n",newcast[dim-1]*interval[dim-1]+min[dim-1]);
- fflush(stdout);
- }
- else {
- for (j=0;j<dim-1;j++)
- fprintf(file,"%e ",newcast[j]*interval[j]+min[j]);
- fprintf(file,"%e\n",newcast[dim-1]*interval[dim-1]+min[dim-1]);
- fflush(file);
- }
- done=1;
- for (j=0;j<dim;j++) {
- if ((newcast[j] > 2.0) || (newcast[j] < -1.0)) {
- fprintf(stderr,"Forecast failed. Escaping data region!\n");
- exit(NSTEP__ESCAPE_REGION);
- }
- }
-
- swap=cast[0];
- for (j=0;j<hdim-1;j++)
- cast[j]=cast[j+1];
- cast[hdim-1]=swap;
- for (j=0;j<dim;j++)
- cast[hdim-1][j]=newcast[j];
- }
- }
- }
- if (!onscreen)
- fclose(file);
-
- if (outfile != NULL)
- free(outfile);
- for (i=0;i<embed*dim;i++)
- free(mat[i]);
- free(mat);
- for (i=0;i<hdim;i++)
- free(cast[i]);
- free(cast);
- free(newcast);
- free(found);
- free(list);
- for (i=0;i<NMAX;i++)
- free(box[i]);
- free(box);
- free(vec);
- free(localav);
- free(foreav);
- free(min);
- free(interval);
- for (i=0;i<dim;i++)
- free(series[i]);
- free(series);
-
- return 0;
-}
git://source.jalview.org / jabaws.git / blobdiff