Cross Recurrence Plot Toolbox 5.24 (R34)

CRP Toolbox

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.