Nonlinear Time Series Analysis with R is package dedicated to provide tools derived from dynamical system theory for purpose of analysis nonlinear properties of time series. Developed version will contain things like:
devtools::install_github("bklimowski/ntsar")
Creation of recurrence matrix from time series.
library(ntsar)
set.seed(448)
n = 500
periodic_series <- (sin(1:n/16) + cos(1:n/10)/2 + tan(1:n/20))
plot(periodic_series, type = 'l')
recurrence_matrix(periodic_series, 0.5) %>%
image(col=gray.colors(2, start = 1, end = 0),
xaxt='n',
yaxt='n')
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.