embed                 package:stats                 R Documentation

_E_m_b_e_d_d_i_n_g _a _T_i_m_e _S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     embed (x, dimension = 1) 

_A_r_g_u_m_e_n_t_s:

       x: a numeric vector, matrix, or time series.

dimension: a scalar representing the embedding dimension.

_D_e_t_a_i_l_s:

     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.

_V_a_l_u_e:

     A matrix containing the embedded time series 'x'.

_A_u_t_h_o_r(_s):

     A. Trapletti, B.D. Ripley

_E_x_a_m_p_l_e_s:

     x <- 1:10
     embed (x, 3)