Stochastic concepts and maximum entropy methods for time series analysis in Octave.
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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