stateSpace {patterncausality} | R Documentation |
State Space Reconstruction
Description
Reconstructs the state space of a time series using delay embedding, creating a matrix where each row represents a point in the reconstructed space.
Usage
stateSpace(ts, E, tau, verbose = FALSE)
Arguments
ts |
Numeric vector; time series data |
E |
Integer; embedding dimension (E > 1) |
tau |
Integer; time delay (tau > 0) |
verbose |
Logical; whether to display progress information |
Details
State Space Reconstruction Analysis
The function implements Takens' embedding theorem to reconstruct state space:
Creates delay vectors using specified embedding dimension (E)
Applies time delay (tau) between consecutive elements
Handles boundary conditions and missing values
Value
An object of class "pc_state" containing:
matrix: The reconstructed state space matrix
parameters: List of reconstruction parameters
original: Original time series data
Related Packages
-
nonlinearTseries: Nonlinear time series analysis
-
tseriesChaos: Chaos theory analysis tools
-
fractal: Fractal analysis methods
Examples
ts <- c(1:100)
result <- stateSpace(ts, E = 3, tau = 2)
plot(result)