The TSA toolbox is useful for analysing Time Series. The methods are based on stochastic concepts and maximum entropy methods. It includes:
- Stochastic Signal processing
- Autoregressive Model Identification
- adaptive autoregressive modelling using Kalman filtering
- multivariate autoregressive modelling
- maximum entropy spectral estimation
- matched (inverse) filter design
- Histogram analysis
- Calcution of the entropy of a time series
- Non-linear analysis (3rd order statistics)
- Test for UnitCircle- and Hurwitz- Polynomials
- multiple signal processing
released on 3 January 2017
Extension or PluginThis package can be used as an extension, plugin, or add-on to:
|License||Verified by||Verified on||Notes|
|GPLv2orlater||Kelly Hopkins||31 July 2009|
Leaders and contributors
Resources and communication
|Developer||VCS Repository Webview||https://sourceforge.net/p/octave/tsa/|
|Required to use||Octave >= 2.9.7|
This entry (in part or in whole) was last reviewed on 17 January 2017.
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