State Space Reconstruction Interface

A generic interface for reconstructing state spaces from time series data using either built-in or custom methods.

Usage

stateSpaceMethod(x, E, tau, ...)

# Default S3 method
stateSpaceMethod(x, E, tau, ...)

# S3 method for class 'custom'
stateSpaceMethod(x, E, tau, method, ...)

Arguments

x

Input time series

E

Embedding dimension (positive integer)

tau

Time delay (positive integer)

...

Additional arguments passed to methods

method

Custom function for state space reconstruction

Value

A list containing the reconstructed state space components

Details

Generic Interface for State Space Reconstruction

Methods (by class)

• stateSpaceMethod(default): Default state space reconstruction

• stateSpaceMethod(custom): Custom state space reconstruction

Examples

if (FALSE) { # \dontrun{
# Using default method
x <- rnorm(100)
s1 <- stateSpaceMethod(x, E=3, tau=2)

# Using custom method
custom_space <- function(x, E, tau) {
  list(matrix=embed(x, E))
}
s2 <- stateSpaceMethod(x, E=3, tau=2, method=custom_space)
} # }