embed

0th

Percentile

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.

Aliases
  • embed
Examples
library(stats) # NOT RUN { x <- 1:10 embed (x, 3) # }
Documentation reproduced from package stats, version 3.6.1, License: Part of R 3.6.1

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