Package: wnpp Severity: wishlist Owner: Debian Octave Group <[EMAIL PROTECTED]>
* Package name : octave-tsa Version : 3.10.6 Upstream Author : Alois Schlögl * URL : http://octave.sourceforge.net/tsa/index.html * License : GPL2+ Programming Lang: Octave Description : time series analysis in Octave The TSA toolbox for Octave is useful for analyzing (uni- and multivariate, stationary and non-stationary) Time Series. An Introductory tour to Time Series Analysis and the Download site can be found here. It can be used for: 1. stochastic signal processing 2. autoregressive model identification 3. matched (inverse) filter design 4. Histogram analysis 5. Calcution of the entropy of a timeseries 6. Non-linear analysis (3rd order statistics) 7. smoothing, prediction, filtering 8. Test for Hurwitz and Unit-Circle Polynomials 9. handles missing values (NaN's) Several criteria (AIC, BIC, FPE, MDL, SBC, CAT, PHI) for the selection of the order of an autoregressivemodel are included. Furthermore includes the toolbox a fast version ifthe Yule-Walker method for estimating Autoregressive parameters, the AutocovarianceFunction (ACovF), Autocorrelation Function (ACF), Partial ACF (PACF),andsome other useful staff. Demo programs can be started with "demo" or "demotsa". Version 2.40 (and higher) provides fast algorithms for testing polynomials; and many functions (e.g. ACovF and the Levinson-Durbin algorithms) are implemented for multiple series. This package will be maintained by the DOG (Debian Octave Group) and will soon appear in the SVN repository at Alioth [1]. [1] http://svn.debian.org/wsvn/pkg-octave/octave-forge-pkgs/octave-tsa -- Rafael Laboissiere, on behalf of the DOG -- To UNSUBSCRIBE, email to [EMAIL PROTECTED] with a subject of "unsubscribe". Trouble? Contact [EMAIL PROTECTED]