suppose we following model
https://dsp.stackexchange.com/questions/15326/can-someone-show-the-details-of-how-to-apply-aic-for-sinusoidal-models-to-specif
where epsilon is white noise,i have tried following code
function [aic_matrix,bic_matrix]=ARMA_model(y,n);
%n possible order of each model
LOGL = zeros(n,n); %Initialize
PQ = zeros(n,n);
for p = 1:n
for q = 1:n
mod = arima(p,0,p);
[fit,~,logL] = estimate(mod,y,'print',false);
LOGL(p,q) = logL;
PQ(p,q) = p+q;
end
end
LOGL = reshape(LOGL,n*n,1);
PQ = reshape(PQ,n*n,1);
[aic1,bic1] = aicbic(LOGL,PQ+1,length(y));
aic_matrix=reshape(aic1,n,n);
bic_matrix=reshape(bic1,n,n);
end
but when i ran following command
[aic_matric,bic_matrix]=ARMA_model(B,100);
i got result
Error using arima/validateModel (line 1314)
The non-seasonal moving average polynomial is non-invertible.
Error in arima/setLagOp (line 391)
Mdl = validateModel(Mdl);
Error in arima/estimate (line 1183)
Mdl = setLagOp(Mdl, 'MA' , LagOp([1 coefficients(iMA)' ], 'Lags', [0 LagsMA ]));
Error in ARMA_model (line 9)
[fit,~,logL] = estimate(mod,y,'print',false);
does it means that this signal is non stationary?what is a problem related to my code?please help me
I think this line is incorrect:
mod = arima(p,0,p);
I think it should be
mod = arima(p,0,q);
Also, you really don't want the MA part of the system to have a higher order than the AR part (which is what your loop would do if the error was fixed). The loop
for q = 1:n
should read
for q = 1:p.
Your code seems OK, apart from those issues.
Related
I have an equation of the following form:
where A,B,C, and q are 3-by-3 matrix and Tr[...] represent trace. And
here b is a constant. The explicit form of A,B(x,y,E),C(x,y,E), q(x,y) matrices is written in the below MATLAB code. I am trying to solve it using the integral3() function of MATLAB. But it is giving me errors.
I wrote the function for the integrant in two different ways. And run the script:
integral3(#fun1,-pi,pi,-pi,pi,-inf,inf)
function file 1:
function out = fun1(x,y,E)
%=============just some constants==========
DbyJ = 2/sqrt(3);
T = 1e-2;
eta = 1e-3;
b = 1/T;
D = 1+1i*DbyJ;
fk1 = 1+exp(1i*x);
fk2 = 1+exp(1i*y);
fk1k2 = 1+exp(1i*(x-y));
%=============Matrices==========
A = eye(3); A(1,1) = 1;
q = [0, 1i*D*exp(-1i*x), 0 ;
-1i*conj(D)*exp(1i*x), 0,-1i*D*exp(1i*(x-y));
0,1i*conj(D)*exp(1i*(y-x)),0];
h = [0 -D*conj(fk1) -conj(D)*conj(fk2);
-conj(D)*fk1 0 -D*fk1k2;
-D*fk2 -conj(D)*conj(fk1k2) 0];
B = ((E-1i*eta)*eye(3) - h)^(-1);
C = conj(B);
Term1 = A*(B-C)*q*(B-C);
trc = trace(Term1);
N = -b*exp(b*E)/((exp(b*E)-1)^2);
out = trc*E*N;
It gave me the following error:
Error using horzcat
Dimensions of arrays being concatenated are not consistent.
Error in fun1 (line 19)
q = [0, 1i*D*exp(-1i*x), 0 ;
Then I tried to solve Tr[...] part symbolically and removed the matrices from integrant. The function file is very large for this, so, I am not putting it here. Anyway, it give me error that
Error using *
Incorrect dimensions for matrix multiplication. Check that the number of columns in the first matrix matches the number of rows in the second matrix. To perform elementwise multiplication, use '.*'.
Error in fun1 (line 33)
trc = (D*exp(-x*1i)*((exp(conj(x ... (it is a very long expression that I calculated symbolically to remove matrices.)
