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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





version 4.4.5 (stable)
released on 3 January 2017

User level


VCS Checkout


Related Projects

Extension or Plugin

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



Verified by

Verified on


Verified by

Kelly Hopkins

Verified on

31 July 2009

Leaders and contributors

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

Required to useOctave >= 2.9.7

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


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