Description of the program: polyback

This program performs a backward elimination for a given polynomial. This means it reads the terms of a polynomial from a parameter file (e.g. created by polypar) and removes term by term down to a given final number of remaining terms. The terms are removed in such a way that the onestep forecast error is increases minimally.


polyback [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 data to use whole file
-x# number of lines to be ignored 0
-c# column to be read 1
-m# embedding dimension 2
-d# delay 1
-n# length for the insample error estimation all
-s# steps to be forecasted 1
-## reduce down to # terms 1
-p# name of the input parameter file parameter.pol
-o# output file name (for the forecast errors);
without -o data is written to stdout
-V# verbosity level
  0: only panic messages
  1: add input/output messages
-h show these options none

Description of the Output:

It creates a lot of new parameter files. For each term removed there is one file which is called parameter_input_file_name.n, where n is the number of remaining terms in the polynomial.
stdout or datafile.pbe contains the following information:
first column: number of remaining terms in the polynomial
second column: insample error produced by this polynomial
third column: out of sample error produced by this polynomial
fourth column: the term removed last from the polynomial

View the C-sources.
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