embed {stats}
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 tth observation on each variable.
Values
A matrix containing the embedded time series x.
Examples
x <- 1:10 embed (x, 3)
Documentation reproduced from R 2.15.3. License: GPL-2.