I’m thinking of make a command to change Hankel matrix into x time series

Question

Ahmed 2023-6-29

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https://ww2.mathworks.cn/matlabcentral/answers/1989543-i-m-thinking-of-make-a-command-to-change-hankel-matrix-into-x-time-series

编辑： David Goodmanson 2023-6-30

    y =
      [17    24     1     8    15
      23     5     7    14    16
       4     6    13    20    22
      10    12    19    21     3
      11    18    25     2     9] my question how could  I use function to be x =  [17 ,24,5,7,13,20,21,3,9].

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Shantanu Dixit 2023-6-29

Could you please elaborate, it's a bit unclear what you're asking. Thanks

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Answer 1

David Goodmanson 2023-6-29

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https://ww2.mathworks.cn/matlabcentral/answers/1989543-i-m-thinking-of-make-a-command-to-change-hankel-matrix-into-x-time-series#answer_1264663

编辑：David Goodmanson 2023-6-30

在 MATLAB Online 中打开

Hi Ahmed,

here is one way

y = magic(5)
n = size(y,2);
x = zeros(1,2*n-1);
x(1:2:end) = diag(y).';
x(2:2:end) = diag(y,1).'

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Ahmed 2023-6-29

编辑：Ahmed 2023-6-29

it did not work

Unable to perform assignment because the left and right sides have a different number of elements.

I have n * m matrix 5000*3000

i want to have x of time series from hankel matrix

David Goodmanson 2023-6-29

编辑：David Goodmanson 2023-6-30

Hi Ahmed,

your example was a square matrix. I changed the code in the answer so it works when there are more rows than columns, such as 5000x3000. Except in that case, at row 3000 the pattern will hit column 3000 at the right hand side of the matrix. This leaves a 2000x3000 matrix at the bottom that is not being sampled from. Is anythng supposed to happen then?

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