embed
Embedding a Time Series
Embeds the time series x
into a lowdimensional
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[t1]
, ..., x[tdimension+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)
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