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.

Usage:

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 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

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

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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