| createEmbedDS {DMwR2} | R Documentation |
Creates an embeded data set from an univariate time series
Description
Function for creating and embeded data set from a univariate time series given an embed size
Usage
createEmbedDS(s, emb=4)
Arguments
s |
A univariate time series (can be a numeric vector or a xts object) |
emb |
The size of the embed for creating the data set (defaults to 4) |
Details
The function creates a data set corresponding to the embed of a certain size of a given univariate time series.
For instance for an embed of size 3 each row of the data set will contain the value of the series at time t, t-1 and t-2.
Value
Either a matrix or a multivariate xts, depending on whether the input series is a numberic vector or a univariate xts, respectively.
Author(s)
Luis Torgo ltorgo@dcc.fc.up.pt
References
Torgo, L. (2016) Data Mining using R: learning with case studies, second edition, Chapman & Hall/CRC (ISBN-13: 978-1482234893).
See Also
Examples
## A simple example with a random time series
x <- rnorm(100)
head(x)
dataSet <- createEmbedDS(x,emb=5)
head(dataSet)