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]