Mackey-Glass Discrete Equation

New in version 0.1.

Changed in version 0.2.

This function generates data according a discrete realization of Mackey-Glass equation as follows

\(x_{k+1} = c \cdot x_k + \frac{\large{a \cdot x_{k-d}}}{b + x^{e}_{k-d}}\)

The original Mackey-Glass equation [1] is the nonlinear time delay differential equation.

Example Usage

In this example is simulated 1000 samples with arguments that cause chaotic behaviour.

N = 1000
x = signalz.mackey_glass(N, a=0.2, b=0.8, c=0.9, d=23, e=10, initial=0.1)

The parameters a, b, c, d, e can be a scalar or a vector. In case of a vector, every item represents parameter for one sample.

References

[1]Leon Glass and Michael Mackey. Mackey-glass equation. Scholarpedia, 5(3):6908, 2010.

Function Documentation

signalz.generators.mackey_glass.mackey_glass(n, a=0.2, b=0.8, c=0.9, d=23, e=10, initial=0.1)[source]

Mackey-Glass discrete equation.

Args:

  • n - length of the output data (int) - how many samples will be on output

Kwargs:

Parameters a, b, c, d, e can be a scalar or a vector. In case of a vector, every item represents parameter for one sample.

  • a - parameter of the model (float, 1d array), default is 0.2
  • b - parameter of the model (float, 1d array), default is 0.8
  • c - parameter of the model (float, 1d array), default is 0.9
  • d - time delay of the model (int, 1d array), default is 23
  • e - parameter of the model (float, 1d array), default is 10
  • initial - initial value (float), default is 0.1

Returns:

  • x - output of Mackey-Glass equation