+++ /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 7, 2004 */
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-#include <limits.h>
-#include "routines/tsa.h"
-#include <math.h>
-
-#define WID_STR "Estimates the average forecast error for a local\n\t\
-constant fit as a function of the neighborhood size."
-
-
-/*number of boxes for the neighbor search algorithm*/
-#define NMAX 256
-
-unsigned int nmax=(NMAX-1);
-long **box,*list;
-unsigned long *found;
-double *error;
-double **series;
-
-char eps0set=0,eps1set=0,causalset=0,dimset=0;
-char *outfile=NULL,stdo=1;
-char *column=NULL;
-unsigned int dim=1,embed=2,delay=1;
-unsigned int verbosity=0xff;
-int STEP=1;
-double EPS0=1.e-3,EPS1=1.0,EPSF=1.2;
-unsigned long LENGTH=ULONG_MAX,exclude=0,CLENGTH=ULONG_MAX,causal;
-char *infile=NULL;
-
-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 use [default: whole file]\n");
- fprintf(stderr,"\t-x # of lines to be ignored [default: 0]\n");
- fprintf(stderr,"\t-c columns to read [default: 1,...,# of components]\n");
- fprintf(stderr,"\t-m # of components,embedding dimension [default: 1,2]\n");
- fprintf(stderr,"\t-d delay [default: 1]\n");
- fprintf(stderr,"\t-i iterations [default: length]\n");
- fprintf(stderr,"\t-r neighborhood size to start with [default:"
- " (interval of data)/1000)]\n");
- fprintf(stderr,"\t-R neighborhood size to end with [default:"
- " interval of data]\n");
- fprintf(stderr,"\t-f factor to increase size [default: 1.2]\n");
- fprintf(stderr,"\t-s steps to forecast [default: 1]\n");
- fprintf(stderr,"\t-C width of causality window [default: steps]\n");
- fprintf(stderr,"\t-o output file name [default: 'datafile.lm']\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,'i','u')) != NULL)
- sscanf(out,"%lu",&CLENGTH);
- if ((out=check_option(in,n,'r','f')) != NULL) {
- eps0set=1;
- sscanf(out,"%lf",&EPS0);
- }
- if ((out=check_option(in,n,'R','f')) != NULL) {
- eps1set=1;
- sscanf(out,"%lf",&EPS1);
- }
- if ((out=check_option(in,n,'f','f')) != NULL)
- sscanf(out,"%lf",&EPSF);
- if ((out=check_option(in,n,'s','u')) != NULL)
- sscanf(out,"%u",&STEP);
- if ((out=check_option(in,n,'C','u')) != NULL) {
- sscanf(out,"%lu",&causal);
- causalset=1;
- }
- if ((out=check_option(in,n,'V','u')) != NULL)
- sscanf(out,"%u",&verbosity);
- if ((out=check_option(in,n,'o','o')) != NULL) {
- stdo=0;
- if (strlen(out) > 0)
- outfile=out;
- }
-}
-
-void make_fit(long act,unsigned long number)
-{
- double *si,cast;
- long i,j;
-
- for (i=0;i<dim;i++) {
- si=series[i];
- cast=si[found[0]+STEP];
- for (j=1;j<number;j++)
- cast += si[found[j]+STEP];
- cast /= (double)number;
- error[i] += sqr(cast-series[i][act+STEP]);
- }
-}
-
-int main(int argc,char **argv)
-{
- char stdi=0;
- unsigned long actfound;
- unsigned long *hfound;
- long pfound,i,j;
- unsigned long clength;
- double interval,min,maxinterval;
- double epsilon;
- double **hser;
- double avfound,*hrms,*hav,sumerror=0.0;
- 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
-
- if (!causalset)
- causal=STEP;
-
- infile=search_datafile(argc,argv,NULL,verbosity);
- if (infile == NULL)
- stdi=1;
-
- if (outfile == NULL) {
