embedSeries {fractal} | R Documentation

## Creates a delay embedding of a single variable time series

### Description

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).

### Usage

    embedSeries(x, dimension=NULL, tlag=NULL, series.name=NULL)

### Arguments

`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`.

### Value

an object of class `embedSeries`.

### S3 METHODS

[
  data access method. Usage: `x[1:3,1]`.
as.matrix
  convert embedding into matrix object. Usage: `as.matrix(x)`.
eda.plot
  creates an extended data analysis plot of the data summarizing many of its statistical features. Usage: `eda.plot(x)`.
plot
  plots the embedding. For embeddings higher than 3, a spin plot of the data is generated. Use the buttons on the spin control panel to conrtol the display. Available options to the plot function are:
  dim
    The plot dimension. Must be less than or equal to the maximal embedding dimension (number of columns in the embedding matrix). Default: the maximal embedding dimension.
  ...
    Additional plot arguments (set internally by the `par` function).

  Usage: `plot(x)`.

print
  prints a summary of the embedding. Available options are:
  ...
    Additional print arguments used by the standard `print` function.

  Usage: `print(x)`.

### See Also

`timeLag`, `FNN`, `corrDim`, `determinism`.

### Examples

    ## 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)

[Package fractal version 1.0-1 Index]