embed {stats} | R Documentation |
Embeds the time series x
into a low-dimensional
Euclidean space.
embed (x, dimension = 1)
x |
a numeric vector, matrix, or time series. |
dimension |
a scalar representing the embedding dimension. |
Each row of the resulting matrix consists of sequences
x[t]
, x[t-1]
, ..., x[t-dimension+1]
, where
t
is the original index of x
. If x
is a matrix,
i.e., x
contains more than one variable, then x[t]
consists of the t
th observation on each variable.
A matrix containing the embedded time series x
.
A. Trapletti, B.D. Ripley
x <- 1:10 embed (x, 3)