Embedding a Time Series
Embeds the time series
x into a low-dimensional
embed (x, dimension = 1)
- a numeric vector, matrix, or time series.
- a scalar representing the embedding dimension.
Each row of the resulting matrix consists of sequences
t is the original index of
x is a matrix,
x contains more than one variable, then
consists of the
tth observation on each variable.
A matrix containing the embedded time series
x <- 1:10 embed (x, 3)