

embed {ts}                                   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]' con-
     sists 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)

