LinPred(3pm)

✨ NAME ✨

PDL::Filter::LinPred — linear predictive filtering 💖 (yes bestie, we're predicting the future, kinda)

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🌸 SYNOPSIS 🌸

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

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

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🦋 DESCRIPTION 🦋

okay so picture this: it's a filter, but its whole personality is linear prediction. It looks at a data stream and tries to guess the next value as accurately as it possibly can, and the filtered data it gives you back is that predicted value. no cap. 🔮

The parameters are giving very much "here's how you tune me":

• NLags — number of time lags used for prediction 👑
• LagInterval — how many points each lag should be
• LagsBehind — so if, for some strange reason 🫣, you want to predict not the next value but the one after that, this is your girl. 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).
• Data — the input data, which may contain other dimensions past the first (time). Those extraneous dimensions are assumed to represent epochs, so the data is just concatenated. simple as that 💅
• AutoCovar — as an alternative to Data, you can just hand over the temporal autocorrelation function instead.
• Smooth — don't do prediction or filtering, just do smoothing. it's giving self-care ✨

The method predict gives you a prediction for some data plus a corresponding slice of the data, if it's evaluated in list context. That slice is there so you can, if you wish, easily plot the two atop each other. cute, right? 🎀

The rest of the documentation is under lazy evaluation. 💀 (she said what she said)

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🫶 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. 📜

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okay that's the whole page bestie, go forth and filter 🌈✌️

this was perl v5.42.3, dated 2026-08-19 — mwah, xoxo, LinPred(3pm) out 💖