| embed {stats} | R Documentation |
Embedding a Time Series
Description
Embeds the time series x into a low-dimensional
Euclidean space.
Usage
embed (x, dimension = 1)
Arguments
x |
a numeric vector, matrix, or time series. |
dimension |
a scalar representing the embedding dimension. |
Details
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.
Value
A matrix containing the embedded time series x.
Author(s)
A. Trapletti, B.D. Ripley
Examples
x <- 1:10
embed (x, 3)
[Package stats version 4.4.0 Index]