This program fits a locally zeroth order model to a possibly multivariate 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.

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# | columns to be read | 1,2,...,'number of components' |

-m# | number of components of the time series,embedding dimension | 1,2 |

-d# | delay for the embedding | 1 |

-L# | number of iterations into the future | 1000 |

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

-K | use only the nearest k neighbors found | not set |

-%# | add dynamical noise in units of percentage of the variance | 0 |

-I# | 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 |

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

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

-o[#] | output file name | without file name: 'datafile'.lzr (or stdin.lzr if stdin was read) If no -o is given stdout is used |

-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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