| embedSeries {fractal} | R Documentation |
Given the time series X(t), the embedding dimension E, and the time delay tau, the embedding coordinates are defined as X(t), X(t + tau), ... , X(t + (E - 1)*tau).
embedSeries(x, dimension=NULL, tlag=NULL, series.name=NULL)
x |
a vector containing a uniformly-sampled real-valued time series. |
dimension |
the maximal embedding dimension. Default: 2. |
series.name |
a character string defining the name of the input time series. Default: deparseText(substitute(x)). |
tlag |
the time delay between coordinates. Default: the first zero crossing of the
autocorrelation function of x. |
an object of class embedSeries.
x[1:3,1].as.matrix(x).eda.plot(x).par function).
Usage: plot(x).
print function.
Usage: print(x).
timeLag, FNN, corrDim, determinism.
## embed the beamchaos series in 10 dimensions ## using a time lag of 15. z <- embedSeries(beamchaos, tlag=15, dim=10) ## plot the attractor in the phase space ## Not run: plot(z) ## plot the embedding projected down to two ## dimensions plot(z, dim=2)