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Bug#481471: ITP: octave-tsa -- time series analysis in Octave

Package: wnpp
Severity: wishlist
Owner: Debian Octave Group <pkg-octave-devel@lists.alioth.debian.org>

* 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

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