--- /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 5, 2004 */
+#include <stdio.h>
+#include <stdlib.h>
+#include <string.h>
+#include <math.h>
+#include <limits.h>
+#include <time.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Fits a polynomial to the data."
+
+char *outfile=NULL,stdo=1;
+char *parin=NULL,*infile=NULL;
+unsigned long length=ULONG_MAX,insample=ULONG_MAX,exclude=0;
+unsigned long plength=UINT_MAX;
+unsigned long step=1000;
+unsigned int column=1,dim=2,delay=1,down_to=1;
+unsigned int **order;
+unsigned int verbosity=0xff;
+double *series,*param;
+
+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 ignore [default: %lu]\n",exclude);
+ fprintf(stderr,"\t-c column to read [default: %u]\n",column);
+ fprintf(stderr,"\t-m embedding dimension [default: %u]\n",dim);
+ fprintf(stderr,"\t-d delay [default: %u]\n",delay);
+ fprintf(stderr,"\t-n insample data [default: all]\n");
+ fprintf(stderr,"\t-L length of forecasted series [default: %lu]\n",step);
+ fprintf(stderr,"\t-p name of parameter file [default: parameter.pol]\n");
+ fprintf(stderr,"\t-o output file name [default: 'datafile'.pbf]\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','u')) != NULL)
+ sscanf(out,"%u",&column);
+ if ((out=check_option(in,n,'m','u')) != NULL)
+ sscanf(out,"%u",&dim);
+ if ((out=check_option(in,n,'d','u')) != NULL)
+ sscanf(out,"%u",&delay);
+ if ((out=check_option(in,n,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(in,n,'n','u')) != NULL)
+ sscanf(out,"%lu",&insample);
+ if ((out=check_option(in,n,'L','u')) != NULL)
+ sscanf(out,"%lu",&step);
+ if ((out=check_option(in,n,'p','s')) != NULL)
+ parin=out;
+ if ((out=check_option(in,n,'o','o')) != NULL) {
+ stdo=0;
+ if (strlen(out) > 0)
+ outfile=out;
+ }
+}
+
+double polynom(unsigned long act,unsigned int which)
+{
+ unsigned int i,j;
+ double ret=1.0,h;
+
+ for (i=0;i<dim;i++) {
+ h=series[act-i*delay];
+ for (j=0;j<order[which][i];j++)
+ ret *= h;
+ }
+
+ return ret;
+}
+
+void make_fit(void)
+{
+ double **mat,*vec;
+ double h;
+ unsigned long n,hn;
+ unsigned int i,j;
+
+ check_alloc(vec=(double*)malloc(sizeof(double)*plength));
+ check_alloc(mat=(double**)malloc(sizeof(double*)*plength));
+ for (i=0;i<plength;i++)
+ check_alloc(mat[i]=(double*)malloc(sizeof(double)*plength));
+
+ for (i=0;i<plength;i++) {
+ vec[i]=0.0;
+ for (j=0;j<plength;j++)
+ mat[i][j]=0.0;
+ }
+
+ for (n=(dim-1)*delay;n<insample-1;n++) {
+ hn=n+1;
+ for (i=0;i<plength;i++) {
+ vec[i] += series[hn]*(h=polynom(n,i));
+ for (j=i;j<plength;j++)
+ mat[i][j] += polynom(n,j)*h;
+ }
+ }
+ for (i=0;i<plength;i++) {
+ vec[i] /= (insample-(dim-1)*delay-1);
+ for (j=i;j<plength;j++)
+ mat[j][i]=(mat[i][j]/=(insample-(dim-1)*delay)-1);
+ }
+
+ solvele(mat,vec,plength);
+
+ for (i=0;i<plength;i++)
+ param[i]=vec[i];
+
+ free(vec);
+ for (i=0;i<plength;i++)
+ free(mat[i]);
+ free(mat);
+}
+
+double forecast_error(unsigned long i0,unsigned long i1)
+{
+ unsigned int i;
+ unsigned long n;
