Calculates the signature space matrix from a state space matrix by computing differences between successive elements in each row. This transformation helps capture the dynamic patterns in the time series data.
Value
A signature space matrix where each row contains the differences between successive elements of the corresponding state space row
Details
Calculate Signature Space Matrix
The function performs the following steps:
Validates input matrix dimensions
For each row, computes differences between successive elements
Returns the transformed matrix maintaining the same number of rows
Similar functionality can be found in the 'nonlinearTseries' package's embedding functions, but this implementation is specifically tailored for pattern causality analysis.