function de = quickde(ts,dim,lag,nmin) % de = quickde(ts,dim,lag,nmin) % does a quick-and-dirty characterization of determinism using de % ts -- the time series % dim -- the embedding dimension % lag -- the embedding lag % nmin -- optional: number of points to use for delta-eps fitting % default value: 500 % Copyright (c) 1996 by D. Kaplan, All Rights Reserved if nargin < 4 nmin=500; end % embed the data xx = lagembed(ts,dim,lag); % get the 'forecasting' pre-image and image [pre,post] = getimage(xx,1); % find a 'typical' distance to use for delta-epsilon % we want to have at least nmin points, so we pick perc = (2*nmin)/(length(ts).^2); deltamax = disttyp(pre,perc); [delta,epsilon] = deltaeps(pre,post); [de,b] = defit(delta,epsilon,deltamax);