function [delayedTimeSeries] = TOOL_HankelShift(timeSeries, delayParameter) % This function TOOL_HankelShift converts a time series into a delayed time % series with regard to the delay parameter. % % A small example for a time delay embedding: % |x0 x1| % [x0 x1 x2 x3] ----- delayParameter = 2 -----> |x1 x2| % |x2 x3| % % [delayedTimeSeries] = TOOL_HankelShift(timeSeries, delayParameter) % % Input: % * timeSeries % * delayParameter % % Output: % * delayedTimeSeries [dim1,dim2] = size(timeSeries); if (delayParameter >= dim2) error('The delayed time series could not be produced - the delay parameter is too large!') end delayedTimeSeries = zeros(dim1*(delayParameter+1),dim2-delayParameter); for k = 0:delayParameter delayedTimeSeries(k*dim1+1:(k+1)*dim1 , 1:end) = timeSeries(:,1+k:dim2-delayParameter+k); end end