RT_predict {RTisean} | R Documentation |
Performs locally constant predictions on scalar time series.
RT_predict(series, d, m, r, v, s = 1, l, x = 0, c = 1)
series |
a vector or a matrix. |
d |
delay. |
m |
embedding dimension. |
r |
absolute radius of neighborhoods. |
v |
same as fraction of standard deviation. |
s |
time steps ahead forecast. |
l |
number of values to be read. |
x |
number of values to be skipped. |
c |
column to be read. |
A vector containing the series of forecasted values.
## Not run: dat <- lynx pred <- RT_predict(dat, m = 3, d = 2, v = 1, s = 1) plot(dat,main="Locally constant predictions",ylab="Lynx data",ylim=c(0,8000)) lines(1821:1934, pred, col=2) legend(1820,7800, c("Raw data", "Filtered data"),fill=c(1,2),bty="n",cex=0.8) ## End(Not run)