Browse wiki
| Computer languages
|
Shell script +
|
| Documentation note
|
http://octave.sourceforge.net/doc/funref_tsa.html
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| Full description
|
The TSA toolbox is useful for analysing Ti … 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- Polynomials
* multiple signal processing
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| Homepage URL
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http://octave.sourceforge.net/tsa/index.html +
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| Interface
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command-line +
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| Is GNU
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false +
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| Keywords
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math +
, tool +
, time +
, package +
, octave +
, stochastic algorithms +
, calculate +
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| Last review by
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Kelly Hopkins +
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| Last review date
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31 July 2009 +
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| License
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GPLv2orlater +
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| License verified by
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Kelly Hopkins +
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| License verified date
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31 July 2009 +
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| Name
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Octave-tsa +
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| Real name
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Alois Schloegl +
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| Related projects
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Octave +
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| Revisionid
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2,371 +
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| Revisiontimestamp
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12 April 2011 08:15:59 +
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| Revisionuser
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User:WikiSysop +
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| Role
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Maintainer +
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| Short description
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Stochastic concepts and maximum entropy methods for time series analysis in Octave. +
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| Submitted by
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Database conversion +
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| Submitted date
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1 April 2011 +
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| User level
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intermediate +
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| Version date
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3 May 2009 +
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| Version download
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http://downloads.sourceforge.net/octave/tsa-4.0.1.tar.gz?download +
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| Version identifier
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4.0.1 +
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| Version status
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stable +
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| Has queryThis property is a special property in this wiki.
|
Octave-tsa +
, Octave-tsa +
, Octave-tsa +
, Octave-tsa +
, Octave-tsa +
, Octave-tsa +
, Octave-tsa +
, Octave-tsa +
|
| Modification dateThis property is a special property in this wiki.
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5 March 2013 19:05:17 +
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| Page has default formThis property is a special property in this wiki.
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Entry +
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| Has subobjectThis property is a special property in this wiki.
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Octave-tsa +
, Octave-tsa +
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| EmailThis property is a special property in this wiki.
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a.schloegl@ieee.org +
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Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with no
Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A
copy of the license is included in the page “GNU Free
Documentation License”.
The copyright and license notices on this page only apply to the
text on this page. Any software described in this text has its
own copyright notice and license, which can usually be found in
the distribution itself.