+++ /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 4, 1999 */
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-#include <limits.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Estimates the average cross forecast error for a zeroth\n\t\
-order fit between two series given as two columns of one file."
-
-#ifndef _MATH_H
-#include <math.h>
-#endif
-
-/*number of boxes for the neighbor search algorithm*/
-#define NMAX 128
-
-unsigned int nmax=(NMAX-1);
-long **box,*list;
-unsigned long *found;
-double *series1,*series2;
-double interval,min,epsilon;
-
-char epsset=0;
-char *infile=NULL;
-char *outfile=NULL,stdo=1;
-char *COLUMNS=NULL;
-unsigned int DIM=3,DELAY=1;
-unsigned int verbosity=0xff;
-int MINN=30,STEP=1;
-double EPS0=1.e-3,EPSF=1.2;
-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: 1,2]\n");
- fprintf(stderr,"\t-m embedding dimension [default: 3]\n");
- fprintf(stderr,"\t-d delay [default: 1]\n");
- fprintf(stderr,"\t-n # of reference points [default: length]\n");
- fprintf(stderr,"\t-k minimal number of neighbors for the fit "
- "[default: 30]\n");
- 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-o output file [default: 'datafile.cze',"
- " 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");
- 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','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,'n','u')) != NULL)
- sscanf(out,"%lu",&CLENGTH);
- 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,"%u",&STEP);
- 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;
- }
-}
-
-double make_fit(unsigned long act,unsigned long number,unsigned long istep)
-{
- double casted=0.0;
- int i;
-
- for (i=0;i<number;i++)
- casted += series1[found[i]+istep];
- casted /= number;
-
- return (casted-series2[act+istep])*(casted-series2[act+istep]);
-}
-
-int main(int argc,char **argv)
-{
- char stdi=0;
- char alldone,*done;
- unsigned long i,j,actfound;
- unsigned long clength;
- unsigned int dummy=2;
- double rms2,av2,*error;
- double **both,hinter;
- 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,0L,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.cze",infile);
- }
- else {
- check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
- sprintf(outfile,"stdin.cze");
- }
- }
- if (!stdo)
- test_outfile(outfile);
-
- if (COLUMNS == NULL)
- both=(double**)get_multi_series(infile,&LENGTH,exclude,&dummy,"",
- (char)1,verbosity);
- else
- both=(double**)get_multi_series(infile,&LENGTH,exclude,&dummy,COLUMNS,
- (char)0,verbosity);
- series1=both[0];
- series2=both[1];
- rescale_data(series1,LENGTH,&min,&hinter);
- interval=hinter;
- rescale_data(series2,LENGTH,&min,&hinter);
- interval=(interval+hinter)/2.0;
-
- variance(series2,LENGTH,&av2,&rms2);
-
- check_alloc(list=(long*)malloc(sizeof(long)*LENGTH));
- check_alloc(found=(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)*STEP));
- for (i=0;i<STEP;i++)
- error[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;
- clength=(CLENGTH <= LENGTH) ? CLENGTH-STEP : LENGTH-STEP;
-
- while (!alldone) {
- alldone=1;
- epsilon*=EPSF;
- make_box(series1,box,list,LENGTH-STEP,NMAX,DIM,DELAY,epsilon);
- for (i=(DIM-1)*DELAY;i<clength;i++)
- if (!done[i]) {
- actfound=find_neighbors(series1,box,list,series2+i,LENGTH,NMAX,
- DIM,DELAY,epsilon,found);
- if (actfound >= MINN) {
- for (j=1;j<=STEP;j++)
- error[j-1] += make_fit(i,actfound,j);
- done[i]=1;
- }
- alldone &= done[i];
- }
- }
- if (stdo) {
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Writing to stdout\n");
- for (i=0;i<STEP;i++)
- fprintf(stdout,"%lu %e\n",i+1,
- sqrt(error[i]/(clength-(DIM-1)*DELAY))/rms2);
- }
- else {
- file=fopen(outfile,"w");
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Opened %s for writing\n",outfile);
- for (i=0;i<STEP;i++)
- fprintf(file,"%lu %e\n",i+1,
- sqrt(error[i]/(clength-(DIM-1)*DELAY))/rms2);
- fclose(file);
- }
-
- return 0;
-}
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