Description of the program: lfo-test

This program makes a local linear ansatz and estimates the one step prediction error of the model. It allows to determine the optimal set of parameters for the program lfo-run, which iterates the local linear model to get a clean trajectory. The given forecast error is normalized to the variance of the data.


lfo-test [Options]

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
-c# column to be read 1,...,# of components
-m#,# number of components to be read,embedding dimension 1,2
-d# delay for the embedding 1
-n# for how many points should the error be calculated all
-k# minimal numbers of neighbors for the fit 30
-r# neighborhood size to start with (data interval)/1000
-f# factor to increase the neighborhood size
if not enough neighbors were found
-s# steps to be forecasted (x_{n+steps}=f(\vec{x}_n)) 1
-C# width of causality window steps to be forecasted
-o[#] output file name without name: 'datafile'.fce
(or stdin.fce 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
  2: output individual forecast errors
-h show these options none

Description of the Output:

For -V<2 the output consists of (# of components) numbers only, the relative forecast errors. Relative means, the forecast errors are devided by the standard deviations of the components.
For -V>=2 the individual forecast errors are given, too.
View the C-sources.
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