Grouping
Arguments
- y
A time series or a vector.
- L
The window length.
- groups
The number of eigentriples for reconstruction.
Examples
Group(AirPassengers[1:20], L=10, groups=5)
#> V1 V2 V3 V4 V5 V6 V7 V8
#> [1,] 110.9834 121.1231 133.8202 123.7290 120.9920 139.8659 147.1413 143.3647
#> [2,] 124.7370 127.2194 124.3237 125.8293 135.7834 145.9987 146.9094 137.5201
#> [3,] 128.3001 127.2949 124.1859 135.9244 148.1303 145.4082 135.6776 121.8380
#> [4,] 122.5994 126.2298 136.2936 146.8277 147.1272 135.4119 119.7930 108.6256
#> [5,] 128.0623 134.5251 145.4733 146.7954 135.7652 120.6374 108.8068 107.2264
#> [6,] 137.3693 144.7396 147.4028 136.0057 119.2110 109.4303 108.9261 118.1297
#> [7,] 142.0723 147.5801 138.8670 120.1475 107.2954 108.3674 119.0031 132.5499
#> [8,] 148.3689 139.7931 116.6534 107.3161 111.3964 118.0604 130.2874 137.0584
#> [9,] 137.7787 118.7725 106.0159 109.3098 120.8440 130.2277 135.8067 131.5466
#> [10,] 117.6774 102.8460 117.0029 120.9781 123.4588 136.6708 137.6943 129.0231
#> V9 V10 V11
#> [1,] 137.6749 119.2776 103.9107
#> [2,] 119.8457 108.0397 112.1199
#> [3,] 106.9155 108.3814 122.7916
#> [4,] 109.3270 119.4250 127.1849
#> [5,] 118.8975 131.0166 133.9035
#> [6,] 131.3374 136.6494 135.9305
#> [7,] 136.9518 131.4399 130.6354
#> [8,] 130.1274 130.6835 146.1268
#> [9,] 131.2443 148.3860 168.1717
#> [10,] 145.6289 168.8035 172.1838