Question:
Why integral3() is not working?
Is there any other way to solve this kind of integrals numerically? (In Python or in any other software/language).
Thank you for reading.
TLDD:
How can I solve the above given integral numerically?
Hello I have biometric data such as record.mat. In record variable P denotes training features and T denotes target data. I am using new newpnn command for classification and I am taking this error:
Error using network/subsasgn>network_subsasgn (line 551)
net.IW{1,1} must be a 212-by-212 matrix.
Here is my dataset and here are codes.
clear all
load record.mat ;
P = record.P;
Tc = record.T;
T = ind2vec(Tc)
net = newpnn(P,T);
Y = sim(net,P);
Yc = vec2ind(Y);
How can I overcome this problem? Thanks
This error related to input matrix dimensions and data type.
clear
load record.mat;
P = double(record.P)'; %add ' and convert single to double will solve the issue
Tc = record.T;
T = ind2vec(Tc);
net = newpnn(P,T);
Y = sim(net,P);
Yc = vec2ind(Y);
I hope this help
After having some basics understanding of GPML toolbox , I written my first code using these tools. I have a data matrix namely data consist of two array values of total size 1000. I want to use this matrix to estimate the GP value using GPML toolbox. I have written my code as follows :
x = data(1:200,1); %training inputs
Y = data(1:201,2); %, training targets
Ys = data(201:400,2);
Xs = data(201:400,1); %possibly test cases
covfunc = {#covSE, 3};
ell = 1/4; sf = 1;
hyp.cov = log([ell; sf]);
likfunc = #likGauss;
sn = 0.1;
hyp.lik = log(sn);
[ymu ys2 fmu fs2] = gp(hyp, #infExact, [], covfunc, likfunc,X,Y,Xs,Ys);
plot(Xs, fmu);
But when I am running this code getting error 'After having some basics understanding of GPML toolbox , I written my first code using these tools. I have a data matrix namely data consist of two array values of total size 1000. I want to use this matrix to estimate the GP value using GPML toolbox. I have written my code as follows :
x = data(1:200,1); %training inputs
Y = data(1:201,2); %, training targets
Ys = data(201:400,2);
Xs = data(201:400,1); %possibly test cases
covfunc = {#covSE, 3};
ell = 1/4; sf = 1;
hyp.cov = log([ell; sf]);
likfunc = #likGauss;
sn = 0.1;
hyp.lik = log(sn);
[ymu ys2 fmu fs2] = gp(hyp, #infExact, [], covfunc, likfunc,X,Y,Xs,Ys);
plot(Xs, fmu);
But when I am running this code getting:
Error using covMaha (line 58) Parameter mode is either 'eye', 'iso',
'ard', 'proj', 'fact', or 'vlen'
Please if possible help me to figure out where I am making mistake ?
I know this is way late, but I just ran into this myself. The way to fix it is to change
covfunc = {#covSE, 3};
to something like
covfunc = {#covSE, 'iso'};
It doesn't have to be 'iso', it can be any of the options listed in the error message. Just make sure your hyperparameters are set correctly for the specific mode you choose. This is detailed more in the covMaha.m file in GPML.
I am trying to compute the convolution of a sound signal without using the built in conv function but instead using arrays. x is the input signal and h is are the impulse responses. However, when I run my other main function to call onto my_conv I am getting these errors:
Undefined function or variable 'nx'.**
Error in my_conv (line 6)
ly=nx+nh-1;
Error in main_stereo (line 66)
leftchannel = my_conv(leftimp, mono); % convolution of left ear impulse response and mono
This is my function my_conv:
function [y]=my_conv(x,h)
x=x(:);
h=h(:);
lx=length(x);
lh=length(h);
ly=nx+nh-1;
Y=zeros(nh,ny);
for i =1:nh
Y((1:nx)+(i-1),i)=x;
end
y=Y*h;
What changes should I make to fix these errors and get this code running?
