free society. We build this foundation.
With your help, we will raise $450,000 this
winter to make this foundation even stronger.
Donate today, and build us up for 2014.
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
|License||Verified by||Verified on||Notes|
|GPLv2orlater||Kelly Hopkins||31 July 2009|
Leaders and contributors
Resources and communication
This entry (in part or in whole) was last reviewed on 31 July 2009.