Octave-tsa
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
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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 |
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