polynom {RTisean}R Documentation

Modeling data trough a polynomial ansatz

Description

This programs models a time series making a polynomial ansatz.

Usage

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

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.
p order of the polynomial.
n number of points for the fit.
L length of the predicted series.

Details

The points following the first n ones are used to estimate the out of sample error.

Value

a list composed by:

coeff the model coefficients
err the average insample error and average out of sample error, the latter if L is set >0.
pred the predicted points, if L is set >0.

See Also

polyback

Examples

## Not run: 

dat <- sin(1:10000)+rnorm(10000)/5
polynomout <- polynom(dat, p = 3, L=100, n=9900)
pred <- polynomout$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, "Noisy Data",fill=1, bty="n")
legend(70,-1.7,"Filtered Data",fill=2,bty="n")

## End(Not run)

[Package RTisean version 3.0.10 Index]