stats (version 3.6.2)

# embed: Embedding a Time Series

## Description

Embeds the time series `x` into a low-dimensional Euclidean space.

## Usage

`embed (x, dimension = 1)`

## Arguments

x

a numeric vector, matrix, or time series.

dimension

a scalar representing the embedding dimension.

## Value

A matrix containing the embedded time series `x`.

## 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.

## Examples

Run this code
``````# NOT RUN {
x <- 1:10
embed (x, 3)
# }
``````

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