simplex {tEDM} | R Documentation |
simplex forecast
Description
simplex forecast
Usage
## S4 method for signature 'data.frame'
simplex(
data,
column,
target,
lib = NULL,
pred = NULL,
E = 2:10,
tau = 0,
k = E + 1,
threads = length(E)
)
## S4 method for signature 'list'
simplex(
data,
column,
target,
lib = NULL,
pred = NULL,
E = 2:10,
tau = 0,
k = E + 1,
threads = length(E)
)
Arguments
data |
observation data. |
column |
name of library variable. |
target |
name of target variable. |
lib |
(optional) libraries indices. |
pred |
(optional) predictions indices. |
E |
(optional) embedding dimensions. |
tau |
(optional) step of time lags. |
k |
(optional) number of nearest neighbors used in prediction. |
threads |
(optional) number of threads to use. |
Value
A list
xmap
forecast performance
varname
name of target variable
method
method of cross mapping
tau
step of time lag
References
Sugihara G. and May R. 1990. Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series. Nature, 344:734-741.
Examples
sim = logistic_map(x = 0.4,y = 0.4,step = 45,beta_xy = 0.5,beta_yx = 0)
simplex(sim,"x","y",k = 7,threads = 1)
[Package tEDM version 1.0 Index]