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)

Arguments

x time series
m embedding dimension
d time delay

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)
xyz <- embedd(rossler.ts, m=3, d=8)
colnames(xyz) <- c("x","y","z")
scatterplot3d(xyz, type="l", xlab=expression(x[t]), ylab=expression(x[t+tau]), zlab=expression(x[t+2*tau]))

[Package tseriesChaos version 0.1-2 Index]