+++ /dev/null
-c===========================================================================
-c
-c This file is part of TISEAN
-c
-c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
-c
-c TISEAN is free software; you can redistribute it and/or modify
-c it under the terms of the GNU General Public License as published by
-c the Free Software Foundation; either version 2 of the License, or
-c (at your option) any later version.
-c
-c TISEAN is distributed in the hope that it will be useful,
-c but WITHOUT ANY WARRANTY; without even the implied warranty of
-c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-c GNU General Public License for more details.
-c
-c You should have received a copy of the GNU General Public License
-c along with TISEAN; if not, write to the Free Software
-c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
-c
-c===========================================================================
-c simple nonlinear prediction, fast neighbour search
-c see H. Kantz, T. Schreiber, Nonlinear Time Series Analysis, Cambridge
-c University Press (1997,2004)
-c author T. Schreiber (1998)
-c===========================================================================
- parameter(nx=1000000)
- dimension x(nx), y(nx)
- character*72 file, fout
- data eps/0./, frac/0./, ifc/1/
- data iverb/1/
-
- call whatido("prediction with locally constant fits",iverb)
- id=imust("d")
- m=imust("m")
- eps=fcan("r",eps)
- frac=fcan("v",frac)
- ifc=ican("s",ifc)
- nmaxx=ican("l",nx)
- nexcl=ican("x",0)
- jcol=ican("c",0)
- isout=igetout(fout,iverb)
- if(eps.eq.0.and.frac.eq.0.) call usage()
-
- do 10 ifi=1,nstrings()
- call nthstring(ifi,file)
- nmax=nmaxx
- call readfile(nmax,x,nexcl,jcol,file,iverb)
- if(file.eq."-") file="stdin"
- if(isout.eq.1) call addsuff(fout,file,"_pred")
- call rms(nmax,x,sc,sd)
- if(frac.gt.0) eps=sd*frac
- iun=istdout()
- if(fout.eq." ") iun=istderr()
- write(iun,*) "err: ", fcerror(nmax,x,y,m,id,ifc,eps),
- . " "//file(1:index(file," ")-1)
- 10 call writefile(nmax,y,fout,iverb)
- end
-
- subroutine usage()
-c usage message
-
- call whatineed(
- . "-d# -m# [-r# | -v#]"//
- . " [-s# -o outfile -l# -x# -c# -V# -h] file(s)")
- call ptext("either -r or -v must be present")
- call popt("d","delay")
- call popt("m","embedding dimension")
- call popt("r","absolute radius of neighbourhoods")
- call popt("v","same as fraction of standard deviation")
- call popt("s","time steps ahead forecast (one step)")
- call popt("l","number of values to be read (all)")
- call popt("x","number of values to be skipped (0)")
- call popt("c","column to be read (1 or file,#)")
- call pout("file_pred")
- call pall()
- stop
- end
-
- function fcerror(nmax,y,yp,m,id,ifc,eps)
- parameter(im=100,ii=100000000,nx=1000000)
- dimension y(nmax),yp(nx),jh(0:im*im),jpntr(nx),nlist(nx)
-
- if(nmax.gt.nx) stop "fcerror: make nx larger."
- call base(nmax-ifc,y,id,m,jh,jpntr,eps)
- fcerror=0
-
- call rms(nmax,y,sx,sd)
- do 10 n=1,(m-1)*id+ifc
- 10 yp(n)=sx
- do 20 n=(m-1)*id+1,nmax-ifc
- call neigh(nmax,y,y,n,nmax,id,m,jh,jpntr,eps,nlist,nfound)
- av=0
- do 30 nn=1,nfound
- 30 if(nlist(nn).ne.n) av=av+y(nlist(nn)+ifc)
- if(nfound.gt.1) then
- yp(n+ifc)=av/(nfound-1)
- else
- yp(n+ifc)=sx
- endif
- 20 fcerror=fcerror+(y(n+ifc)-yp(n+ifc))**2
- fcerror=sqrt(fcerror/(nmax-ifc-(m-1)*id))
- end
-