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
hg clone http://hg.code.sf.net/p/octave/tsa octave-tsa
Extension or Plugin
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 22 February 2018.
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