embedd {tseriesChaos} | R Documentation |
Embedding of a time series with provided time delay and embedding dimension parameters.
embedd(x, m, d, lags)
x |
time series |
m |
embedding dimension (if lags missed) |
d |
time delay (if lags missed) |
lags |
vector of lags (if m and d are missed) |
Embedding of a time series with provided delay and dimension parameters.
Matrix with columns corresponding to lagged time series.
Antonio, Fabio Di Narzo. Multivariate time series patch by Jonathan Shore.
library(scatterplot3d) x <- window(rossler.ts, start=90) xyz <- embedd(x, m=3, d=8) scatterplot3d(xyz, type="l") ## embedding multivariate time series series <- cbind(seq(1,50),seq(101,150)) head(embedd(series, m=6, d=1))