embedd {tseriesChaos}R Documentation

Embedding of a time series

Description

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

Usage

embedd(x, m, d, lags)

Arguments

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) }

Details

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

Value

Matrix with columns corresponding to lagged time series.

Author(s)

Antonio, Fabio Di Narzo

Examples

library(scatterplot3d)
x <- window(rossler.ts, start=90)
xyz <- embedd(x, m=3, d=8)
scatterplot3d(xyz, type="l")

[Package tseriesChaos version 0.1-8 Index]