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State Space Reconstruction

Source: R/stateSpace.R
stateSpace.Rd

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

Value

An object of class "pc_state" containing:

  • matrix: The reconstructed state space matrix

  • parameters: List of reconstruction parameters

  • original: Original time series data

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

  • 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)
#> Warning: no DISPLAY variable so Tk is not available