Delay Vector Variance method for real and complex signals USAGE: C = dvv (X, m, Nsub, nd, Ntv) X original real-valued or complex time series m delay embedding dimension Ntv number of points on horizontal axes Nsub number of reference DVs to consider nd Span over which to perform DVV A Delay Vector Variance (DVV) toolbox for MATLAB (c) Copyright Danilo P. Mandic 2008 http://www.commsp.ee.ic.ac.uk/~mandic/dvv.htm %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This program 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. This program 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 can obtain a copy of the GNU General Public License from http://www.gnu.org/copyleft/gpl.html or by writing to Free Software Foundation, Inc.,675 Mass Ave, Cambridge, MA 02139, USA. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

- analysis Matlab code to perform the DVV analysis for the case studies stored in *.mat files

0001 function data = dvv (X, m, Nsub, nd, Ntv) 0002 % Delay Vector Variance method for real and complex signals 0003 % 0004 % 0005 % USAGE: C = dvv (X, m, Nsub, nd, Ntv) 0006 % X original real-valued or complex time series 0007 % m delay embedding dimension 0008 % Ntv number of points on horizontal axes 0009 % Nsub number of reference DVs to consider 0010 % nd Span over which to perform DVV 0011 % 0012 % 0013 % A Delay Vector Variance (DVV) toolbox for MATLAB 0014 % (c) Copyright Danilo P. Mandic 2008 0015 % http://www.commsp.ee.ic.ac.uk/~mandic/dvv.htm 0016 % 0017 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 0018 % This program is free software; you can redistribute it and/or modify 0019 % it under the terms of the GNU General Public License as published by 0020 % the Free Software Foundation; either version 2 of the License, or 0021 % (at your option) any later version. 0022 % 0023 % This program is distributed in the hope that it will be useful, 0024 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0025 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0026 % GNU General Public License for more details. 0027 % 0028 % You can obtain a copy of the GNU General Public License from 0029 % http://www.gnu.org/copyleft/gpl.html or by writing to 0030 % Free Software Foundation, Inc.,675 Mass Ave, Cambridge, MA 02139, USA. 0031 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 0032 0033 % Default parameters 0034 if (nargin<1) 0035 error('Not enough Input arguments'); 0036 end 0037 if (nargin<2) 0038 m = 4; 0039 end 0040 if (nargin<3) 0041 Nsub = 200; 0042 end 0043 if (nargin<4) 0044 nd = 2.0; 0045 end 0046 if (nargin<5) 0047 Ntv = 25*nd; 0048 end 0049 0050 % Initial Conditions 0051 N = length(X); % Length of input vector 0052 tau = 1; % Time delay parameter 0053 d = zeros(N-m*tau, Nsub); 0054 y = zeros(Ntv,1); 0055 count = 0; 0056 acc = 0; 0057 0058 0059 % Makes input vector X a column vector 0060 if (size(X,2)>size(X,1)) 0061 X = X'; 0062 end 0063 0064 % Generate Nsub subset from existing DV's, randomly 0065 temp = randperm (N - m*tau); 0066 ref = temp(1:Nsub) + m*tau; 0067 0068 % Computes the pair wise distances b/w reference DV's and all DV's 0069 for i = 1:Nsub 0070 for j = m*tau+1:N 0071 d(j-m*tau,i) = norm (X(ref(i)-m*tau:tau:ref(i)-tau) - X(j-m*tau:tau:j-tau)); 0072 if (ref(i) ~= j) 0073 acc = acc + d(j-m*tau,i); 0074 count = count + 1; 0075 end 0076 end 0077 end 0078 0079 % Mean and std variation calculation of input data 0080 avg = acc/count; 0081 count = 0; 0082 acc = 0; 0083 for i = 1:Nsub 0084 for j = m*tau + 1:N 0085 if (ref(i) ~= j) 0086 acc = acc + (d(j-m*tau,i)-avg).^2; 0087 count = count + 1; 0088 end 0089 end 0090 end 0091 variance = sqrt(acc/(count-1)); 0092 0093 % Calculates the range vector consisting of Ntv equally spaced regions 0094 n = (1:Ntv)-1; 0095 rd = avg-nd*variance + (2*nd*variance*n)/(Ntv-1); 0096 0097 % Creates sets of DV's, for each ref element of subset and value rd, which have norms closer than distance rd to ref 0098 for n = 1:length(rd) 0099 0100 if (rd(n)>0) 0101 0102 tot = 0; 0103 count = 0; 0104 0105 for k=1:Nsub 0106 0107 IND = find(d(:,k) <= rd(n)) + m*tau; 0108 IND = IND(IND~=k); 0109 0110 0111 % Only those variance values are considered for which the corresponding 0112 % sets have atleast 30 DVs 0113 if (length(IND) >= 30) 0114 tot = tot + var(X(IND)); 0115 count = count+1; 0116 end 0117 0118 end 0119 0120 if (~count) 0121 y(n) = NaN; 0122 else 0123 y(n) = tot/(count*var(X)); 0124 end 0125 0126 else 0127 y(n) = NaN; 0128 end 0129 0130 end 0131 0132 % Horizontal axis 0133 T = (rd'-avg)/variance; 0134 0135 % DVV Output 0136 data = [T y]; 0137

Generated on Wed 15-Oct-2008 17:26:01 by