Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / tsa-4.2.4 / content.m

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+% Time Series Analysis (Ver 3.10)
+% Schloegl A. (1996-2003,2008) Time Series Analysis - A Toolbox for the use with Matlab. 
+% WWW: http://hci.tugraz.at/~schloegl/matlab/tsa/
+%
+%      $Id: content.m 5090 2008-06-05 08:12:04Z 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)