RT_predict {RTisean}R Documentation

Simple nonlinear prediction

Description

Performs locally constant predictions on scalar time series.

Usage

RT_predict(series, d, m, r, v, s = 1, l, x = 0, c = 1)

Arguments

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.

Value

A vector containing the series of forecasted values.

See Also

xzero, zeroth.

Examples

## 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)

[Package RTisean version 3.0.10 Index]