embedd: Embedding of a time series
In tseriesChaos: Analysis of Nonlinear Time Series

Description Usage Arguments Details Value Author(s) Examples

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

1	embedd(x, m, d, lags)

`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)

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

Matrix with columns corresponding to lagged time series.

Antonio, Fabio Di Narzo. Multivariate time series patch by Jonathan Shore.

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

## embedding multivariate time series
series <- cbind(seq(1,50),seq(101,150))
head(embedd(series, m=6, d=1))

Loading required package: deSolve
     V1/0 V2/0 V1/1 V2/1 V1/2 V2/2 V1/3 V2/3 V1/4 V2/4 V1/5 V2/5
[1,]    1  101    2  102    3  103    4  104    5  105    6  106
[2,]    2  102    3  103    4  104    5  105    6  106    7  107
[3,]    3  103    4  104    5  105    6  106    7  107    8  108
[4,]    4  104    5  105    6  106    7  107    8  108    9  109
[5,]    5  105    6  106    7  107    8  108    9  109   10  110
[6,]    6  106    7  107    8  108    9  109   10  110   11  111