LinPred(d)     User Contributed Perl Documentation     LinPred(d)



NAME
       PDL::Filter::LinPred - Linear predictive filtering

SYNOPSIS
               $a = new PDL::Filter::LinPred(
                       {NLags => 10,
                        LagInterval => 2,
                        LagsBehind => 2,
                        Data => $dat});

               ($pd,$corrslic) = $a->predict($dat);


DESCRIPTION
       A filter by doing linear prediction: tries to predict the
       next value in a data stream as accurately as possible. The
       filtered data is the predicted value. The parameters are

       NLags   Number of time lags used for prediction

       LagInterval
               How many points each lag should be

       LagsBehind
               If, for some strange reason, you wish to predict
               not the next but the one after that (i.e. usually
               f(f) is predicted from f(t-1) and f(t-2) etc., but
               with LagsBehind => 2, f(f) is predicted from
               f(t-2) and f(t-3)).

       Data    The input data, which may contain other dimensions
               past the first (time).  The extraneous dimensions
               are assumed to represent epochs so the data is
               just concatenated.

       AutoCovar
               As an alternative to Data, you can just give the
               temporal autocorrelation function.

       Smooth  Don't do prediction or filtering but smoothing.

       The method predict gives a prediction for some data plus a
       corresponding slice of the data, if evaluated in list con-
       text. This slice is given so that you may, if you wish,
       easily plot them atop each other.

       The rest of the documentation is under lazy evaluation.

AUTHOR
       Copyright (C) Tuomas J. Lukka 1997.  All rights reserved.
       There is no warranty. You are allowed to redistribute this
       software / documentation under certain conditions. For
       details, see the file COPYING in the PDL distribution. If
       this file is separated from the PDL distribution, the
       copyright notice should be included in the file.



perl v5.6.1                 2000-05-23                 LinPred(d)