PredictExclusionRadius: Prediction skill versus exclusion radius

Description

Simplex prediction skill (rho) swept over the temporal exclusion radius.

Usage

PredictExclusionRadius(dataFrame = NULL, columns, target, lib, pred,
                       exclusionRadius = NULL, E = 1, Tp = 1, tau = -1,
                       embedded = FALSE, validLib = logical(0),
                       noTime = FALSE, ignoreNan = TRUE, numProcess = 4,
                       backend = "RANN", pathIn = "./", dataFile = "",
                       pathOut = "./", predictFile = "",
                       parameterList = FALSE, showPlot = FALSE)

Value

A data.frame with columns ExclusionRadius and rho.

Arguments

dataFrame: A data.frame of input data. The first column must be a time index or time values unless noTime = TRUE.
columns: Column name(s) to build the embedding: character vector or space-separated string.
target: Target column name to predict.
lib: Library (training) index range as (start end) pairs.
pred: Prediction index range as (start end) pairs.
exclusionRadius: Temporal (Theiler) exclusion radius around each prediction point.
E: Embedding dimension.
Tp: Forecast interval (prediction horizon).
tau: Embedding delay (negative selects past lags).
embedded: If TRUE, columns already form the embedding.
validLib: Logical vector marking admissible library rows (or length 0 for all).
noTime: If TRUE, synthesise a 1..N time index instead of using column 1.
ignoreNan: Remove rows with NaN in the embedding from the library and prediction sets.
numProcess: Number of worker processes for the parameter sweep or task grid.
backend: Nearest-neighbour backend: "RANN" (default) or "brute".
pathIn: File path for input dataFile.
dataFile: Input dataFile, .csv format.
pathOut: Output file path for predictFile
predictFile: Output file name, .csv format.
parameterList: Append named list of parameters/values to return.
showPlot: If TRUE, draw a base-graphics plot of the result.