Description of the program: delay

This program produces delay vectors either from a scalar or from a multivariate time series.

Usage:

delay [Options]

Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also - means stdin

Possible options are:

Option Description Default

-l# number of data to use whole file

-x# number of lines to be ignored 0

-M# Number of columns to be read 1

-c# column to be read 1,...,# of columns

-m# embedding dimension 2

-F# The format for the embedding vector (see example) not set

-d# delay of the embedding vector 1

-D# list of individual delays (see example) not set
-o# output file name
without file name: 'datafile'.del
(or stdin.del if stdin was read)
If no -o option is given stdout is used

-V# verbosity level
0: only panic messages
1: add input/output messages 1

-h show these options none

Option	Description	Default
-l#	number of data to use	whole file
-x#	number of lines to be ignored	0
-M#	Number of columns to be read	1
-c#	column to be read	1,...,# of columns
-m#	embedding dimension	2
-F#	The format for the embedding vector (see example)	not set
-d#	delay of the embedding vector	1
-D#	list of individual delays (see example)	not set
-o#	output file name	without file name: 'datafile'.del (or stdin.del if stdin was read) If no -o option is given stdout is used
-V#	verbosity level 0: only panic messages 1: add input/output messages	1
-h	show these options	none

Example for the -F flag

Suppose a two component time series, with components x_i and y_i is given. From this series a 5 dimensional delay vector, which consists of 3 delayed x and 2 delayed y, shall be created. This would give delay vectors of the form (suppose the delay is 1)
(x_i,x_i-1,x_i-2,y_i, y_i-1) This is achieved by setting: -M2 -F 3,2, which means read 2 components (-M 2) and do the 3,2 (-F 3,2) embedding as shown above.

It is also possible to combine the -M and -m flags. If the value of -m is an integer multiple of the -M value, the program assumes a symmetric embedding. E.g.: -M3 -m9 is the same as -M3 -F3,3,3. In case -m is not a integer multiple of -M the program complains and asks for -F.

-F needs a list of comma separated "partial" dimensions.

Example for the -D flag

The idea of this flag is to allow the construction of delay vectors with varying delays. Suppose a delay vector of the form
(x(i),x(i-d₁),x(i-d₁-d₂)) This is possible with the setting: -m3 -Dd₁, d₂
-D needs a list of comma separated delays.

Description of the Output:

The delay vectors. Nothing else.

View the C-sources.

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