pub fn delay_embedding(
series: &[Vec<f32>],
tau: usize,
embed_dim: usize,
) -> Vec<Vec<f32>>Expand description
Build a delay-embedded point cloud from a scalar or vector time series.
Each input row series[t] is a feature vector of length n_features.
The output row t is the concatenation of series[t], series[t-tau], series[t-2*tau], ..., series[t-(embed_dim-1)*tau], zero-padded for
indices before the start of the series.
Returns a matrix of shape [series.len(), n_features * embed_dim].