1LinPred(3)            User Contributed Perl Documentation           LinPred(3)
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NAME

6       PDL::Filter::LinPred - Linear predictive filtering
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SYNOPSIS

9               $a = new PDL::Filter::LinPred(
10                       {NLags => 10,
11                        LagInterval => 2,
12                        LagsBehind => 2,
13                        Data => $dat});
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15               ($pd,$corrslic) = $a->predict($dat);
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DESCRIPTION

18       A filter by doing linear prediction: tries to predict the next value in
19       a data stream as accurately as possible. The filtered data is the
20       predicted value. The parameters are
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22       NLags   Number of time lags used for prediction
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24       LagInterval
25               How many points each lag should be
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27       LagsBehind
28               If, for some strange reason, you wish to predict not the next
29               but the one after that (i.e. usually f(t) is predicted from
30               f(t-1) and f(t-2) etc., but with LagsBehind => 2, f(t) is
31               predicted from f(t-2) and f(t-3)).
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33       Data    The input data, which may contain other dimensions past the
34               first (time).  The extraneous dimensions are assumed to
35               represent epochs so the data is just concatenated.
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37       AutoCovar
38               As an alternative to Data, you can just give the temporal
39               autocorrelation function.
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41       Smooth  Don't do prediction or filtering but smoothing.
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43       The method predict gives a prediction for some data plus a
44       corresponding slice of the data, if evaluated in list context. This
45       slice is given so that you may, if you wish, easily plot them atop each
46       other.
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48       The rest of the documentation is under lazy evaluation.
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AUTHOR

51       Copyright (C) Tuomas J. Lukka 1997.  All rights reserved. There is no
52       warranty. You are allowed to redistribute this software / documentation
53       under certain conditions. For details, see the file COPYING in the PDL
54       distribution. If this file is separated from the PDL distribution, the
55       copyright notice should be included in the file.
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59perl v5.30.0                      2019-09-05                        LinPred(3)