embedSeries: Creates a delay embedding of a single variable time series

Description Usage Arguments Value S3 METHODS See Also Examples

Description

Given the time series X(t), the embedding dimension E, and the time delay tau, the embedding coordinates are defined as X(t), X(t + tau), ... , X(t + (E - 1)*tau).

Usage

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embedSeries(x, dimension=NULL, tlag=NULL, series.name=NULL)

Arguments

x

a vector containing a uniformly-sampled real-valued time series.

dimension

the maximal embedding dimension. Default: 2.

series.name

a character string defining the name of the input time series. Default: deparseText(substitute(x)).

tlag

the time delay between coordinates. Default: the first zero crossing of the autocorrelation function of x.

Value

an object of class embedSeries.

S3 METHODS

[

data access method. Usage: x[1:3,1].

as.matrix

convert embedding into matrix object. Usage: as.matrix(x).

eda.plot

creates an extended data analysis plot of the data summarizing many of its statistical features. Usage: eda.plot(x).

plot

plots the embedding. For embeddings higher than 3, a spin plot of the data is generated. Use the buttons on the spin control panel to conrtol the display. Available options to the plot function are:

dim

The plot dimension. Must be less than or equal to the maximal embedding dimension (number of columns in the embedding matrix). Default: the maximal embedding dimension.

...

Additional plot arguments (set internally by the par function).

Usage: plot(x).

print

prints a summary of the embedding. Available options are:

...

Additional print arguments used by the standard print function.

Usage: print(x).

See Also

timeLag, FNN, corrDim, determinism.

Examples

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## embed the beamchaos series in 10 dimensions 
## using a time lag of 15. 
z <- embedSeries(beamchaos, tlag=15, dim=10)

## plot the attractor in the phase space 
## Not run: plot(z)

## plot the embedding projected down to two 
## dimensions 
plot(z, dim=2)

Example output

Loading required package: splus2R
Loading required package: ifultools

fractal documentation built on May 30, 2017, 5:22 a.m.