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.

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 | 1.2 |

-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 | 1 |

-h | show these options | none |

For -V>=2 the individual forecast errors are given, too.

View the C-sources.

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