+ double h,error=0.0;
+
+ for (n=i0+(dim-1)*delay;n<i1-1;n++) {
+ h=0.0;
+ for (i=0;i<plength;i++)
+ h += param[i]*polynom(n,i);
+ error += (series[n+1]-h)*(series[n+1]-h);
+ }
+
+ return sqrt(error/(i1-i0-(dim-1)*delay-1));
+}
+
+void make_cast(FILE *fcast)
+{
+ int i,j,hi;
+ unsigned int k;
+ double casted;
+
+ for (i=0;i<=(dim-1)*delay;i++)
+ series[i]=series[length-(dim-1)*delay+i-1];
+
+ hi=(dim-1)*delay;
+ for (i=1;i<=step;i++) {
+ casted=0.0;
+ for (k=0;k<plength;k++)
+ casted += param[k]*polynom((unsigned long)((dim-1)*delay),k);
+ if (!stdo) {
+ fprintf(fcast,"%e\n",casted);
+ fflush(fcast);
+ }
+ else {
+ fprintf(stdout,"%e\n",casted);
+ fflush(stdout);
+ }
+ for (j=0;j<(dim-1)*delay;j++)
+ series[j]=series[j+1];
+ series[hi]=casted;
+ }
+}
+
+int main(int argc,char **argv)
+{
+ int i,j;
+ char stdi=0,oose=1;
+ double **dummy,withalli,withallo;
+ double av,varianz;
+ FILE *file;
+
+ 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,&column,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.pbf",infile);
+ }
+ else {
+ check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
+ sprintf(outfile,"stdin.pbf");
+ }
+ }
+ if (!stdo)
+ test_outfile(outfile);
+
+ if (parin == NULL) {
+ check_alloc(parin=(char*)calloc((size_t)14,(size_t)1));
+ sprintf(parin,"parameter.pol");
+ }
+ file=fopen(parin,"r");
+ if (file == NULL) {
+ fprintf(stderr,"File %s does not exist. Exiting!\n",parin);
+ exit(POLYNOMP__WRONG_PARAMETER_FILE);
+ }
+ fclose(file);
+
+ dummy=(double**)get_multi_series(parin,&plength,0LU,
+ &dim,"",(char)"1",verbosity);
+
+ check_alloc(order=(unsigned int**)malloc(sizeof(int*)*plength));
+ for (i=0;i<plength;i++) {
+ check_alloc(order[i]=(unsigned int*)malloc(sizeof(int)*dim));
+ for (j=0;j<dim;j++)
+ order[i][j]=(unsigned int)dummy[j][i];
+ }
+
+ series=(double*)get_series(infile,&length,exclude,column,verbosity);
+ variance(series,length,&av,&varianz);
+
+ if (insample >= length) {
+ insample=length;
+ oose=0;
+ }
+
+ check_alloc(param=(double*)malloc(sizeof(double)*plength));
+
+ make_fit();
+ withalli=forecast_error(0LU,insample);
+ withallo=0.0;
+ if (oose)
+ withallo=forecast_error(insample+1,length);
+
+ if (stdo) {
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Writing to stdout\n");
+ fprintf(stdout,"#FCE: %e %e\n",withalli/varianz,withallo/varianz);
+ for (i=0;i<plength;i++) {
+ fprintf(stdout,"# ");
+ for (j=0;j<dim;j++)
+ fprintf(stdout,"%u ",order[i][j]);
+ fprintf(stdout,"%e\n",param[i]);
+ }
+ fflush(stdout);
+ }
+ else {
+ file=fopen(outfile,"w");
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Opened %s for writing\n",outfile);
+ fprintf(file,"#FCE: %e %e\n",withalli/varianz,withallo/varianz);
+ for (i=0;i<plength;i++) {
+ fprintf(file,"# ");
+ for (j=0;j<dim;j++)
+ fprintf(file,"%u ",order[i][j]);
+ fprintf(file,"%e\n",param[i]);
+ }
+ fflush(file);
+ }
+
+ make_cast(file);
+
+ if (!stdo)
+ fclose(file);
+
+ return 0;
+}
git://source.jalview.org / jabaws.git / blobdiff