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tEDM (version 1.0)

embedded: embedding time series data

Description

embedding time series data

Usage

# S4 method for data.frame
embedded(data, target, E = 3, tau = 0)

Value

A matrix

Arguments

data

observation data.

target

name of target variable.

E

(optional) embedding dimensions.

tau

(optional) step of time lags.

Examples

Run this code
embedded(data.frame(t = 1:5),"t",3)

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