Description of the program: xzero

This program takes two data sets (i.e. two columns in a single datafile) and fits a zeroth order model of data set 1 to predict data set 2 (cross prediction). It then computes the error of the model. This is done by searching for all neighbors in set 1 of the points of set 2 which should be forecasted and taking as their images the average of the images of the neighbors. The given forecast error is normalized to the variance of data set 2.

Usage:

xzero [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# columns to be read (separated by a comma) 1,2

-m# embedding dimension 3

-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 (x²_n+steps= av(x¹_i+steps) 1

-o# output file name without file name: 'datafile'.cze
(or stdin.cze 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

Option	Description	Default
-l#	number of points to use	whole file
-x#	number of lines to be ignored	0
-c#	columns to be read (separated by a comma)	1,2
-m#	embedding dimension	3
-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 (x²_n+steps= av(x¹_i+steps)	1
-o#	output file name	without file name: 'datafile'.cze (or stdin.cze 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

Description of the Output

The output consists of s lines, each of which containing the steps forecasted (first column) and the relative forecast error (second column). Relative means that the forecast error is devided by the standard deviation of the second (the one which is forecasted) data set.

View the C-sources.

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