Difference between revisions of "Octave-tsa"

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(Created page with "{{Entry |Name=Octave-tsa |Short description=Stochastic concepts and maximum entropy methods for time series analysis in Octave. |Full description=The TSA toolbox is useful for an...")
 
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* Test for UnitCircle- and Hurwitz- Polynomials
 
* Test for UnitCircle- and Hurwitz- Polynomials
 
* multiple signal processing
 
* multiple signal processing
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|Homepage URL=http://octave.sourceforge.net/tsa/index.html
 
|User level=intermediate
 
|User level=intermediate
|Status=Live
 
|Component programs=
 
|Homepage URL=http://octave.sourceforge.net/tsa/index.html
 
|VCS checkout command=
 
 
|Computer languages=Shell script
 
|Computer languages=Shell script
 
|Documentation note=http://octave.sourceforge.net/doc/funref_tsa.html
 
|Documentation note=http://octave.sourceforge.net/doc/funref_tsa.html
|Paid support=
 
|IRC help=
 
|IRC general=
 
|IRC development=
 
 
|Related projects=Octave
 
|Related projects=Octave
 
|Keywords=math,tool,time,package,octave,stochastic algorithms,calculate
 
|Keywords=math,tool,time,package,octave,stochastic algorithms,calculate
|Is GNU=n
+
|Version identifier=4.4.5
|Last review by=Kelly Hopkins
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|Version date=2017/01/03
|Last review date=2009-07-31
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|Version status=stable
 +
|Version download=http://downloads.sourceforge.net/octave/tsa-4.4.5.tar.gz?download
 +
|Last review by=Alejandroindependiente
 +
|Last review date=2017/01/17
 
|Submitted by=Database conversion
 
|Submitted by=Database conversion
 
|Submitted date=2011-04-01
 
|Submitted date=2011-04-01
|Version identifier=4.0.1
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|Status=
|Version date=2009-05-03
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|Is GNU=No
|Version status=stable
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|License verified date=2009-07-31
|Version download=http://downloads.sourceforge.net/octave/tsa-4.0.1.tar.gz?download
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}}
 +
{{Project license
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|License=GPLv2orlater
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|License verified by=Kelly Hopkins
 
|License verified date=2009-07-31
 
|License verified date=2009-07-31
|Version comment=
 
 
}}
 
}}
 
{{Person
 
{{Person
 +
|Real name=Alois Schloegl
 
|Role=Maintainer
 
|Role=Maintainer
|Real name=Alois Schloegl
 
 
|Email=a.schloegl@ieee.org
 
|Email=a.schloegl@ieee.org
 
|Resource URL=
 
|Resource URL=
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|Interface=command-line
 
|Interface=command-line
 
}}
 
}}
{{Project license
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{{Featured}}
|License=GPLv2orlater
 
|License verified by=Kelly Hopkins
 
|License verified date=2009-07-31
 
}}
 

Revision as of 23:15, 16 January 2017


[edit]

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





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


Software prerequisites

KindDescription
Required to useOctave >= 2.9.7




Entry
















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The copyright and license notices on this page only apply to the text on this page. Any software or copyright-licenses or other similar notices described in this text has its own copyright notice and license, which can usually be found in the distribution or license text itself.