Description of the program: lzo-run
This program fits a locally zeroth order model to a
time series and iterates the time series into the future. The existing
data set is extended starting with the last point in time. It is
possible to add gaussian white dynamical noise during the iteration.
In addition to using a multicomponent time series a
temporal embedding is possible. Thus one has to give two
dimensions. The first is the number of components, the second the
temporal embedding. This is realized by giving two numbers to the
option m seperated by a comma.
Usage of the -c and -m
By default the first m columns of a file are
used. This behaviour can by modified by means of the -c flag. It takes a series of numbers separated by
commas. The numbers represent the colomns. For instance -m 3,1 -c 3,5,7 means, use three components with no
additional temporal embedding, reading columns 3, 5 and 7. It is not
necessary to give the full number of components to the -c flag. If numbers are missing, the string is
filled up starting with the smallest number, larger than the largest
given. For instance, -m 3,1 -c 3 would result
in reading columns 3, 4 and 5.
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:
||number of points to use
||number of lines to be ignored
||columns to be read
||1,2,...,'number of components'
||number of components of the time series,embedding dimension
||delay for the embedding
||number of iterations into the future
||minimal numbers of neighbors for the fit
||use only the nearest k neighbors
||add dynamical noise in units of percentage of the variance
||Seed for the random number generator used to add noise.
If set to 0 (zero) the time command is used to create a seed.
|some fixed value
||neighborhood size to start with
||factor to increase the neighborhood size|
if not enough
neighbors were found
||output file name
||without file name: 'datafile'.lzr|
(or stdin.lzr if stdin was read)
If no -o is given stdout is used
0: only panic messages
1: add input/output messages
||show these options
Description of the Output
The output consists of L lines, each of which
contains a forecasted vector.
View the C-sources.
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