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PURPOSE ^

The Delay Vector Variance (DVV) method uses local predictibility in phase space to examine

SYNOPSIS ^

This is a script file.

DESCRIPTION ^

 The Delay Vector Variance (DVV) method uses local predictibility  in phase space to examine
 the determinism and nonlinearity within signals. 
 It yields DVV plots in which the target variance is plotted as a standardised distance.
 DVV scatter plots can also be generated, where the horizontal 
 axis corresponds to the original time series while the vertical axis to that of surrogate series;
 nonlinearity within the signal can be detected if the 
 scatter plot deviates from the bisector line. This toolbox implements the DVV method in terms of
 nonlinearity testing for some basic signals. 


   A Delay Vector Variance (DVV) toolbox for MATLAB
   (c) Copyright Danilo P. Mandic 2008
   http://www.commsp.ee.ic.ac.uk/~mandic/dvv.htm


 The following Matlab files are used to perform DVV and demonstrate its operation:

 - analysis.m      Matlab code to perform the DVV analysis for the case studies stored in *.mat files
 - dvv.m           Implementation of the DVV method for real valued and complex signals
 - surrogate.m     Matlab code which generates surrogate data for real and complex signals


 ar.mat          Stored linear AR2 Signal
 wind.mat        Stored 2D wind Signal
 henon.mat       Stored nonlinear henon map signal

CROSS-REFERENCE INFORMATION ^

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