embedSeries             package:fractal             R Documentation

_C_r_e_a_t_e_s _a _d_e_l_a_y _e_m_b_e_d_d_i_n_g _o_f _a _s_i_n_g_l_e _v_a_r_i_a_b_l_e _t_i_m_e _s_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     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).

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       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'.

_V_a_l_u_e:

     an object of class 'embedSeries'.

_S_3 _M_E_T_H_O_D_S:


     [ data access method. Usage: 'x[1:3,1]'.

     _a_s._m_a_t_r_i_x convert embedding into matrix object. Usage:
          'as.matrix(x)'.

     _e_d_a._p_l_o_t creates an extended data analysis plot of the data
          summarizing many of its statistical features. Usage:
          'eda.plot(x)'.

     _p_l_o_t 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:

          _d_i_m 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). .in -5

               Usage: 'plot(x)'.

          _p_r_i_n_t prints a summary of the embedding. Available options
               are:

               ... Additional print arguments used by the standard
                    'print' function. .in -5

                    Usage: 'print(x)'.

_S_e_e _A_l_s_o:

     'timeLag', 'FNN', 'corrDim', 'determinism'.

_E_x_a_m_p_l_e_s:

     ## 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)

