📄 ll-ar.html
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onestep
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<h1 align=center>Description of the program: <font color=Blue>ll-ar
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This program makes a local linear ansatz and estimates the one step
prediction error of the model. The difference to <a href="onestep.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/dresden/onestep.html">
onestep</a> is that it does it as a <a href="../chaospaper/node20.html#casdagli" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/chaospaper/node20.html#casdagli">function of the neighborhood size</a>
(see <a href="../chaospaper/citation.html#casdagli91" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/chaospaper/citation.html#casdagli91"> Casdagli</a>).
<p>
<b>ll-ar</b> means something like <b>local-linear -› AR-model</b>
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<h2 align=center>Usage:</h2>
<center>
<font color=Red>ll-ar [Options]</font>
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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
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Possible options are:
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<table border=2>
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<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#column" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#column">column to be read</a>
<td>1
</tr>
<tr>
<th>-m#
<td>embedding dimension
<td>2
</tr>
<tr>
<th>-d#
<td>delay for the embedding
<td>1
</tr>
<tr>
<th>-i#
<td>for how many points should the error be calculated
<td>all
</tr>
<tr>
<th>-r#
<td>neighborhood size to start with
<td>(data interval)/1000
</tr>
<tr>
<th>-R#
<td>neighborhood size to end with
<td>data interval
</tr>
<tr>
<th>-f#
<td>factor to increase the neighborhood size<br> if not enough
neighbors were found
<td>1.2
</tr>
<tr>
<th>-s#
<td>steps to be forecasted (x_{n+steps}=f(\vec{x}_n))
<td>1
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<th>-o[#]
<td><a href="../general.html#outfile" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#outfile">output file name</a>
<td>without filename 'datafile.ll'<br>
(or stdin.ll if stdin was read)<br>
with no -o given, stdout is used
</tr>
<tr>
<th>-V#
<td><a href="../general.html#verbosity" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#verbosity">verbosity level</a><br>
0: only panic messages<br>
1: add input/output messages
<td>1
</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 5 columns for each neighborhood size:</b>
<ul>
<li> neighborhood size (units of the data)
<li> relative forecast error ((forecast error)/(variance of the data))
<li> fraction of points for which neighbors were found for this neighborhood
size
<li> average number of neighbors found per point
<li> variance of the fraction of points for which neighbors were found
</ul>
<hr>
View the <a href="../../source_c/ll-ar.c" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/source_c/ll-ar.c"> C-sources</a>.
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<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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