PDL::Filter::LinPred - Linear predictive filtering |
PDL::Filter::LinPred - Linear predictive filtering
$a = new PDL::Filter::LinPred( {NLags => 10, LagInterval => 2, LagsBehind => 2, Data => $dat});
($pd,$corrslic) = $a->predict($dat);
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
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)).
The method predict 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.
The rest of the documentation is under lazy evaluation.
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.
PDL::Filter::LinPred - Linear predictive filtering |