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simplex forecast

Source: R/simplex.R
simplex.Rd

simplex forecast

Usage

# S4 method for class 'data.frame'
simplex(
  data,
  column,
  target,
  lib = NULL,
  pred = NULL,
  E = 1:10,
  tau = 0,
  k = E + 1,
  threads = length(E)
)

# S4 method for class 'list'
simplex(
  data,
  column,
  target,
  lib = NULL,
  pred = NULL,
  E = 1:10,
  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)
#> The suggested E and k for variable y is 8 and 7