def run_analysis_uzal_nichkawde(cname, cause, ename, effect, theiler_window):
# Calculate maximum prediction horizon (used by Uzal cost function)
prediction_horizon = min(MAX_PREDICTION_HORIZON, 2 * theiler_window)
sys.stderr.write(' prediction_horizon = {0}\n'.format(prediction_horizon))
assert prediction_horizon > theiler_window
# Hard-code maximum delay vector window:, equal to delay * (embedding_dimension - 1)
max_window = 60
sys.stderr.write(' max_window = {0}\n'.format(max_window))
# Run Uzal cost function (will implicitly compile Uzal's C code if necessary)
if OVERRIDE_UZAL_UPPER_BOUND is not None:
max_embedding_dimension = OVERRIDE_UZAL_UPPER_BOUND
else:
ms, Lks, params = uzalcost.run_uzal_costfunc(
effect, theiler_window=theiler_window, max_prediction_horizon=prediction_horizon,
max_window=max_window
)
best_m_index = numpy.argmin(Lks)
sys.stderr.write(' Uzal full embedding dimension = {0} (Lk = {1})\n'.format(ms[best_m_index], Lks[best_m_index]))
max_embedding_dimension = int(numpy.round(UZAL_FACTOR * ms[best_m_index]))
sys.stderr.write(' Using max embedding dimension = {}\n'.format(max_embedding_dimension))
# Run Nichkawde algorithm to identify sub-embedding
embedding, derivs_tup, fnn_rates_tup = pyembedding.nichkawde_embedding(effect, theiler_window, max_embedding_dimension, return_metrics=True)
delays = embedding.delays
write_and_plot_nichkawde_metrics(cname, ename, delays, derivs_tup, fnn_rates_tup)
sys.stderr.write(' Nichkawde sub-embedding: {0}\n'.format(delays))
run_analysis_for_embedding(cname, cause, ename, effect, embedding, theiler_window)
def run_analysis_uzal_nichkawde(cname, cause, ename, effect, theiler_window, db, rng, ccm_settings):
# Calculate maximum prediction horizon (used by Uzal cost function)
prediction_horizon = min(ccm_settings['max_prediction_horizon'], 2 * theiler_window)
sys.stderr.write(' prediction_horizon = {0}\n'.format(prediction_horizon))
assert prediction_horizon > theiler_window
# Hard-code maximum delay vector window:, equal to delay * (embedding_dimension - 1)
max_window = 60
sys.stderr.write(' max_window = {0}\n'.format(max_window))
# Run Uzal cost function (will implicitly compile Uzal's C code if necessary)
if 'override_uzal_upper_bound' in ccm_settings and ccm_settings['override_uzal_upper_bound'] is not None:
max_embedding_dimension = ccm_settings['override_uzal_upper_bound']
else:
ms, Lks, params = uzalcost.run_uzal_costfunc(
effect, theiler_window=theiler_window, max_prediction_horizon=prediction_horizon,
max_window=max_window
)
best_m_index = numpy.argmin(Lks)
sys.stderr.write(' Uzal full embedding dimension = {0} (Lk = {1})\n'.format(ms[best_m_index], Lks[best_m_index]))
max_embedding_dimension = int(numpy.round(ccm_settings['uzal_factor'] * ms[best_m_index]))
sys.stderr.write(' Using max embedding dimension = {}\n'.format(max_embedding_dimension))
# Run Nichkawde algorithm to identify sub-embedding
embedding, derivs_tup, fnn_rates_tup = pyembedding.nichkawde_embedding(effect, theiler_window, max_embedding_dimension, return_metrics=True)
delays = embedding.delays
write_and_plot_nichkawde_metrics(cname, ename, delays, derivs_tup, fnn_rates_tup, db)
sys.stderr.write(' Nichkawde sub-embedding: {0}\n'.format(delays))
run_analysis_for_embedding(cname, cause, ename, effect, embedding, theiler_window, ccm_settings['n_ccm_bootstraps'], db, rng)
def run_analysis_uzal_nichkawde(cname, cause, ename, effect, theiler_window):
# Calculate maximum prediction horizon (used by Uzal cost function)
prediction_horizon = min(MAX_PREDICTION_HORIZON, 2 * theiler_window)
sys.stderr.write(' prediction_horizon = {0}\n'.format(prediction_horizon))
assert prediction_horizon > theiler_window
# Hard-code maximum delay vector window:, equal to delay * (embedding_dimension - 1)
max_window = 60
sys.stderr.write(' max_window = {0}\n'.format(max_window))
# Run Uzal cost function (will implicitly compile Uzal's C code if necessary)
if OVERRIDE_UZAL_UPPER_BOUND is not None:
max_embedding_dimension = OVERRIDE_UZAL_UPPER_BOUND
else:
ms, Lks, params = uzalcost.run_uzal_costfunc(
effect,
theiler_window=theiler_window,
max_prediction_horizon=prediction_horizon,
max_window=max_window)
best_m_index = numpy.argmin(Lks)
sys.stderr.write(
' Uzal full embedding dimension = {0} (Lk = {1})\n'.format(
ms[best_m_index], Lks[best_m_index]))
max_embedding_dimension = int(
numpy.round(UZAL_FACTOR * ms[best_m_index]))
sys.stderr.write(' Using max embedding dimension = {}\n'.format(
max_embedding_dimension))
# Run Nichkawde algorithm to identify sub-embedding
embedding, derivs_tup, fnn_rates_tup = pyembedding.nichkawde_embedding(
effect, theiler_window, max_embedding_dimension, return_metrics=True)
delays = embedding.delays
write_and_plot_nichkawde_metrics(cname, ename, delays, derivs_tup,
fnn_rates_tup)
sys.stderr.write(' Nichkawde sub-embedding: {0}\n'.format(delays))
run_analysis_for_embedding(cname, cause, ename, effect, embedding,
theiler_window)
