| % File src/library/stats/man/embed.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{embed} |
| \title{Embedding a Time Series} |
| \usage{ |
| embed (x, dimension = 1) |
| } |
| \alias{embed} |
| \arguments{ |
| \item{x}{a numeric vector, matrix, or time series.} |
| \item{dimension}{a scalar representing the embedding dimension.} |
| } |
| \description{ |
| Embeds the time series \code{x} into a low-dimensional |
| Euclidean space. |
| } |
| \details{ |
| Each row of the resulting matrix consists of sequences |
| \code{x[t]}, \code{x[t-1]}, \dots, \code{x[t-dimension+1]}, where |
| \code{t} is the original index of \code{x}. If \code{x} is a matrix, |
| i.e., \code{x} contains more than one variable, then \code{x[t]} |
| consists of the \code{t}th observation on each variable. |
| } |
| \value{ |
| A matrix containing the embedded time series \code{x}. |
| } |
| \author{A. Trapletti, B.D. Ripley} |
| \examples{ |
| x <- 1:10 |
| embed (x, 3) |
| } |
| \keyword{ts} |
| |