Octave-tsa

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Octave-tsa

http://octave.sourceforge.net/tsa/index.html
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

Documentation

http://octave.sourceforge.net/doc/funref_tsa.html



Download

http://downloads.sourceforge.net/octave/tsa-4.4.5.tar.gz?download

version 4.4.5 (stable)
released on 3 January 2017



User level

Intermediate


VCS Checkout

Categories

Related Projects

Extension or Plugin

This package can be used as an extension, plugin, or add-on to:





Licensing

License

Verified by

Verified on

Notes

Verified by

Kelly Hopkins

Verified on

31 July 2009




Leaders and contributors

Contact(s)Role
Alois Schloegl Maintainer


Resources and communication

AudienceResource typeURI
DeveloperVCS Repository Webviewhttps://sourceforge.net/p/octave/tsa/
Debian (Ref)https://tracker.debian.org/pkg/octave-tsa


Software prerequisites

KindDescription
Required to useOctave >= 2.9.7

This entry (in part or in whole) was last reviewed on 22 February 2018.



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