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Time Series

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Time Series Analysis Toolbox  
The TSA toolbox is useful for analyzing (univariate, stationary) Time Series. In comparison to other signal processing tools, the methods used here, are based on maximum entropy methods.
Submitted: Sep 11, 1999
ARMASA AutoRegressive Moving Average Spectral Analysis Toolbox  
Features a unique program to estimate the power spectrum. The spectrum containing all significant details is calculated from a time series model. Model type as well as model order are determined automatically from the data, using statistical criteria. Robust estimation algorithms and order selection criteria are used to obtain reliable results. Unlike in FFT analysis, where the experimenter has to set the amount of smoothing of the raw FFT, the right level of detail is assessed using the data only.
Submitted: Apr 10, 2001
Cross Recurrence Plot Toolbox  
A MATLAB toolbox for creation of recurrence plots, cross recurrence plot and their quantification (all RQA measures and further measures). It contains additional tools useful for nonlinear data analysis (e.g. ACE algorithm - nonlinear correlation test, phase space visualization, AR fit tool etc.).
Submitted: Feb 24, 2005



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