rbf                 package:RTisean                 R Documentation

_M_o_d_e_l_i_n_g _d_a_t_a _u_s_i_n_g _a _r_a_d_i_a_l _b_a_s_i_s _f_u_n_c_t_i_o_n _a_n_s_a_t_z

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

     Models data using a radial basis function ansatz. The basis
     functions used are  Gaussians, with center points chosen to be
     data from the time series. A kind of Coulomb force can be applied
     to them to let  them drift a bit in order to distribute them more
     uniformly. The variance  of the Gaussians is set to the average
     distance between the centers. This fuction either tests the ansatz
     by calculating the average forecast error of the model or makes a
     prediction.

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

     rbf(series, l, x = 0, c = 1, m = 2, d = 1, p = 10, X = FALSE, s = 1, n, L)

_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.

       p: number of centers.

       X: deactivate drift (Coulomb force). 

       s: steps to forecast.

       n: number of points for the fit.

       L: length of the predicted series. 

_D_e_t_a_i_l_s:

     The ansatz made is:

                   x_{t+1}=a_0+ sum_{a_i}{phi(x_t)}

     where x_t is the tth delay vector and phi is a Gaussian centered
     at the ith center point.

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

     A list composed by:

 centers: The matrix of the cohordinates of the center points.

variance: The variance used for the Gaussians.

   coeff: The coefficients (weights) of the basis functions used for
          the model.

   error: The in-sample prediction error.

    pred: The predicted points, if the 'L' parameter was set >0.

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

     ## Not run: 

     dat<-sin(1:10000)+rnorm(10000)/5
     rbfout<-rbf(dat,L=100,n=9900)
     pred<-rbfout$pred
     plot(dat[9901:10000],t="l",xlab="Time",ylab="Sin data")
     lines(pred,col=2)

     ## End(Not run)

