Delay Embedding Vector From Data

This scripts creates delayed vectors from data vector. You can chose delay and embedding dimension.

We have a data set data={x_1,x_2,x_3,...,x_N} and want to construct the delay vectors X(n)=(x_n,x_n-delta,x_n-2*delta,...,x_n-(embed_dimen-1)*delta).

The program takes:

INPUTS:
data = this is a vector with data from a dynamical system
embed_dimen = this is the dimension we are using to embed data
delta = this is the delay between data.

OUTPUTS:
Y = this is a matrix where row n is the vector X(n)