embedded: embedding time series data

embeddedR Documentation

embedding time series data

Description

embedding time series data

Usage

## S4 method for signature 'data.frame'
embedded(data, target, E = 3, tau = 1)

Arguments

data

observation data.

target

name of target variable.

E

(optional) embedding dimensions.

tau

(optional) step of time lags.

Value

A matrix

Examples

embedded(data.frame(t = 1:5),"t",3)


tEDM documentation built on March 30, 2026, 5:07 p.m.