TimeDelayed
1変量時系列データからの時間遅れ座標系の算出
TimeDelayed(x,3,1)
TimeDelayed<-function(x,m,t){
tmpn<-length(x)+1-((m-1)*(t+1))
d<-matrix(0,tmpn,m)
for(i in 1:m){
tmp<-(i-1)*t+1
d[,i]<- x[tmp:(tmpn+tmp-1)]
}
d
}
\name{TimeDelayed}
\alias{TimeDelayed}
%- Also NEED an '\alias' for EACH other topic documented here.
\title{
TimeDelayed
}
\description{
1変量時系列データからの時間遅れ座標系の算出
}
\usage{
TimeDelayed(x,3,1)
}
%- maybe also 'usage' for other objects documented here.
\details{
%% ~~ If necessary, more details than the description above ~~
}
\value{
指定次元を列数とする行列
}
\references{
%% ~put references to the literature/web site here ~
}
\author{
%% ~~who you are~~
}
\note{
%% ~~further notes~~
}
%% ~Make other sections like Warning with \section{Warning }{....} ~
\seealso{
}
\examples{
L<-100
iter<-5
t<-seq(from=0,to=1,length.out=L)*2*pi
t<-rep(t,iter)
x<-cos(t)*exp(sin(t))+10*cos(exp(1)*t+3)
k<-0.01
s<-var(x)
x<-x+rnorm(length(t),sd=sqrt(s)*k)
par(mfcol=c(1,3))
plot(x,type="l")
f.out<-filter(x,rep(1,3))
plot(f.out,col=2,type="l")
td<-TimeDelayed(f.out,3,1)
matplot(td,type="l")
par(mfcol=c(1,1))
library(rgl)
plot3d(td[,1],td[,2],td[,3])