+++ /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: Aug 27, 2004 */
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-#include <limits.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Estimates the average forecast error for a zeroth\n\t\
-order fit from a multidimensional time series"
-
-
-#ifndef _MATH_H
-#include <math.h>
-#endif
-
-/*number of boxes for the neighbor search algorithm*/
-#define NMAX 512
-
-unsigned int nmax=(NMAX-1);
-long **box,*list;
-unsigned long *found;
-double **series,**diffs;
-double interval,min,epsilon;
-
-char epsset=0,dimset=0,clengthset=0,causalset=0;
-char *infile=NULL;
-char *outfile=NULL,stdo=1;
-char *COLUMNS=NULL;
-unsigned int embed=2,dim=1,DELAY=1,MINN=30;
-unsigned long STEP=1,causal;
-unsigned int verbosity=0x1;
-double EPS0=1.e-3,EPSF=1.2;
-unsigned long refstep=1;
-unsigned long LENGTH=ULONG_MAX,exclude=0,CLENGTH=ULONG_MAX;
-
-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,...,X]\n");
- fprintf(stderr,"\t-m dimension and embedding dimension"
- " [default: %d,%d]\n",dim,embed);
- fprintf(stderr,"\t-d delay [default: %d]\n",DELAY);
- fprintf(stderr,"\t-n # of reference points [default: length]\n");
- fprintf(stderr,"\t-S temporal distance between the reference points"
- " [default: %lu]\n",refstep);
- fprintf(stderr,"\t-k minimal number of neighbors for the fit "
- "[default: %d]\n",MINN);
- fprintf(stderr,"\t-r neighborhoud size to start with "
- "[default: (data interval)/1000]\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 [default: 'datafile.zer',"
- " without -o: 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\t\t"
- "2='give individual forecast errors for the max step'\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)
- COLUMNS=out;
- if ((out=check_option(in,n,'m','2')) != NULL) {
- dimset=1;
- sscanf(out,"%u%*c%u",&dim,&embed);
- if (embed == 0)
- embed=1;
- }
- if ((out=check_option(in,n,'d','u')) != NULL)
- sscanf(out,"%u",&DELAY);
- if ((out=check_option(in,n,'n','u')) != NULL) {
- sscanf(out,"%lu",&CLENGTH);
- clengthset=1;
- }
- if ((out=check_option(in,n,'S','u')) != NULL)
- sscanf(out,"%lu",&refstep);
- if ((out=check_option(in,n,'k','u')) != NULL)
- sscanf(out,"%u",&MINN);
- 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,'s','u')) != NULL)
- sscanf(out,"%lu",&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,long istep,double **error)
-{
- double casted,*help;
- long i,j,h;
-
- h=istep-1;
- for (j=0;j<dim;j++) {
- casted=0.0;
- help=series[j]+istep;
- for (i=0;i<number;i++)
- casted += help[found[i]];
- casted /= number;
- diffs[j][act]=casted-help[act];
- error[j][h] += sqr(casted-help[act]);
- }
-}
-
-int main(int argc,char **argv)
-{
- char stdi=0;
- char alldone,*done;
- long i,j,hi;
- unsigned long *hfound;
- unsigned long actfound;
- unsigned long clength;
- double *rms,*av,**error,**hser,*hinter;
- FILE *file;
-
- if (scan_help(argc,argv))
- show_options(argv[0]);
-
- scan_options(argc,argv);
-
- if ((2*STEP+causal) >= ((long)LENGTH-(long)(embed*DELAY)-(long)MINN)) {
- fprintf(stderr,"steps to forecast (-s) too large. Exiting!\n");
- exit(ZEROTH__STEP_TOO_LARGE);
- }
- if (!causalset)
- causal=STEP;
-
-#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));
- sprintf(outfile,"%s.zer",infile);
- }
- else {
- check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
- sprintf(outfile,"stdin.zer");
- }
- }
- if (!stdo)
- test_outfile(outfile);
-
- if (COLUMNS == NULL)
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,"",dimset,
- verbosity);
- else
