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Index for ./tsa

Matlab files in this directory:

 aarCalculates adaptive autoregressive (AAR) and adaptive autoregressive moving average estimates (AARMA)
 aarmamEstimating Adaptive AutoRegressive-Moving-Average-and-mean model (includes mean term)
 ac2polyconverts the autocorrelation sequence into an AR polynomial
 ac2rcconverts the autocorrelation function into reflection coefficients
 acorfCalculates autocorrelations for multiple data series.
 acovfACOVF estimates autocovariance function (not normalized)
 adimADIM adaptive information matrix. Estimates the inverse
 amarmaAdaptive Mean-AutoRegressive-Moving-Average model estimation
 ar2polyconverts autoregressive parameters into AR polymials
 ar2rcconverts autoregressive parameters into reflection coefficients
 ar_spaAR_SPA decomposes an AR-spectrum into its compontents
 arcextARCEXT extracts AR and RC of order P from Matrix MX
 arfit2ARFIT2 estimates multivariate autoregressive parameters
 biacovfBiAutoCovariance function
 bisdemoBISDEMO (script) Shows BISPECTRUM of eeg8s.mat
 bispecCalculates Bispectrum
 contentTime Series Analysis (Ver 3.10)
 contentsTime Series Analysis - A toolbox for the use with Matlab and Octave.
 covmCOVM generates covariance matrix
 demoperfDemonstrates the much higher performance
 detrendDETREND removes the trend from data, NaN's are considered as missing values
 durlevfunction [AR,RC,PE] = durlev(ACF);
 flag_implicit_samplerateThe use of FLAG_IMPLICIT_SAMPLERATE is in experimental state.
 flixfloating point index - interpolates data in case of non-integer indices
 hist2resEvaluates Histogram data
 hist2res2Evaluates Histogram data
 histoHISTO calculates histogram for each column
 histo2HISTO2 calculates histogram of each column
 histo3HISTO3 calculates histogram and performs data compression
 histo4HISTO4 calculates histogram for rows and supports data compression
 hupHUP(C) tests if the polynomial C is a Hurwitz-Polynomial.
 invest0First Investigation of a signal (time series) - automated part
 invest1First Investigation of a signal (time series) - interactive
 invfdemoinvfdemo demonstrates Inverse Filtering
 latticeEstimates AR(p) model parameter with lattice algorithm (Burg 1968)
 lpcLPC Linear prediction coefficients
 mvaarMultivariate (Vector) adaptive AR estimation base on a multidimensional
 mvarMVAR estimates Multi-Variate AutoRegressive model parameters
 mvfilterMulti-variate filter function
 mvfreqzMVFREQZ multivariate frequency response
 pacfPartial Autocorrelation function
 parcorestimates partial autocorrelation coefficients
 poly2acconverts an AR polynomial into an autocorrelation sequence
 poly2arConverts AR polymials into autoregressive parameters.
 poly2rcconverts AR-polynomial into reflection coefficients
 rc2acconverts reflection coefficients to autocorrelation sequence
 rc2arconverts reflection coefficients into autoregressive parameters
 rc2polyconverts reflection coefficients into an AR-polynomial
 rmleRMLE estimates AR Parameters using the Recursive Maximum Likelihood
 selmoModel order selection of an autoregrssive model
 selmo2SELMO2 - model order selection for univariate and multivariate
 sinvest1SINVEST1 shows the parameters of a time series calculated by INVEST1
 sumskipnanSUMSKIPNAN adds all non-NaN values.
 tsademoTSADEMO demonstrates INVEST1 on EEG data
 ucpUCP(C) tests if the polynomial C is a Unit-Circle-Polynomial.
 y2resY2RES evaluates basic statistics of a data series

Other Matlab-specific files in this directory:

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