TISEAN package:Procedure

Porting TISEAN

This section describes the process employed during porting TISEAN package into an Octave Package. This project was started as part of the Google Summer of Code 2015.

To aid in understanding the task there are some charts.

The first chart depicts what to do with each function in the function table. I mainly focuses on those functions that might already implemented in Octave.

The chart below depicts how to decide which type of port should be utilized.

Both of those charts can be combined into a large one that shows all of the work together.

Table of functions

In reference to the TISEAN library alphabetical order of programs which is located here.

The choice whether a program exist in Octave is based only on comparing package/octave documentation with the TISEAN documentation. As of now I have not compared any code, nor checked if any sample data gives the same results from both functions (the octave ones and the TISEAN ones).

The legend to understand the table is as follows:

Green means the function is ported, tested or is not needed

Red means the function was thought to have been similar but isn't

Yellow means that the correlation between the TISEAN and Octave function needs to be verified

No color means that nothing about this function has been determined

Program Name	Program Description	Corresponding Octave Function	Lanuguage of Origin	How to port	Status
arima-model	Fit and possibly iterate an ARIMA model	generalizes TSA arma functions	C	wrapped in C++/mfile/octfile code
ar-model	Fit and possibly iterate an Autoregessive model	'aar' in TSA; see also: aarmam, adim, amarma, mvaar from TSA	C	wrapped in C++/mfile/octfile code
ar-run	Iterate an Autoregessive model	Same as above	FORTRAN	wrapped in C++/mfile/octfile code
av-d2	Simply smooth output of d2	Can be implemented with filter in core	C
boxcount	Renyi Entopies of Qth order	None in GNU Octave (maybe in info-theory but it is not worth the pain)	C	wrapped in C++/mfile/octfile code
c1	Fixed mass estimation of D1	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code
c2d	Get local slopes from correlation integral	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code
c2g	Gaussian kernel of C2	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code
c2t	Takens estimator of D2	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code
choose	Choose rows and/or columns from a data file	Does not need to be ported	FORTRAN	-----	Not Needed
compare	Compares two data sets	Does not need to be ported	FORTRAN	------	Not Needed
corr, autocorr	Autocorrelation function	xcorr in signal	corr -C, autocorr (faster according to documentation) - FORTRAN	-------	Different usage, same result
d2	Correlation dimension d2	None in GNU Octave	C	wrapped in C++/mfile/octfile code
delay	Creates delay embedding	None in GNU Octave (easy to implement in Octave but not worth the effort)	C	wrapped in C++/mfile/octfile code	Ported&Tested
endtoend	Determine end-to-end mismatch	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code	Ported&Tested
events	Interval/event conversion	None in GNU Octave	FORTRAN	To be reimplemented as m-file
extrema	Determine the extrema of a time series	findpeaks in signal is *not* the same	C
false_nearest	The false nearest neighbor algorithm	None in GNU Octave	C	wrapped in C++/mfile/octfile code	Ported&Tested
ghkss	Nonlinear noise reduction	None in GNU Octave	C	wrapped in C++/mfile/octfile code	Ported&Tested
henon	Create a Hénon time series	None in GNU Octave	FORTRAN	To be reimplemented as m-file	Ported&Checked
histogram	Creates histograms	hist in core	C		Different usage, same result
ikeda	Create an Ikeda time series	None in GNU Octave	FORTRAN	To be reimplemented as mfile	Ported&Tested
intervals	Event/intervcal conversion	Might exist under different name	FORTRAN	To be reimplemented as mfile
lazy	Simple nonlinear noise reduction	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code	Ported&Tested
lfo-ar	Locally first order model vs. global AR model (old ll-ar)	None in GNU Octave	C	wrapped in C++/mfile/octfile code
lfo-run	Iterate a locally first order model (old nstep)	None in GNU Octave	C	wrapped in C++/mfile/octfile code
lfo-test	Test a locally first order model (old onestep)	None in GNU Octave	C	wrapped in C++/mfile/octfile code
lorenz	Create a Lorenz time series	Can be implemented in GNU Octave using lsode or odepkg	FORTRAN	mfile
low121	Time domain low pass filter	There are lowpass filters in Octave: buttap, cheb1ap, cheb2ap, ellipap, sftrans, but I don't think they perform this task	C	Reimplement as mfile
