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.
Value
A matrix containing the embedded time series x.
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 tth observation on each variable.