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TISEAN package: Difference between revisions
→Nonlinear Prediction
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gm = lzo_gm (amplitude(1:end-200), 'm', 4, 'd', 6, 's', steps, 'rhigh', 20); | gm = lzo_gm (amplitude(1:end-200), 'm', 4, 'd', 6, 's', steps, 'rhigh', 20); | ||
</syntaxhighlight>}} | </syntaxhighlight>}} | ||
After analyzing {{Codeline|gm}} it is easy to observe that the least error is for the first neighborhood size of {{Codeline|gm}} which is equal to 0.49148. We will use it to produce the prediction vectors. | After analyzing {{Codeline|gm}} it is easy to observe that the least error is for the first neighborhood size of {{Codeline|gm}} which is equal to 0.49148. We will use it to produce the prediction vectors. Only the first 4800 datapoints from {{Codeline|amplitude}} are used in order to compare the predicted values with the actual ones for the last 200 points. | ||
{{Code|Creating forecast points|<syntaxhighlight lang="octave" style="font-size:13px"> | {{Code|Creating forecast points|<syntaxhighlight lang="octave" style="font-size:13px"> | ||
steps = 200; | steps = 200; | ||