I am trying to immplement the function into this code:
input_filename = 'speech.wav';
stereo_filename = 'stereo2.wav';
imp_filename = 'H0e090a.dat';
len_imp = 128;
fp = fopen(imp_filename, 'r', 'ieee-be');
data = fread(fp, 2*len_imp, 'short');
fclose(fp);
[mono,Fs] = audioread(input_filename);
if (Fs~=44100)
end
len_mono = length(mono);
leftimp = data(1:2:2*len_imp);
rightimp = data(2:2:2*len_imp);
leftchannel = my_conv(leftimp, mono);
rightchannel = my_conv(rightimp, mono);
leftchannel = reshape(leftchannel , length(leftchannel ), 1);
rightchannel = reshape(rightchannel, length(rightchannel), 1);
norml = max(abs([leftchannel; rightchannel]))*1.05;
audiowrite(stereo_filename, [leftchannel rightchannel]/norml, Fs);
As pointed out by #SardarUsama in comments, the error
Undefined function or variable 'nx'.
Error in my_conv (line 6) ly=nx+nh-1;
tells you that the variable nx has not been defined before before its usage on the line ly=nx+nh-1. Given the naming of the variables and their usage, it looks like what you intended to do was:
nx = length(x);
nh = length(h);
ny = nx+nh-1;
After making these modifications and solving the first error, you are likely going to get another error telling you that
error: my_conv: operator *: nonconformant arguments
This error is due to an inversion in the specified size of the Y matrix. This can be fixed by initializing Y with Y = zeros(ny, nh);. The resulting my_conv function follows:
function [y]=my_conv(x,h)
nx=length(x);
nh=length(h);
ny=nx+nh-1;
Y=zeros(ny,nh);
for i =1:nh
Y((1:nx)+(i-1),i)=x;
end
y=Y*h;
Note that storing every possible shifts of one of the input vectors in the matrix Y to compute the convolution as a matrix multiplication is not very memory efficient (requiring O(NM) storage). A more memory efficient implementation would compute each element of the output vector directly:
function [y]=my_conv(x,h)
nx=length(x);
nh=length(h);
if (nx < nh)
y = my_conv(h,x);
else
ny=nx+nh-1;
y = zeros(1,ny);
for i =1:ny
idh = [max(i-(ny-nh),1):min(i,nh)]
idx = [min(i,nx):-1:max(nx-(ny-i),1)]
y(i) = sum(x(idx).*h(idh));
end
end
An alternate implementation which can be more computationally efficient for large arrays would make use of the convolution theorem and use the Fast Fourier Transform (FFT):
function [y]=my_conv2(x,h)
nx=length(x);
nh=length(h);
ny=nx+nh-1;
if (size(x,1)>size(x,2))
x = transpose(x);
end
if (size(h,1)>size(h,2))
h = transpose(h);
end
Xf = fft([x zeros(size(x,1),ny-nx)]);
Hf = fft([h zeros(size(h,1),ny-nh)]);
y = ifft(Xf .* Hf);
When I run this code that I've written to simulate a heat flow model in MATLAB i get an error that says 'Subscript indices must either be real positive integers or logicals.' I think this is probably something to do with my linspace command generating a different type of variable not integers and so it's not working properly but I'm not sure how to amend my script to correct for this.
Cp = 400;
p = 8960;
k = 400;
a = k/(p*Cp);
dt = 0.01;
dx = sqrt(5*a*dt); %% 5 as 1/5 is smaller than 1/4 for stability
T = zeros(20000,10000);
for x = linspace(1,10000,10000);
T(x,:) = 1000;
end
for x = linspace(10001,20000,10000);
T(x,:) = 25;
end
for t = linspace(1,10000,10000);
for x = linspace(1,20000,20000);
T(x,t+1) = T(x,t)+a*dt*((T(x-1,t)-2*T(x,t)+ T(x+1,t))/(dx*dx));
end
end
The line that blows up is:
T(x,t+1) = T(x,t)+a*dt*((T(x-1,t)-2*T(x,t)+ T(x+1,t))/(dx*dx));
Specifically T(x-1,t) triggers the error because x starts as 1, hence x - 1 = 0 and 0 is not a valid index.
On a more general Matlab coding note, I would write x = 1:10000 instead of x = linspace(1,10000,10000), but this is not causing the error. Note that I'm only addressing the Matlab error message. I have no idea whether your overall code works.