embed: Embed the recurrence table via UMAP

In timradtke/recur: Naive Embedding of Many Time Series via Recurrence Plots

Description

This function takes the recurrence table version of a set of time series to embed the time series via Uniform Manifold Approximation and Projection (UMAP). This only provides access to the naive settings of the umap::umap package.

Usage

embed(object = NULL, data = NULL, ..., umap_object = TRUE)

Arguments

object	The recurrence object returned by measure(). If not provided, data will be used to first compute the recurrence object before it is embedded.
data	A dataframe with columns "id", "date", "value". See measure() for more information. If provided while object is left empty, the recurrence table is computed internally via measure() first.
...	Further parameters provided to measure().
umap_object	If TRUE (default), the object returned by umap::umap() is returned as well.

References

L. McInnes, J. Healy, J. Melville (2018). UMAP: Uniform Manifold Approximation and Projection for Dimension Reduction, ArXiv e-prints 1802.03426.

See Also

measure(), umap::umap(), cluster()

Examples

times <- recur::synthetic
measured <- measure(data = times, size = "triangle", shape = "wide")
embedded <- embed(object = measured)

# this generates the same result as
embedded <- embed(data = times, size = "triangle")

timradtke/recur documentation built on June 15, 2020, 12:41 a.m.