embed {stats} | R Documentation |

## Embedding a Time Series

### Description

Embeds the time series `x`

into a low-dimensional
Euclidean space.

### Usage

embed (x, dimension = 1)

### Arguments

`x` |
a numeric vector, matrix, or time series. |

`dimension` |
a scalar representing the embedding dimension. |

### Details

Each row of the resulting matrix consists of sequences
`x[t]`

, `x[t-1]`

, ..., `x[t-dimension+1]`

, where
`t`

is the original index of `x`

. If `x`

is a matrix,
i.e., `x`

contains more than one variable, then `x[t]`

consists of the `t`

th observation on each variable.

### Value

A matrix containing the embedded time series `x`

.

### Author(s)

A. Trapletti, B.D. Ripley

### Examples

x <- 1:10
embed (x, 3)

[Package

*stats* version 2.5.0

Index]