Octave-tsa
Octave-tsa
http://octave.sourceforge.net/tsa/index.html
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
Documentation
http://octave.sourceforge.net/doc/funref_tsa.html
Related Projects
Licensing
| License | Verified by | Verified on | Notes |
|---|---|---|---|
| GPLv2orlater | Kelly Hopkins | 31 July 2009 |
Leaders and contributors
| Contact(s) | Role |
|---|---|
 Alois Schloegl | Maintainer |
Resources and communication
Software prerequisites
This entry (in part or in whole) was last reviewed on 31 July 2009.
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