tseriesChaos (version 0.1-2)

embedd: Embedding of a time series

Description

Embedding of a time series with provided time delay and embedding dimension parameters.

Usage

embedd(x, m, d)

Arguments

x

time series

m

embedding dimension

d

time delay

Value

• Matrix with columns corresponding to lagged time series.

Details

Embedding of a time series with provided delay and dimension parameters.

Examples

library(scatterplot3d)
xyz <- embedd(rossler.ts, m=3, d=8)
colnames(xyz) <- c("x","y","z")
scatterplot3d(xyz, type="l", xlab=expression(x[t]), ylab=expression(x[t+tau]), zlab=expression(x[t+2*tau]))