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.\"
.IX Title "LinPred 3pm"
.TH LinPred 3pm "2021-05-01" "perl v5.32.1" "User Contributed Perl Documentation"
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.SH "NAME"
PDL::Filter::LinPred \- Linear predictive filtering
.SH "SYNOPSIS"
.IX Header "SYNOPSIS"
.Vb 5
\&        $x = new PDL::Filter::LinPred(
\&                {NLags => 10,
\&                 LagInterval => 2,
\&                 LagsBehind => 2,
\&                 Data => $dat});
\&
\&        ($pd,$corrslic) = $x\->predict($dat);
.Ve
.SH "DESCRIPTION"
.IX Header "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
.IP "NLags" 8
.IX Item "NLags"
Number of time lags used for prediction
.IP "LagInterval" 8
.IX Item "LagInterval"
How many points each lag should be
.IP "LagsBehind" 8
.IX Item "LagsBehind"
If, for some strange reason, you wish to predict not the next but
the one after that (i.e. usually f(t) is predicted from f(t\-1) and f(t\-2)
etc., but with LagsBehind => 2, f(t) is predicted from f(t\-2) and f(t\-3)).
.IP "Data" 8
.IX Item "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.
.IP "AutoCovar" 8
.IX Item "AutoCovar"
As an alternative to \fBData\fR, you can just give the temporal autocorrelation
function.
.IP "Smooth" 8
.IX Item "Smooth"
Don't do prediction or filtering but smoothing.
.PP
The method \fBpredict\fR gives a prediction for some data plus a corresponding
slice of the data, if evaluated in list context. This slice is given
so that you may, if you wish, easily plot them atop each other.
.PP
The rest of the documentation is under lazy evaluation.
.SH "AUTHOR"
.IX Header "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 \s-1COPYING\s0 in the \s-1PDL\s0
distribution. If this file is separated from the \s-1PDL\s0 distribution,
the copyright notice should be included in the file.