This program makes depending on whether -0 is set either a local linear ansatz or a zeroth order ansatz for a possibly multivariate time series and iterates a artificial trajectory. The initial values for the trajectory are the last points of the original time series. Thus it actually forecasts the time series.

Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also - means stdin

Possible options are:

Option | Description | Default |
---|---|---|

-l# | number of points to use | whole file |

-x# | number of lines to be ignored | 0 |

-m#,# | # of components,embedding dimension | 1,2 |

-c# | columns to be read | 1,...,# of components |

-d# | delay for the embedding | 1 |

-L# | length of prediction | 1000 |

-k# | minimal numbers of neighbors for the fit | 30 |

-r# | neighborhood size to start with | (interval of data)/1000 |

-f# | factor to increase the neighborhood size if not enough neighbors were found | 1.2 |

-0 | perform a zeroth order fit instead of a local linear one | not set (local linear) |

-o[#] | output file name | without name: 'datafile'.cast (or stdin.cast if data were read from stdin) without -o results are written to stdout |

-V# | verbosity level 0: only panic messages 1: add input/output messages | 1 |

-h | show these options | none |

View the C-sources.

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