X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Ftsa-4.2.4%2Fcontent.m;fp=octave_packages%2Ftsa-4.2.4%2Fcontent.m;h=899df585a94f94c2df4664de59370044d3a4eff5;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/tsa-4.2.4/content.m b/octave_packages/tsa-4.2.4/content.m new file mode 100644 index 0000000..899df58 --- /dev/null +++ b/octave_packages/tsa-4.2.4/content.m @@ -0,0 +1,94 @@ +% 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 +% +% 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)