RT_predict              package:RTisean              R Documentation

_S_i_m_p_l_e _n_o_n_l_i_n_e_a_r _p_r_e_d_i_c_t_i_o_n

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

     Performs locally constant predictions on scalar time series.

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

     RT_predict(series, d, m, r, v, s = 1, l, x = 0, c = 1)

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

  series: a vector or a matrix. 

       d: delay.

       m: embedding dimension. 

       r: absolute radius of neighborhoods. 

       v: same as fraction of standard deviation. 

       s: time steps ahead forecast. 

       l: number of values to be read. 

       x: number of values to be skipped. 

       c: column to be read.

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

     A vector containing the series of forecasted values.

_S_e_e _A_l_s_o:

     'xzero', 'zeroth'.

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

     ## Not run: 

     dat <- lynx
     pred <- RT_predict(dat, m = 3, d = 2, v = 1, s = 1)
     plot(dat,main="Locally constant predictions",ylab="Lynx data",ylim=c(0,8000))
     lines(1821:1934, pred, col=2)
     legend(1820,7800, c("Raw data", "Filtered data"),fill=c(1,2),bty="n",cex=0.8)

     ## End(Not run)

