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Reconstructs the state space of a time series using delay embedding, creating a matrix where each row represents a point in the reconstructed space.
stateSpace(ts, E, tau, verbose = FALSE)
An object of class "pc_state" containing:
matrix: The reconstructed state space matrix
parameters: List of reconstruction parameters
original: Original time series data
Numeric vector; time series data
Integer; embedding dimension (E > 1)
Integer; time delay (tau > 0)
Logical; whether to display progress information
nonlinearTseries: Nonlinear time series analysis
tseriesChaos: Chaos theory analysis tools
fractal: Fractal analysis methods
State Space Reconstruction Analysis
The function implements Takens' embedding theorem to reconstruct state space:
Creates delay vectors using specified embedding dimension (E)
Applies time delay (tau) between consecutive elements
Handles boundary conditions and missing values
ts <- c(1:100) result <- stateSpace(ts, E = 3, tau = 2) plot(result)
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