- if (!stdi) {
- check_alloc(outfile=(char*)calloc(strlen(infile)+4,(size_t)1));
- sprintf(outfile,"%s.lm",infile);
- }
- else {
- check_alloc(outfile=(char*)calloc((size_t)9,(size_t)1));
- sprintf(outfile,"stdin.lm");
- }
- }
- if (!stdo)
- test_outfile(outfile);
-
- 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);
- maxinterval=0.0;
- for (i=0;i<dim;i++) {
- rescale_data(series[i],LENGTH,&min,&interval);
- if (interval > maxinterval)
- maxinterval=interval;
- }
- interval=maxinterval;
-
- check_alloc(list=(long*)malloc(sizeof(long)*LENGTH));
- check_alloc(found=(unsigned long*)malloc(sizeof(long)*LENGTH));
- check_alloc(hfound=(unsigned 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(error=(double*)malloc(sizeof(double)*dim));
- check_alloc(hrms=(double*)malloc(sizeof(double)*dim));
- check_alloc(hav=(double*)malloc(sizeof(double)*dim));
- check_alloc(hser=(double**)malloc(sizeof(double*)*dim));
-
- if (eps0set)
- EPS0 /= interval;
- if (eps1set)
- EPS1 /= interval;
-
- clength=(CLENGTH <= LENGTH) ? CLENGTH-STEP : LENGTH-STEP;
-
- if (!stdo) {
- file=fopen(outfile,"w");
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Opened %s for writing\n",outfile);
- fprintf(file,"#1. size 2. relative forecast error 3. fraction of points\n"
- "#4. av neighbors found 5. absolute variance of the points\n");
- }
- else {
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Writing to stdout\n");
- }
-
- for (epsilon=EPS0;epsilon<EPS1*EPSF;epsilon*=EPSF) {
- pfound=0;
- for (i=0;i<dim;i++)
- error[i]=hrms[i]=hav[i]=0.0;
- avfound=0.0;
- make_multi_box(series,box,list,LENGTH-STEP,NMAX,dim,
- embed,delay,epsilon);
- for (i=(embed-1)*delay;i<clength;i++) {
- for (j=0;j<dim;j++)
- hser[j]=series[j]+i;
- actfound=find_multi_neighbors(series,box,list,hser,LENGTH,
- NMAX,dim,embed,delay,epsilon,hfound);
- actfound=exclude_interval(actfound,i-causal+1,i+causal+(embed-1)*delay-1,
- hfound,found);
- if (actfound > 2*(dim*embed+1)) {
- make_fit(i,actfound);
- pfound++;
- avfound += (double)(actfound-1);
- for (j=0;j<dim;j++) {
- hrms[j] += series[j][i+STEP]*series[j][i+STEP];
- hav[j] += series[j][i+STEP];
- }
- }
- }
- if (pfound > 1) {
- sumerror=0.0;
- for (j=0;j<dim;j++) {
- hav[j] /= pfound;
- hrms[j]=sqrt(fabs(hrms[j]/(pfound-1)-hav[j]*hav[j]*pfound/(pfound-1)));
- error[j]=sqrt(error[j]/pfound)/hrms[j];
- sumerror += error[j];
- }
- }
- if (stdo) {
- if (pfound > 1) {
- fprintf(stdout,"%e %e ",epsilon*interval,sumerror/(double)dim);
- for (j=0;j<dim;j++)
- fprintf(stdout,"%e ",error[j]);
- fprintf(stdout,"%e %e\n",(double)pfound/(clength-(embed-1)*delay),
- avfound/pfound);
- fflush(stdout);
- }
- }
- else {
- if (pfound > 1) {
- fprintf(file,"%e %e ",epsilon*interval,sumerror/(double)dim);
- for (j=0;j<dim;j++)
- fprintf(file,"%e ",error[j]);
- fprintf(file,"%e %e\n",(double)pfound/(clength-(embed-1)*delay),
- avfound/pfound);
- fflush(file);
- }
- }
- }
- if (!stdo)
- fclose(file);
-
- free(list);
- free(hfound);
- free(error);
- free(hrms);
- free(hav);
- free(hser);
- for (i=0;i<NMAX;i++)
- free(box[i]);
- free(box);
-
- return 0;
-}
git://source.jalview.org / jabaws.git / blobdiff