--- /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: Feb 19, 2007 */
+/* Changes:
+ 2/19/2007: Changed name and default for noise
+ 10/26/2006: Add seed option
+ */
+#include <stdio.h>
+#include <stdlib.h>
+#include <string.h>
+#include <limits.h>
+#include <time.h>
+#include <math.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Makes a local zeroth order forecast for multivariate data\n\
+and iterates a trajectory"
+
+#define NMAX 128
+
+char onscreen=1,epsset=0,*outfile=NULL,setsort=1,setnoise=0;
+char *infile=NULL;
+unsigned int nmax=(NMAX-1);
+unsigned int verbosity=0xff;
+long **box,*list,*found;
+double **series,**cast,*abstand,*var;
+double epsilon;
+
+unsigned int embed=2,dim=1,dim1,DELAY=1;
+char *column=NULL,dimset=0;
+unsigned int MINN=50;
+unsigned int **indexes;
+unsigned long LENGTH=ULONG_MAX,FLENGTH=1000,exclude=0;
+unsigned long seed=0x9074325L;
+double EPS0=1.e-3,EPSF=1.2,Q=10.0;
+
+double **mat,*vec,*hsum,*newav;
+
+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 %u]\n",MINN);
+ fprintf(stderr,"\t-K fix # of neighbors [default no]\n");
+ fprintf(stderr,"\t-%% # variance of noise [default %3.1lf]\n",Q);
+ fprintf(stderr,"\t-I seed for the rnd-generator (If seed=0, the time\n"
+ "\t\tcommand is used to set the seed) [Default: fixed]\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-o output file [default 'datafile'.lzr;"
+ " 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,'K','n')) != NULL)
+ setsort=1;
+ if ((out=check_option(in,n,'I','u')) != NULL) {
+ sscanf(out,"%lu",&seed);
+ if (seed == 0)
+ seed=(unsigned long)time((time_t*)&seed);
+ }
+ 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,'%','f')) != NULL) {
+ sscanf(out,"%lf",&Q);
+ if (Q>0.0)
+ setnoise=1;
+ }
+ if ((out=check_option(in,n,'o','o')) != NULL) {
+ onscreen=0;
+ if (strlen(out) > 0)
+ outfile=out;
+ }
+}
+
+void sort(unsigned long nfound)
+{
+ double dx,dswap;
+ int i,j,k,hf,iswap,hdim;
+
+ hdim=(embed-1)*DELAY;
+
+ for (i=0;i<nfound;i++) {
+ hf=found[i];
+ abstand[i]=0.0;
+ for (j=0;j<dim;j++) {
+ for (k=0;k<=hdim;k += DELAY) {
+ dx=fabs(series[j][hf-k]-cast[hdim-k][j]);
+ if (dx > abstand[i]) abstand[i]=dx;
+ }
+ }
+ }
+
+ for (i=0;i<MINN;i++)
+ for (j=i+1;j<nfound;j++)
+ if (abstand[j]<abstand[i]) {
+ dswap=abstand[i];
+ abstand[i]=abstand[j];
+ abstand[j]=dswap;
+ iswap=found[i];
+ found[i]=found[j];
+ found[j]=iswap;
+ }
+}
+
+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,l,hc,hd,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*embed;l++) {
+ hc=indexes[0][l];
+ hd=indexes[1][l];
+ dx=fabs(series[hc][element-hd]-cast[hdim-hd][hc]);
+ max=(dx>max) ? dx : max;
+ if (max > epsilon) {
+ toolarge=1;
+ break;
+ }
+ }
+ if (max <= epsilon)
+ found[nfound++]=element;
+ element=list[element];
+ }
+ }
+ }
+ return nfound;
+}
+
+void make_zeroth(int number,double *newcast)
+{
+ long d,i;
+ double *sd;
+
+ for (d=0;d<dim;d++) {
+ newcast[d]=0.0;
+ sd=series[d]+1;
+ for (i=0;i<number;i++)
+ newcast[d] += sd[found[i]];
+ newcast[d] /= (double)number;
+ }
+
+ if (setnoise) {
+ for (d=0;d<dim;d++)
+ newcast[d] += gaussian(var[d]*Q);
+ }
+}
+
+int main(int argc,char **argv)
+{
+ char stdi=0,done;
+ long i,j,hdim,actfound;
+ unsigned long count=1;
+ double *swap,*newcast,maxinterval,*min,*interval,dummy,epsilon0;
+ 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)+5,(size_t)1));
+ strcpy(outfile,infile);
+ strcat(outfile,".lzr");
+ }
+ else {
+ check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
+ strcpy(outfile,"stdin.lzr");
+ }
+ }
+ 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);
+
+ dim1=dim-1;
+
+ check_alloc(min=(double*)malloc(sizeof(double)*dim));
+ check_alloc(interval=(double*)malloc(sizeof(double)*dim));
+ check_alloc(var=(double*)malloc(sizeof(double)*dim));
+
+ maxinterval=0.0;
+
+ for (i=0;i<dim;i++) {
+ rescale_data(series[i],LENGTH,&min[i],&interval[i]);
+ variance(series[i],LENGTH,&dummy,&var[i]);
+ if (interval[i] > maxinterval)
+ maxinterval=interval[i];
+ }
+
+ if (epsset)
+ EPS0 /= maxinterval;
+
+ 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(newav=(double*)malloc(sizeof(double)*dim));
+
+ check_alloc(list=(long*)malloc(sizeof(long)*LENGTH));
+ check_alloc(found=(long*)malloc(sizeof(long)*LENGTH));
+ check_alloc(abstand=(double*)malloc(sizeof(double)*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(vec=(double*)malloc(sizeof(double)*dim));
+ check_alloc(hsum=(double*)malloc(sizeof(double)*dim));
+ check_alloc(mat=(double**)malloc(sizeof(double*)*dim));
+ for (i=0;i<dim;i++) {
+ check_alloc(mat[i]=(double*)malloc(sizeof(double)*dim));
+ }
+
+ for (j=0;j<dim;j++)
+ for (i=0;i<hdim;i++)
+ cast[i][j]=series[j][LENGTH-hdim+i];
+
+ indexes=make_multi_index(dim,embed,DELAY);
+
+ 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");
+ }
+
+ rnd_init(seed);
+
+ epsilon0=EPS0/EPSF;
+
+ if (setnoise)
+ Q /= 100.0;
+
+ for (i=0;i<FLENGTH;i++) {
+ done=0;
+ if (setsort)
+ epsilon= epsilon0/((double)count*EPSF);
+ else
+ epsilon=epsilon0;
+ while (!done) {
+ epsilon*=EPSF;
+ put_in_boxes();
+ actfound=hfind_neighbors();
+ if (actfound >= MINN) {
+ if (setsort) {
+ epsilon0 += epsilon;
+ count++;
+ sort(actfound);
+ actfound=MINN;
+ }
+ 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;
+ 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<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(newav);
+ for (i=0;i<dim;i++)
+ free(series[i]);
+ free(series);
+
+ return 0;
+}
git://source.jalview.org / jabaws.git / blobdiff