Description of the program: lzo-run

This program fits a locally zeroth order model to a possibly multivariate time series and iterates the time series into the future. The existing data set is extended starting with the last point in time. It is possible to add gaussian white dynamical noise during the iteration. In addition to using a multicomponent time series a temporal embedding is possible. Thus one has to give two dimensions. The first is the number of components, the second the temporal embedding. This is realized by giving two numbers to the option m seperated by a comma.

Usage of the -c and -m flags

By default the first m columns of a file are used. This behaviour can by modified by means of the -c flag. It takes a series of numbers separated by commas. The numbers represent the colomns. For instance -m 3,1 -c 3,5,7 means, use three components with no additional temporal embedding, reading columns 3, 5 and 7. It is not necessary to give the full number of components to the -c flag. If numbers are missing, the string is filled up starting with the smallest number, larger than the largest given. For instance, -m 3,1 -c 3 would result in reading columns 3, 4 and 5.

Usage:

lzo-run [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 1,2,...,'number of components'

-m# number of components of the time series,embedding dimension 1,2

-d# delay for the embedding 1

-L# number of iterations into the future 1000

-k# minimal numbers of neighbors for the fit 30

-K use only the nearest k neighbors found not set

-%# add dynamical noise in units of percentage of the variance 0

-I# Seed for the random number generator used to add noise.
If set to 0 (zero) the time command is used to create a seed. some fixed value

-r# neighborhood size to start with (data interval)/1000

-f# factor to increase the neighborhood size
if not enough neighbors were found 1.2

-o[#] output file name without file name: 'datafile'.lzr
(or stdin.lzr 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	1,2,...,'number of components'
-m#	number of components of the time series,embedding dimension	1,2
-d#	delay for the embedding	1
-L#	number of iterations into the future	1000
-k#	minimal numbers of neighbors for the fit	30
-K	use only the nearest k neighbors found	not set
-%#	add dynamical noise in units of percentage of the variance	0
-I#	Seed for the random number generator used to add noise. If set to 0 (zero) the time command is used to create a seed.	some fixed value
-r#	neighborhood size to start with	(data interval)/1000
-f#	factor to increase the neighborhood size if not enough neighbors were found	1.2
-o[#]	output file name	without file name: 'datafile'.lzr (or stdin.lzr 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 L lines, each of which contains a forecasted vector.

View the C-sources.

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