tangle: Calculate Tangle

In RobertGM111/Tangle: Calcuates Tangle of a Time Series

Description

Tangle is an interative unfolding algorithm which measures complexity of a time series by forcing a 3-dimension embedding of this time series into an ellipse.

Usage

tangle(x, tau = NA, eps = 0.05, returnMats = TRUE)

Arguments

x	A vector of equally spaced time series data.
tau	Positive integer value for time lag associated with Takens' embedding matrix.
eps	A small positive value for determining if the untangling procedure should terminate.
returnMats	Boolean for determining if both tangled embedding matrix and untangled matrix are returned as well. If FALSE only tangleVal is returned.

Value

A list containing

• untangledMatrix - The original "tangled" embedding matrix.

• untangledMatrix - The final "untangled" embedding matrix.

• tangleVal - The tangle value of x.

Examples

# Generate data from Lorenz attractor
library(nonlinearTseries)
lorTS <- lorenz(do.plot = FALSE)$x

# Downsample for example speed
samps <- seq(1, length(lorTS), length.out = 500)
lorTS <- lorTS[samps]

# Estimate tau
lorTau <- timeLag(lorTS)

# Calculate Tangle
tangle(lorTS, tau = lorTau)

RobertGM111/Tangle documentation built on Oct. 30, 2019, 10:59 p.m.