This program models the data using a radial basis function (rbf) ansatz. The basis functions used are gaussians, with center points chosen to be data from the time series. If the -X option is not given, a kind of Coulomb force is 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 program either tests the ansatz by calculating the average forecast error of the model, or makes a i-step prediction using the -L flag, additionally. The ansatz made is:

x

where x

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 data to use | whole file |

-x# | number of lines to be ignored | 0 |

-c# | column to be read | 1 |

-m# | embedding dimension | 2 |

-d# | delay | 1 |

-p# | number of centers | 10 |

-X | deactivate drift (Coulomb force) | activated |

-s# | steps to forecast (for the forecast error) | 1 |

-n# | number of points for the fit; The other points are used to estimate the out of sample error | number of data |

-L# | determines the length of the predicted series | none |

-o# | output file name; without -o stdout is used | 'datafile'.rbf |

-V# | verbosity level 0: only panic messages 1: add input/output messages | 1 |

-h | show these options | none |

View the C-sources.

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