Re: Re: Re: Re: finding periodicity in a set
- To: mathgroup at smc.vnet.net
- Subject: [mg39361] Re: [mg39321] Re: [mg39304] Re: [mg39283] Re: finding periodicity in a set
- From: Dr Bob <drbob at bigfoot.com>
- Date: Wed, 12 Feb 2003 03:53:50 -0500 (EST)
- References: <200302110941.EAA26056@smc.vnet.net>
- Reply-to: drbob at bigfoot.com
- Sender: owner-wri-mathgroup at wolfram.com
Great work, Mihajlo! It seems always a little more accurate except when
n=2, and then it gives the same answer as my method.
Bobby
On Tue, 11 Feb 2003 04:41:58 -0500 (EST), Mihajlo Vanevic <mvane at eunet.yu>
wrote:
> Here is something similar to Dr Bob's idea for small sample size...
> (but more accurate, I think)
>
>
> << Statistics`DescriptiveStatistics`
>
> Clear[mihajlo2];
>
> mihajlo2[xlist_, dr_:0.1, error_:0.01] :=
> Module[
> {xxlist, gaps, ratios, rationalRatios, lcm, intRatios, xvals, linefit, a,
> b},
> xxlist = Mean /@ Split[Sort[xlist], #2 - #1 < error &];
> gaps = ListConvolve[{1., -1.}, xxlist];
> ratios = gaps/Min[gaps];
> rationalRatios = Rationalize[ratios, dr];
> lcm = LCM @@ Denominator[rationalRatios];
> intRatios = rationalRatios*lcm;
> xvals = FoldList[Plus, lcm, intRatios];
> linefit = Fit[Transpose[{xvals, xxlist}], {1, x}, x];
> {a, b} = CoefficientList[linefit, x];
> {Mod[a, b], b, Max[xvals]}
> ];
>
> test:
>
> xlist := 0.202 + 1.618 Table[0.001 Random[] + Random[Integer, {3, 17}],
> {20}];
> TableForm[Table[{{mihajlo2[xlist]}}, {50}]]
>
>
> and
>
> xlist := 0.202 + 1.618 Table[0.001 Random[] + Random[Integer, {3, 17}],
> {4}];
> TableForm[Table[{{mihajlo2[xlist]}}, {50}]]
>
>
> Mihajlo
>
> **************************************************************
> * At 2003-02-10, 01:07:00 * Dr Bob, drbob at bigfoot.com wrote:
> **************************************************************
>> Mihajlo's method doesn't work well with small sample sizes, so I'd
>> suggest this:
>>
>> << Statistics`DescriptiveStatistics`
>> xlist = 0.202 + 1.618 Table[0.001 Random[] + Random[Integer, {3, 17}],
>> {20}];
>> error = 0.5;
>> xxlist = Mean /@ Split[Sort[xlist], #2 - #1 < error &];
>> Fit[xxlist, {1, x, x^2}, x];
>> {a, b, c} = CoefficientList[, x];
>> {Mod[a, b], b}
>> gaps = Subtract @@@ Transpose@{Rest@xxlist, Drop[xxlist, -1]};
>> ratios = gaps/Min@gaps;
>> gcd[ratios_List] := Module[{n = 2, k},
>> While[n < 10 && (k = n/GCD @@ Round[n*ratios]) � n, n++];
>> k
>> ]
>> b2 = Min[gaps]/gcd@ratios;
>> {a2 = Mean@Mod[xxlist, b2], b2}
>>
>> {1.18984, 1.39711} (* Mihajlo's method with Mean in place of First *)
>> {0.207753, 1.6175} (* better *)
>>
>> With as few as four samples, this often returns the right period, while
>> the other method rarely gets it right even with 20 samples.
>>
>> You shouldn't make the error estimate too small --- a fourth of the
>> period is about right. (But you don't know the period in advance.) A
>> more complete method would adjust the error estimate after estimating
>> the period, to see if the answer changes.
>>
>> Bobby
>
>
>
>
>
>
>
--
majort at cox-internet.com
Bobby R. Treat
- References:
- Re: Re: Re: finding periodicity in a set
- From: "Mihajlo Vanevic" <mvane@eunet.yu>
- Re: Re: Re: finding periodicity in a set