onestep.html

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<head>
<title>
onestep
</title>
</head>
<body bgcolor=white>
<h1 align=center>Description of the program: <font color=Blue>onestep
</font>
</h1>
<hr>
This program makes a local linear ansatz and estimates the one step
prediction error of the model. It allows to determine the optimal set
of parameters for the program <a href="nstep.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/dresden/nstep.html">nstep</a>, which
iterates the local linear model to get a clean trajectory. The given
forecast error is normalized to the variance of the data.
<hr>
<h2 align=center>Usage:</h2>
<center>
<font color=Red>onestep [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#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>-n#
<td>for how many points should the error be calculated
<td>all
</tr>
<tr>
<th>-k#
<td>minimal numbers of neighbors for the fit
<td>30
</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 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
</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>
&nbsp;&nbsp;0: only panic messages<br>
&nbsp;&nbsp;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 one number only, the relative forecast
error. Relative means, the forecast error is devided by the standard
deviation of the data.
<hr>
View the <a href="../../source_c/onestep.c" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/source_c/onestep.c"> C-sources</a>.
<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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