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C++ API

Function File: output = delay (S)
Function File: output = delay (S, paramName, paramValue, …)

Produce delay vectors

Input

S

This function always assumes that each time series is along the longer dimension of matrix S. It also assumes that every dimension (counting along the shorter dimension) of S is considered a component of the time series. So 

S = [[1:1000];[5:1004]]

would be considered a 2 component, 1000 element time series. Thus a typical call of ’henon’ requires to choose one column of it. For instance: 

res = henon (5000);
delay (res(:,1));

Parameters

d

Delay of the embedding vector. Can be either a vector of delays or a single value. Replaces flags ’-d’ and ’-D’ from TISEAN package. Example 

delay ([1:10], 'd', [2,4], 'm', 3)

This input will produce a delay vetor of the form 

(x(i),x(i-2),x(i-2-4))

It is important to remember to keep (lenght of ’D’) == (value of flag ’-M’ from TISEAN == number of components of (S)) whenever parameter ’D’ is a vector.

f

The format of the embedding vector. Replaces flag ’-F’ from TISEAN. Example (assuming a and b are column vectors of the same length) 

delay ([a,b], 'f', [3,2])

This input will produce a delay vector in the form 

(a(i),a(i-1),a(i-2),b(i),b(i-1))
m

The embedding dimension. Replaces flag ’-m’ from TISEAN. Must be scalar integer. Also it needs to be integer multiple of number of components of (S) or else ’F’ needs to be set. The following two examples are equivalent calls (a, b, c are column vectors of the same size) 

delay ([a,b,c], 'm', 9)
delay ([a,b,c], 'f', [3,3,3])

Output

Produces a matrix that contains delay vectors.

Algorithms

The algorithms for this functions have been taken from the TISEAN package.

Package: tisean