polynomp               package:RTisean               R Documentation

_M_o_d_e_l_i_n_g _d_a_t_a _t_r_o_u_g_h _a _p_o_l_y_n_o_m_i_a_l _a_n_s_a_t_z

_D_e_s_c_r_i_p_t_i_o_n:

     This programs models the data making a polynomial ansatz, reading
     the terms  of the polynomial from a parameter matrix.

_U_s_a_g_e:

     polynomp(series, l, x = 0, c = 1, m = 2, d = 1, n, L = 1000, p)

_A_r_g_u_m_e_n_t_s:

  series: a vector or a matrix. 

       l: number of data to use. 

       x: number of lines to be ignored. 

       c: column to be read.  

       m: embedding dimension. 

       d: delay.

       n: length for the insample error estimation.

       L: length of the trajectory to forecast. 

       p: name of the input parameter matrix created with 'polypar' or
          by hand.

_V_a_l_u_e:

     A list with components:

  coeff : the coefficients of the model.

   pred : the forecasted points.

_E_x_a_m_p_l_e_s:

     ## Not run: 

     dat<-sin(1:10000)+rnorm(10000)/5
     polynompout<-polynomp(dat[1:9900], p = polypar(), L=100)
     pred<-polynompout$pred
     plot(dat[9901:10000],t="l",xlab="Time",ylab="Sin data",ylim=c(-1.9,max(dat)))
     lines(pred,col=2)
     legend(70,-1.5, c("Noisy Data", "Filtered Data") ,fill=c(1,2), bty="n")

     ## End(Not run)

