LICORS: Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data

Estimates predictive states from spatio-temporal data and consequently can provide provably optimal forecasts. Currently this implementation supports an N-dimensional spatial grid observed over equally spaced time intervals. E.g. a video is a 2D spatial systems observed over time. This package implements mixed LICORS, has plotting tools (for (1+1)D and (2+1)D systems), and methods for optimal forecasting. Due to memory limitations it is recommend to only analyze (1+1)D systems.

Package details

AuthorGeorg M. Goerg <[email protected]>
MaintainerGeorg M. Goerg <[email protected]>
Package repositoryView on CRAN
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LICORS documentation built on May 29, 2017, 1:02 p.m.