Construct Delay Vector

Returns the delay vector given data, embedding dimension and time delay.

Description

This function returns the delay vector given the data, the embedding dimension and the time delay. Useful to use for priming data for use with PCA/ICA, SVD or Chaos Theory Analysis amongst others.

• Acknowledgements: This submission has inspired the following:; Delay Embedding Vector From Data
• MATLAB release: MATLAB 6.0 (R12)
• Other requirements: Simple program, should work reliably on any platform etc.

[joana vand]

wtf!?

[joana vand]

Sorry for the above comment...I'm very intelligent and obviously not a bit ignorant at all.

[Khoa Nguyen-Dang]

 

[Brian]

old post.. but still useful. However, would it not be a bit more correct to change

Y(:,i)=data(first:last);

to

Y(:,embed_dimen - i + 1)=data(first:last);

that way the output is organized such that Y(:,2) lags behind Y(:,1), not the other way around?