

   embed {ts}                                   R Documentation

   EEmmbbeeddddiinngg aa TTiimmee SSeerriieess

   DDeessccrriippttiioonn::

        Embeds the time series `x' into a low-dimensional
        Euclidean space.

   UUssaaggee::

        embed (x, dimension = 1)

   AArrgguummeennttss::

          x: a numeric vector, matrix, or time series.

   dimension: a scalar representing the embedding dimension.

   DDeettaaiillss::

        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]' con-
        sists of the `t'th observation on each variable.

   VVaalluuee::

        A matrix containing the embedded time series `x'.

   AAuutthhoorr((ss))::

        A. Trapletti, B.D. Ripley

   EExxaammpplleess::

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