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,COLUMNS,
- dimset,verbosity);
-
- check_alloc(hser=(double**)malloc(sizeof(double*)*dim));
- check_alloc(av=(double*)malloc(sizeof(double)*dim));
- check_alloc(rms=(double*)malloc(sizeof(double)*dim));
- check_alloc(hinter=(double*)malloc(sizeof(double)*dim));
- interval=0.0;
- for (i=0;i<dim;i++) {
- rescale_data(series[i],LENGTH,&min,&hinter[i]);
- variance(series[i],LENGTH,&av[i],&rms[i]);
- interval += hinter[i];
- }
- interval /= (double)dim;
-
- 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(done=(char*)malloc(sizeof(char)*LENGTH));
- check_alloc(box=(long**)malloc(sizeof(long*)*NMAX));
- check_alloc(error=(double**)malloc(sizeof(double*)*dim));
- check_alloc(diffs=(double**)malloc(sizeof(double*)*dim));
- for (j=0;j<dim;j++) {
- check_alloc(diffs[j]=(double*)malloc(sizeof(double)*LENGTH));
- check_alloc(error[j]=(double*)malloc(sizeof(double)*STEP));
- for (i=0;i<STEP;i++)
- error[j][i]=0.0;
- }
-
- for (i=0;i<NMAX;i++)
- check_alloc(box[i]=(long*)malloc(sizeof(long)*NMAX));
-
- for (i=0;i<LENGTH;i++)
- done[i]=0;
-
- alldone=0;
- if (epsset)
- EPS0 /= interval;
-
- epsilon=EPS0/EPSF;
-
- if (!clengthset)
- CLENGTH=LENGTH;
- clength=((CLENGTH*refstep+STEP) <= LENGTH) ? CLENGTH :
- (LENGTH-(long)STEP)/refstep;
-
- while (!alldone) {
- alldone=1;
- epsilon*=EPSF;
- make_multi_box(series,box,list,LENGTH-(long)STEP,NMAX,(unsigned int)dim,
- (unsigned int)embed,(unsigned int)DELAY,epsilon);
- for (i=(embed-1)*DELAY;i<clength;i++)
- if (!done[i]) {
- hi=i*refstep;
- for (j=0;j<dim;j++)
- hser[j]=series[j]+hi;
- actfound=find_multi_neighbors(series,box,list,hser,LENGTH,NMAX,
- (unsigned int)dim,(unsigned int)embed,
- (unsigned int)DELAY,epsilon,hfound);
- actfound=exclude_interval(actfound,hi-(long)causal+1,
- hi+causal+(embed-1)*DELAY-1,hfound,found);
- if (actfound >= MINN) {
- for (j=1;j<=STEP;j++) {
- make_fit(hi,actfound,j,error);
- }
- done[i]=1;
- }
- alldone &= done[i];
- }
- }
- if (stdo) {
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Writing to stdout\n");
- for (i=0;i<STEP;i++) {
- if (verbosity&VER_USR1)
- fprintf(stdout,"# %lu ",i+1);
- else
- fprintf(stdout,"%lu ",i+1);
- for (j=0;j<dim;j++)
- fprintf(stdout,"%e ",
- sqrt(error[j][i]/(clength-(embed-1)*DELAY))/rms[j]);
- fprintf(stdout,"\n");
- }
- if (verbosity&VER_USR1) {
- for (i=(embed-1)*DELAY;i<clength;i++) {
- hi=i*refstep;
- for (j=0;j<dim;j++)
- fprintf(stdout,"%e ",diffs[j][hi]*hinter[j]);
- fprintf(stdout,"\n");
- }
- }
- }
- else {
- file=fopen(outfile,"w");
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Opened %s for writing\n",outfile);
- for (i=0;i<STEP;i++) {
- if (verbosity&VER_USR1)
- fprintf(file,"# %lu ",i+1);
- else
- fprintf(file,"%lu ",i+1);
- for (j=0;j<dim;j++)
- fprintf(file,"%e ",sqrt(error[j][i]/(clength-(embed-1)*DELAY))/rms[j]);
- fprintf(file,"\n");
- }
- if (verbosity&VER_USR1) {
- for (i=(embed-1)*DELAY;i<clength;i++) {
- hi=i*refstep;
- for (j=0;j<dim;j++)
- fprintf(file,"%e ",diffs[j][hi]*hinter[j]);
- fprintf(file,"\n");
- }
- }
- fclose(file);
- }
-
- if (outfile != NULL)
- free(outfile);
- if (infile != NULL)
- free(infile);
- if (COLUMNS != NULL)
- free(COLUMNS);
- for (i=0;i<dim;i++) {
- free(series[i]);
- free(diffs[i]);
- free(error[i]);
- }
- free(series);
- free(diffs);
- free(hser);
- free(error);
- free(av);
- free(rms);
- free(list);
- free(found);
- free(hfound);
- free(done);
- for (i=0;i<NMAX;i++)
- free(box[i]);
- free(box);
-
- return 0;
-}
git://source.jalview.org / jabaws.git / blobdiff