lzo-run.html
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<html><head><title>lzo-run</title></head><body bgcolor=white><h1 align=center>Description of the program: <font color=Blue>lzo-run</font></h1><hr>This program fits a <font color=red>l</font>ocally <fontcolor=red>z</font>eroth <font color=red>o</font>rder model to apossibly multivariate time series and iterates the time series into the future. The existingdata set is extended starting with the last point in time. It ispossible to add gaussian white dynamical noise during the iteration.In addition to using a multicomponent time series atemporal embedding is possible. Thus one has to give twodimensions. The first is the number of components, the second thetemporal embedding. This is realized by giving two numbers to theoption <font color=blue>m</font> seperated by a comma.<p><h4>Usage of the <font color=blue>-c</font> and <font color=blue>-m</font> flags</b></h4>By default the first <font color=blue>m</font> columns of a file areused. This behaviour can by modified by means of the <fontcolor=blue>-c</font> flag. It takes a series of numbers separated bycommas. The numbers represent the colomns. For instance <fontcolor=red>-m 3,1 -c 3,5,7</font> means, use three components with noadditional temporal embedding, reading columns 3, 5 and 7. It is notnecessary to give the full number of components to the <fontcolor=blue>-c</font> flag. If numbers are missing, the string isfilled up starting with the smallest number, larger than the largestgiven. For instance, <font color=red>-m 3,1 -c 3</font> would resultin reading columns 3, 4 and 5.<hr><h2 align=center>Usage:</h2><center><font color=Red>lzo-run [Options]</font><p>Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also <font color=Red>-</font> means stdin<p>Possible options are:<p><table border=2><tr><th>Option<th>Description<th>Default</tr><tr><th>-l#<td>number of points to use<td>whole file</tr><tr><th>-x#<td>number of lines to be ignored<td>0</tr><tr><th>-c#<td><a href=../general.html#columns>columns to be read</a><td>1,2,...,'number of components'</tr><tr><th>-m#<td>number of components of the time series,embedding dimension<td>1,2</tr><tr><th>-d#<td>delay for the embedding<td>1</tr><tr><th>-L#<td>number of iterations into the future<td>1000</tr><tr><th>-k#<td>minimal numbers of neighbors for the fit<td>30</tr><tr><th>-K<td>use only the nearest <font color=blue>k</font> neighborsfound</td><td>not set</td></tr><tr><th>-%#</th><td>add dynamical noise in units of percentage of the variance</td><td>0</td></tr><tr><th>-I#</th><td>Seed for the random number generator used to add noise.<br>If set to 0 (zero) the time command is used to create a seed.</td><td>some fixed value</td></tr><tr><th>-r#<td>neighborhood size to start with<td>(data interval)/1000</tr><tr><th>-f#<td>factor to increase the neighborhood size<br> if not enoughneighbors were found<td>1.2</tr><tr><th>-o[#]<td><a href=../general.html#outfile>output file name</a><td>without file name: 'datafile'.lzr<br>(or stdin.lzr if stdin was read)<br>If no -o is given stdout is used</tr><tr><th>-V#<td><a href=../general.html#verbosity>verbosity level</a><br> 0: only panic messages<br> 1: add input/output messages</td><td>1</td></tr><tr><th>-h<td>show these options<td>none</tr></table></center><hr><h2 align=center>Description of the Output</h2>The output consists of <font color=blue>L</font> lines, each of whichcontains a forecasted vector.<hr>View the <a href="../../source_c/lzo-run.c"> C-sources</a>.<hr><hr><a href=../contents.html>Table of Contents</a> * <ahref="../../index.html" target="_top">TISEAN home</a></body></html>
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