embed
Embedding a Time Series
Embeds the time series x
into a low-dimensional
Euclidean space.
- Keywords
- ts
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
.
Examples
library(stats)
x <- 1:10
embed (x, 3)
Community examples
Looks like there are no examples yet.