ex3_answer2.html

非线性时间学列分析工具

<b><font color=red> We cannot give a clear answer!</b><br>
</font><br>
Study the result by<br>
<font color=green> plot 'whatisit.dat.ll' w li,
'whatisit.dat.ll' u 1:3 w li</font><br>
The the first curve shows the average forcast error as a fuinction of
the neighbourhood size, indicating that
there is enhanced predictability by the local model, suggesting
nonlinearity. But, as the second curve shows, 
only a few percent of all points can be predicted this
way, i.e., most of the points do not have sufficiently many
neighbours for these small neighbourhood sizes. 
When we require predictability for all points with an identical
neigbourhood size, we see that the global linear AR-model works
best.<br>
<br>
The local linear predictor will nevertheless will be better than the
global model, since it minimizes the neighbourhood size for every data
point. 
<br><br>
Notice that a clear application such as prediction can be optimized by
an optimization of the embedding
 parameters. It is, however, time consuming, since
it has to be done by hand.<br>
<br>

<font color=red>
Since the nature of the data set is yet unclear,
we suggest to use a surrogate data test.</font><br>