Difference between revisions of "Octave-tsa"
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|Homepage URL=http://octave.sourceforge.net/tsa/index.html | |Homepage URL=http://octave.sourceforge.net/tsa/index.html | ||
|User level=intermediate | |User level=intermediate | ||
+ | |Extension of=octave | ||
+ | |VCS checkout command=hg clone http://hg.code.sf.net/p/octave/tsa octave-tsa | ||
|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 | ||
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|Email=a.schloegl@ieee.org | |Email=a.schloegl@ieee.org | ||
|Resource URL= | |Resource URL= | ||
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+ | {{Resource | ||
+ | |Resource audience=Developer | ||
+ | |Resource kind=VCS Repository Webview | ||
+ | |Resource URL=https://sourceforge.net/p/octave/tsa/ | ||
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{{Software category | {{Software category | ||
|Interface=command-line | |Interface=command-line | ||
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+ | |Prerequisite kind=Required to use | ||
+ | |Prerequisite description=[[Octave]] >= 2.9.7 | ||
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Revision as of 19:24, 22 January 2017
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
Leaders and contributors
Contact(s) | Role |
---|---|
Alois Schloegl | Maintainer |
Resources and communication
Audience | Resource type | URI |
---|---|---|
Debian (Ref) | https://tracker.debian.org/pkg/octave-tsa | |
Developer | VCS Repository Webview | https://sourceforge.net/p/octave/tsa/ |
Software prerequisites
Kind | Description |
---|---|
Required to use | Octave >= 2.9.7 |
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the page “GNU Free Documentation License”.
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.