embed
Create mebedding vector.
Syntax
y=embed(x,m,t)
Description
Creates the phase space embedding vector y using the time series x and the embedding dimension m and embedding delay t.Examples
x = sin(0:0.1:10*2*pi);
y = embed(x,2,16);
plot(y(:,1),y(:,2))
References
Kennel, M. B., Brown, R., Abarbanel, H. D. I.: Determining embedding dimension for phase-space reconstruction using a geometrical construction, Phys. Rev. A, 45, 1992.