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Paul Matthews

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17 Aug 2009 0 - 1 test for chaos Implements the Gottwald - Melbourne 0 - 1 test for chaos Author: Paul Matthews chaos, dynamics, test 11 1
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21 Aug 2009 0 - 1 test for chaos Implements the Gottwald - Melbourne 0 - 1 test for chaos Author: Paul Matthews

There are a few things I should have added to the description above.

1. Please read at least one of the papers by Gottwald and Melbourne before using the code. Marco, there is a discussion and explanation of the oversampling issue in section 6 of the paper linked above, and a helpful picture (fig 10). Oversampling of continuous data can lead to an incorrect result of zero for chaotic systems.
2. The two checks for oversampling that lead to the warning are very crude and should not be relied upon. The code sometimes gives the warning when it shouldn't.
3. The test is designed for deterministic systems. It cannot be used to distinguish chaos from noise.

18 Aug 2009 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson

hau, you need to apply the code to the diff of your data. Then it gives the right answer.

22 May 2009 Multidimensional Discrete Cosine Transform (DCT) Fast forward and inverse Multidimensional Discrete Cosine Transforms (DCT, IDCT). Author: Andriy Myronenko

It doesnt seem faster than dct to me.
In fact it is slower for row vectors-

tic; for i=1:3000;x=rand(1,512);dct(x);end; toc % 1.5
tic; for i=1:3000;x=rand(1,512);idct(x);end; toc % 1.5

tic; for i=1:3000;x=rand(1,512);mirt_dctn(x);end; toc % 3.0
tic; for i=1:3000;x=rand(1,512);mirt_idctn(x);end; toc % 2.7

But for 2d it seems about twice as fast as dct.

It is a mystery to me why Matlab have not written a fast dct

22 May 2009 Multidimensional Discrete Cosine Transform (DCT) Fast forward and inverse Multidimensional Discrete Cosine Transforms (DCT, IDCT). Author: Andriy Myronenko
Comments and Ratings on Paul's Files
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21 Aug 2009 0 - 1 test for chaos Implements the Gottwald - Melbourne 0 - 1 test for chaos Author: Paul Matthews Matthews, Paul

There are a few things I should have added to the description above.

1. Please read at least one of the papers by Gottwald and Melbourne before using the code. Marco, there is a discussion and explanation of the oversampling issue in section 6 of the paper linked above, and a helpful picture (fig 10). Oversampling of continuous data can lead to an incorrect result of zero for chaotic systems.
2. The two checks for oversampling that lead to the warning are very crude and should not be relied upon. The code sometimes gives the warning when it shouldn't.
3. The test is designed for deterministic systems. It cannot be used to distinguish chaos from noise.

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chaos, dynamics, test
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17 Aug 2009 0 - 1 test for chaos Implements the Gottwald - Melbourne 0 - 1 test for chaos Author: Paul Matthews chaos, dynamics, test 11 1

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