NltsPred: Non-linear time series - compute predictions

Description Usage Arguments Value Author(s) References

View source: R/NltsPred.R

Description

Function to compute predictions for simplex and S-map

Usage

1
NltsPred(Y, PredInterval, Nembed, PredNum, Method, Theta = NA)

Arguments

Y

Time series

PredInterval

Prediction interval, i.e. 1 represents predicting one observation ahead

Nembed

Embedding dimension

PredNum

Index of observation to predict

Method

Method to use, either 'Smap' or 'Simplex'

Theta

Magnitude of non-linearity (if using S-map)

Value

Returns prediction of Y[PredNum]

Author(s)

James Thorson

References

Sugihara, G., and May, R.M. 1990. Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series. Nature 334: 734-741. Sugihara, G. 1994. Nonlinear forecasting for the classification of natural time series. Philosophical Transactions of the Royal Society B: Biological Sciences 348: 477-495.


nwfscNLTS documentation built on May 2, 2019, 4:31 p.m.