embedding time series data

embedding time series data

Usage

# S4 method for class 'data.frame'
embedded(data, target, E = 3, tau = 0)

Arguments

data

observation data.

target

name of target variable.

E

(optional) embedding dimensions.

tau

(optional) step of time lags.

Value

A matrix

Examples

embedded(data.frame(t = 1:5),"t",3)
#>      [,1] [,2] [,3]
#> [1,]    1  NaN  NaN
#> [2,]    2    1  NaN
#> [3,]    3    2    1
#> [4,]    4    3    2
#> [5,]    5    4    3