--- /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