/usr/share/octave/packages/tsa-4.2.7/content.m is in octave-tsa 4.2.7-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 | % Time Series Analysis (Ver 3.10)
% Schloegl A. (1996-2003,2008) Time Series Analysis - A Toolbox for the use with Matlab.
% WWW: http://pub.ist.ac.at/~schloegl/matlab/tsa/
%
% $Id: content.m 11693 2013-03-04 06:40:14Z schloegl $
% Copyright (C) 1996-2003,2008 by Alois Schloegl <a.schloegl@ieee.org>
%
% Time Series Analysis - a toolbox for the use with Matlab
% aar adaptive autoregressive estimator
% acovf (*) Autocovariance function
% acorf (acf) (*) autocorrelation function
% pacf (*) partial autocorrelation function, includes signifcance test and confidence interval
% parcor (*) partial autocorrelation function
% biacovf biautocovariance function (3rd order cumulant)
% bispec Bi-spectrum
% durlev (*) solves Yule-Walker equation - converts ACOVF into AR parameters
% lattice (*) calcultes AR parameters with lattice method
% lpc (*) calculates the prediction coefficients form a given time series
% invest0 (*) a prior investigation (used by invest1)
% invest1 (*) investigates signal (useful for 1st evaluation of the data)
% selmo (*) Select Order of Autoregressive model using different criteria
% histo (*) histogram
% hup (*) test Hurwitz polynomials
% ucp (*) test Unit Circle Polynomials
% y2res (*) computes mean, variance, skewness, kurtosis, entropy, etc. from data series
% ar_spa (*) spectral analysis based on the autoregressive model
% detrend (*) removes trend, can handle missing values, non-equidistant sampled data
% flix floating index, interpolates data for non-interger indices
% quantiles calculates quantiles
%
% Multivariate analysis (planned in future)
% mvar multivariate (vector) autoregressive estimation
% mvfilter multivariate filter
% arfit2 provides compatibility to ARFIT [Schneider and Neumaier, 2001]
% Conversions between Autocorrelation (AC), Autoregressive parameters (AR),
% prediction polynom (POLY) and Reflection coefficient (RC)
% ac2poly (*) transforms autocorrelation into prediction polynom
% ac2rc (*) transforms autocorrelation into reflexion coefficients
% ar2rc (*) transforms autoregressive parameters into reflection coefficients
% rc2ar (*) transforms reflection coefficients into autoregressive parameters
% poly2ac (*) transforms polynom to autocorrelation
% poly2ar (*) transforms polynom to AR
% poly2rc (*)
% rc2ac (*)
% rc2poly (*)
% ar2poly (*)
%
% Utility functions
% sinvest1 shows the parameter calculated by INVEST1
%
% Test suites
% tsademo demonstrates INVEST1 on EEG data
% invfdemo demonstration of matched, inverse filtering
% bisdemo demonstrates bispectral estimation
%
% (*) indicates univariate analysis of multiple data series (each in a row) can be processed.
% (-) indicates that these functions will be removed in future
%
% REFERENCES (sources):
% http://www.itl.nist.gov/
% http://mathworld.wolfram.com/
% P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
% O. Foellinger "Lineare Abtastsysteme", Oldenburg Verlag, Muenchen, 1986.
% F. Gausch "Systemtechnik", Textbook, University of Technology Graz, 1993.
% M.S. Grewal and A.P. Andrews "Kalman Filtering" Prentice Hall, 1993.
% S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
% E.I. Jury "Theory and Application of the z-Transform Method", Robert E. Krieger Publishing Co., 1973.
% M.S. Kay "Modern Spectal Estimation" Prentice Hall, 1988.
% Ch. Langraf and G. Schneider "Elemente der Regeltechnik", Springer Verlag, 1970.
% S.L. Marple "Digital Spetral Analysis with Applications" Prentice Hall, 1987.
% C.L. Nikias and A.P. Petropulu "Higher-Order Spectra Analysis" Prentice Hall, 1993.
% M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
% T. Schneider and A. Neumaier "Algorithm 808: ARFIT - a matlab package for the estimation of parameters and eigenmodes of multivariate autoregressive models"
% ACM Transactions on Mathematical software, 27(Mar), 58-65.
% C.E. Shannon and W. Weaver "The mathematical theory of communication" University of Illinois Press, Urbana 1949 (reprint 1963).
% W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
%
%
% REFERENCES (applications):
% [1] A. Schlögl, B. Kemp, T. Penzel, D. Kunz, S.-L. Himanen,A. Värri, G. Dorffner, G. Pfurtscheller.
% Quality Control of polysomnographic Sleep Data by Histogram and Entropy Analysis.
% Clin. Neurophysiol. 1999, Dec; 110(12): 2165 - 2170.
% [2] Penzel T, Kemp B, Klösch G, Schlögl A, Hasan J, Varri A, Korhonen I.
% Acquisition of biomedical signals databases
% IEEE Engineering in Medicine and Biology Magazine 2001, 20(3): 25-32
%
% Features:
% - Multiple Signal Processing
% - Efficient algorithms
% - Model order selection tools
% - higher (3rd) order analysis
% - Maximum entropy spectral estimation
% - can deal with missing values (NaN's)
|