📄 predict.html
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<head><title>Simple nonlinear prediction</title></head>
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<h3>Simple nonlinear prediction</h3>
<font color=blue><tt>predict <font color=red>-d# -m#</font> [-r# | -v#] [-s# -o </tt><em>outfile</em><tt> -l# -x# -c# -V# -h] </tt><em> file(s)</em>
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<blockquote>
<br> <font color=red><tt> -d </tt></font>delay
<br> <font color=red><tt> -m </tt></font>embedding dimension (at least 2)
<br> <font color=blue><tt> -r </tt></font>absolute radius of neighbourhoods
<br> <font color=blue><tt> -v </tt></font>same as fraction of standard deviation
<br> <font color=blue><tt> -s </tt></font>time steps ahead forecast (one step)
<br> <font color=blue><tt> -l </tt></font>number of values to be read (all)
<br> <font color=blue><tt> -x </tt></font>number of values to be skipped (0)
<br> <font color=blue><tt> -c </tt></font><a href="../general.html#column" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#column">column to be read</a> (1 or <font color=blue><em>file</em></font>,#)
<br> <font color=blue><tt> -o </tt></font><a href="../general.html#outfile" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#outfile">output file name</a>, just <font color=blue><tt> -o </tt></font>means <font color=blue><em>file</em></font><font color=blue><tt>_pred</tt></font>
<br> <font color=blue><tt> -V </tt></font><a href="../general.html#verbosity" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#verbosity">verbosity level</a> (0 = only fatal errors)
<br> <font color=blue><tt> -h </tt></font>show this message
</blockquote>
Performs <a href="../chaospaper/node18.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/chaospaper/node18.html">locally constant predictions</a>
on scalar time series and prints the
root mean squared prediction error.
Predictions are made a time ahead given by <font color=blue><tt>-s</tt></font>.
Either <font color=blue><tt>-r</tt></font>
or <font color=blue><tt>-v</tt></font> must be present.
Predictions are written to <font color=blue><em>file</em>_<tt>pred</tt></font>.
<p>
<font color=red><b>Note:</b></font> A version of fclazy is used that implements
fast neighbour search (not like in the book).
<hr>
See also <a href="../dresden/zeroth.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/dresden/zeroth.html">zeroth</a> which does essentially the
same but has some different options. The program <a
href="../dresden/mzeroth.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/dresden/mzeroth.html">mzeroth</a> can handle multivariate data, and
<a
href="../dresden/xzero.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/dresden/xzero.html">xzero</a> does cross-predictions.
<hr>
<a href="../contents.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/contents.html">Table of Contents</a> * <a href="../../index.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/index.html" target="_top">TISEAN home</a>
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