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 tth observation on each variable.
Value
-
A matrix containing the embedded time series
x.
Examples
library(stats)
x <- 1:10
embed (x, 3)
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