功能R
tseriesChaos::false.nearest(series, m, d, t, rt=10, eps=sd(series)/10)
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实现虚假最近邻算法来帮助确定最佳嵌入维度。
我想将其应用到以下系列:
dput(x)
c(0.230960354326456, 0.229123906233121, 0.222750351085665, 0.230096143459004,
0.226315220913903, 0.228151669007238, 0.225775089121746, 0.229447985308415,
0.230096143459004, 0.232256670627633, 0.23722588311548, 0.236361672248029,
0.231716538835476, 0.229231932591552, 0.229880090742141, 0.229447985308415,
0.236901804040186, 0.234525224154694, 0.236577724964891, 0.240574700226855,
0.238090093982932, 0.233552986928811, 0.235929566814303, 0.228799827157827,
0.224694825537431, 0.225775089121746, 0.224694825537431, 0.221129955709193,
0.214540347844874, 0.213352057902128, 0.21054337258291, 0.208706924489575,
0.211083504375068, 0.212487847034676, 0.20903100356487, 0.206654423679378,
0.213027978826834, 0.211083504375068, 0.216160743221346, 0.213244031543697,
0.214324295128011, 0.216160743221346, 0.215512585070757, 0.218753375823701,
0.215836664146052, 0.225126930971157, 0.228367721724101, 0.23128443340175,
0.240574700226855, 0.244139570055093, 0.246732202657448, 0.248028518958626,
0.246300097223723, 0.245976018148428, 0.241762990169601, 0.245976018148428,
0.248892729826078, 0.258831154801772, 0.265744841741385, 0.259803392027655,
0.258831154801772, 0.261855892837852, 0.262504050988441, 0.262071945554715,
0.257102733066868, 0.270065896078643, 0.276655503942962, 0.280544452846495, …Run Code Online (Sandbox Code Playgroud)