polynomp {RTisean}R Documentation

Modeling data trough a polynomial ansatz

Description

This programs models the data making a polynomial ansatz, reading the terms of the polynomial from a parameter matrix.

Usage

polynomp(series, l, x = 0, c = 1, m = 2, d = 1, n, L = 1000, p)

Arguments

series a vector or a matrix.
l number of data to use.
x number of lines to be ignored.
c column to be read.
m embedding dimension.
d delay.
n length for the insample error estimation.
L length of the trajectory to forecast.
p name of the input parameter matrix created with polypar or by hand.

Value

A list with components:

coeff the coefficients of the model.
pred the forecasted points.

Examples

## Not run: 

dat<-sin(1:10000)+rnorm(10000)/5
polynompout<-polynomp(dat[1:9900], p = polypar(), L=100)
pred<-polynompout$pred
plot(dat[9901:10000],t="l",xlab="Time",ylab="Sin data",ylim=c(-1.9,max(dat)))
lines(pred,col=2)
legend(70,-1.5, c("Noisy Data", "Filtered Data") ,fill=c(1,2), bty="n")

## End(Not run)

[Package RTisean version 3.0.10 Index]