CC_method: Phase Space Reconstruction Algorithm for Nonlinear Time Series Analysis

Resource Overview

CC_method: A MATLAB implementation of the C-C method for phase space reconstruction in nonlinear time series analysis, calculating optimal time delay (tau) and time window (tw). This code was successfully implemented on MATLAB 7.0 on December 1, 2008, generating 5 key parameters and graphical outputs with excellent results. Includes subroutines for: 1) Lorenz system validation, 2) tau/tw calculation, 3) time series decomposition, 4) phase space reconstruction, and 5) correlation integral computation.

Detailed Documentation

The CC_method is a phase space reconstruction algorithm designed for nonlinear time series analysis, capable of determining the optimal time delay (tau) and time window (tw). This MATLAB implementation was developed on December 1, 2008, and validated on MATLAB 7.0. The program successfully computes five key parameters and generates corresponding graphical outputs with excellent performance. The implementation includes the following subroutines and their core functionalities: 1. CSCC_method: Validates the CC_method implementation using the Lorenz system, testing algorithm robustness with chaotic time series data 2. C_CMethod_inf: Core algorithm calculating time delay tau and time window tw using correlation integral methods 3. disjoint: Partitions the original time series into t disjoint subsequences for parallel processing 4. reconstitution: Performs phase space reconstruction using embedding dimension and delay parameters 5. correlation_integral_inf: Computes correlation integrals using infinity norm distance metrics 6. LorenzData.dll: Provides Lorenz system data for testing and validation purposes This implementation aims to assist researchers in nonlinear time series analysis. We welcome feedback and suggestions regarding the code implementation to facilitate collective learning and improvement. We also appreciate the platform enabling such technical exchanges. Thank you very much!