lyap_k	Maximal Lyapunov exponent with the Kantz algorithm	None in GNU Octave	C	wrapped in C++/mfile/octfile code
lyap_r	Maximal Lyapunov exponent with the Rosenstein algorithm	None in GNU Octave	C	wrapped in C++/mfile/octfile code
lyap_spec	Full spectrum of Lyapunov exponents	None in GNU Octave	C	wrapped in C++/mfile/octfile code
lzo-gm	Locally zeroth order model vs. global mean	None in GNU Octave	C	wrapped in C++/mfile/octfile code	Ported&Tested
lzo-run	Iterate a locally zeroth order model	None in GNU Octave	C	wrapped in C++/mfile/octfile code	Ported&Tested
lzo-test	Test a locally zeroth order model (old zeroth)	None in GNU Octave	C	wrapped in C++/mfile/octfile code	Ported&Tested
makenoise	Produce noise	Rand exists	Should be implemented as mfile using Octave rand functions	wrapped in C++/mfile/octfile code
mem_spec	Power spectrum using the maximum entropy principle	None in GNU Octave	C	wrapped in C++/mfile/octfile code
mutual	Estimate the mutual information	None in GNU Octave	C	wrapped in C++/mfile/octfile code	Ported&Tested
notch	Notch filter	pei_tseng_notch, needs to be verified	FORTRAN	wrapped in C++/mfile/octfile code
nstat_z	Nonstationarity testing via cross-prediction	None in GNU Octave	C	wrapped in C++/mfile/octfile code
pca, pc	Principle component analysis	'pcacov' if likely the equivalent; pricomp in statistics	pca - C, pc - FORTRAN	wrapped in C++/mfile/octfile code	Ported&Tested
poincare	Create Poincaré sections	None in GNU Octave	C	wrapped in C++/mfile/octfile code	Ported&Tested
polyback	Fit a polynomial model (backward elimination)	polyfit, detrend, wpolyfit are not similar	C	wrapped in C++	Porting needed
polynom	Fit a polynomial model	same as above	C
polynomp	Fit a polynomial model (reads terms to fit from file)	same as above	C
polypar	Creates parameter file for polynomp	same as above	C
predict	Forecast discriminating statistics for surrogates	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code	Same as lzo_test; Not Needed
randomize	General constraint randomization (surrogates)	There are random function, but I don't think this one exists	FORTRAN	wrapped in C++/mfile/octfile code
randomize_spikeauto_exp_random	Surrogate data preserving event time autocorrelations	Same as above	FORTRAN	wrapped in C++/mfile/octfile code
randomize_spikespec_exp_event	Surrogate data preserving event time power spectrum	Same as above	FORTRAN	wrapped in C++/mfile/octfile code
rbf	Radial basis functions fit	None in GNU Octave	C	wrapped in C++/mfile/octfile code
recurr	Creates a recurrence plot	None in GNU Octave	C	wrapped in C++/mfile/octfile code
resample	Resamples data	There is 'resample' in Octave, but I believe it does something else	C	wrapped in C++/mfile/octfile code
rescale	Rescale data set	This should be in Octave, cannot find...	C	wrapped in C++/mfile/octfile code
rms	Rescale data set and get mean, variance and data interval	This should be in Octave, cannot find...	FORTRNAN	wrapped in C++/mfile/octfile code	Not Needed
sav_gol	Savitzky-Golay filter	sgolayfilt in signal	C
spectrum	Power spectrum using FFT	abs (fft (;))	FORTRAN	Rewrite as m-file	Ported&Tested
spikeauto	Autocorrelation function of event times	similar to above	FORTRAN
spikespec	Power spectrum of event times	ar_psd, cpsd is the closest but I do not think they are the same	FORTRAN
stp	Creates a space-time separation plot	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code
surrogates	Creates surrogate data	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code	Ported&Tested
timerev	Time reversal discrimating statistics for surrogates	None in GNU Octave	FORTRAN	To be reimplemented as mfile	Ported&Tested
upo	Finds unstable periodic orbits and estimates their stability	None in GNU Octave	FORTRAN	wrapped in C++/mfile/octfile code	Ported&Tested
upoembed	Takes the output of upo and create data files out of it	None in GNU Octave	FORTAN	wrapped in C++/mfile/octfile code	Ported&Tested
wiener1, wiener2	Wiener filter	Wiener process exists, might be similar	FORTRAN	wrapped in C++/mfile/octfile code
xc2	Cross-correlation integral	xcorr2 - Needs to be verified that works the same way	FORTRAN	wrapped in C++/mfile/octfile code
xcor	Cross-correlations	xcorr - Needs to be verified that works same way	C	wrapped in C++/mfile/octfile code
xrecur	Cross-recurrence Plot	xcorr, or xcorr2 or another function might cover this	C	wrapped in C++/mfile/octfile code
xzero	Locally zeroth order cross-prediction	None in GNU Octave	C	wrapped in C++/mfile/octfile code

External links

• Bitbucket repository where the porting is taking place.