Embed
Description : Creates a data block of time-delay embedding from each of the columns in the csv file or dataFrame.
Python :
Embed(pathIn='./', dataFile='', dataFrame=None, E=0,
tau=-1, columns='', verbose=False)
R :
Embed(path = "./", dataFile = "", dataFrame = NULL, E = 0,
tau = -1, columns = "", verbose = FALSE)
| Parameter | Type | Default | Purpose |
|---|---|---|---|
| pathIn | string | "./" | Input data file path |
| dataFile | string | "" | Data file name |
| dataFrame | pyEDM: pandas DataFrame rEDM: data.frame |
None | Input DataFrame |
| E | int | 0 | Data dimension |
| tau | int | -1 | Embedding shift. Negative: lag, positive: future |
| columns | string or [] | "" | Column names |
| verbose | bool | False | Echo messages |
Refer to the parameters table for general parameter definitions.
Notes :
The columns parameter can be a list of column names, a list of
column indices, or a whitespace separated string of column names or indices.
The MakeBlock function can be called with deletePartial = True
to return a DataFrame with |tau| * (E-1) rows of partial vectors removed
(rows with NaNs) as a result of the embedding.
The time column is not included in the returned DataFrame.
Returns :
DataFrame with embedded columns.