4.4

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ARMASA

by Piet M T Broersen

 

14 Feb 2002 (Updated 20 May 2009)

Code covered by the BSD License  

Automatic program to estimate the power spectral density with only statistically significant details

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File Information
Description

Features a unique program to estimate the power spectral density. 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.
MATLAB release MATLAB 5.3 (R11)
Other requirements none
Zip File Content  
Other Files
ARMASA/ARMASA info.txt,
ARMASA/ASA/ASAarg.m,
ARMASA/ASA/ASAcontrol.m,
ARMASA/ASA/ASAcontrol/Contents.m,
ARMASA/ASA/ASAerr.m,
ARMASA/ASA/ASAglob.m,
ARMASA/ASA/ASAglob_ar_cond/Contents.m,
ARMASA/ASA/ASAglob_mean_adj/Contents.m,
ARMASA/ASA/ASAglob_subtr_mean/Contents.m,
ARMASA/ASA/ASAglobretr.m,
ARMASA/ASA/ASAversion2numstr.m,
ARMASA/ASA/ASAversionbkup.m,
ARMASA/ASA/ASAversionchk.m,
ARMASA/ASA/ASAwarn.m,
ARMASA/ASA/check/contents.m,
ARMASA/ASA/check/isascalar.m,
ARMASA/ASA/check/isascending.m,
ARMASA/ASA/check/isavector.m,
ARMASA/ASA/check/isintscalar.m,
ARMASA/ASA/check/isintvector.m,
ARMASA/ASA/check/isnum.m,
ARMASA/ASA/contents.m,
ARMASA/ASA/help/ar2arset.doc,
ARMASA/ASA/help/arma2cor.doc,
ARMASA/ASA/help/arma2psd.doc,
ARMASA/ASA/help/armafilter.doc,
ARMASA/ASA/help/armasel.doc,
ARMASA/ASA/help/ASAarg.doc,
ARMASA/ASA/help/ASAcontrol.doc,
ARMASA/ASA/help/ASAerr.doc,
ARMASA/ASA/help/ASAglob.doc,
ARMASA/ASA/help/ASAglob_ar_cond.doc,
ARMASA/ASA/help/ASAglob_mean_adj.doc,
ARMASA/ASA/help/ASAglob_subtr_mean.doc,
ARMASA/ASA/help/ASAglobretr.doc,
ARMASA/ASA/help/ASAtxt2help.m,
ARMASA/ASA/help/ASAversion2numstr.doc,
ARMASA/ASA/help/ASAversionbkup.doc,
ARMASA/ASA/help/ASAversionchk.doc,
ARMASA/ASA/help/ASAwarn.doc,
ARMASA/ASA/help/burg.doc,
ARMASA/ASA/help/burg_s.doc,
ARMASA/ASA/help/cic.doc,
ARMASA/ASA/help/contents.doc,
ARMASA/ASA/help/contents_ARMASA.doc,
ARMASA/ASA/help/convol.doc,
ARMASA/ASA/help/convolrev.doc,
ARMASA/ASA/help/cov2arset.doc,
ARMASA/ASA/help/deconvol.doc,
ARMASA/ASA/help/demo_armasa.doc,
ARMASA/ASA/help/general.doc,
ARMASA/ASA/help/help_text.dot,
ARMASA/ASA/help/history.doc,
ARMASA/ASA/help/moderr.doc,
ARMASA/ASA/help/rc2arset.doc,
ARMASA/ASA/help/readme.doc,
ARMASA/ASA/help/sig2ar.doc,
ARMASA/ASA/help/sig2arma.doc,
ARMASA/ASA/help/sig2ma.doc,
ARMASA/ASA/message/ASA1.doc,
ARMASA/ASA/message/ASA1.txt,
ARMASA/ASA/message/ASA10.doc,
ARMASA/ASA/message/ASA10.txt,
ARMASA/ASA/message/ASA11.doc,
ARMASA/ASA/message/ASA11.txt,
ARMASA/ASA/message/ASA12.doc,
ARMASA/ASA/message/ASA12.txt,
ARMASA/ASA/message/ASA13.doc,
ARMASA/ASA/message/ASA13.txt,
ARMASA/ASA/message/ASA14.doc,
ARMASA/ASA/message/ASA14.txt,
ARMASA/ASA/message/ASA15.doc,
ARMASA/ASA/message/ASA15.txt,
ARMASA/ASA/message/ASA16.doc,
ARMASA/ASA/message/ASA16.txt,
ARMASA/ASA/message/ASA17.doc,
ARMASA/ASA/message/ASA17.txt,
ARMASA/ASA/message/ASA18.doc,
ARMASA/ASA/message/ASA18.txt,
ARMASA/ASA/message/ASA19.doc,
ARMASA/ASA/message/ASA19.txt,
ARMASA/ASA/message/ASA2.doc,
ARMASA/ASA/message/ASA2.txt,
ARMASA/ASA/message/ASA20.doc,
ARMASA/ASA/message/ASA20.txt,
ARMASA/ASA/message/ASA21.doc,
ARMASA/ASA/message/ASA21.txt,
ARMASA/ASA/message/ASA22.doc,
ARMASA/ASA/message/ASA22.txt,
ARMASA/ASA/message/ASA23.doc,
ARMASA/ASA/message/ASA23.txt,
ARMASA/ASA/message/ASA24.doc,
ARMASA/ASA/message/ASA24.txt,
ARMASA/ASA/message/ASA25.doc,
ARMASA/ASA/message/ASA25.txt,
ARMASA/ASA/message/ASA26.doc,
ARMASA/ASA/message/ASA26.txt,
ARMASA/ASA/message/ASA27.doc,
ARMASA/ASA/message/ASA27.txt,
ARMASA/ASA/message/ASA28.doc,
ARMASA/ASA/message/ASA28.txt,
ARMASA/ASA/message/ASA29.doc,
ARMASA/ASA/message/ASA29.txt,
ARMASA/ASA/message/ASA3.doc,
ARMASA/ASA/message/ASA3.txt,
ARMASA/ASA/message/ASA30.doc,
ARMASA/ASA/message/ASA30.txt,
ARMASA/ASA/message/ASA31.doc,
ARMASA/ASA/message/ASA31.txt,
ARMASA/ASA/message/ASA32.doc,
ARMASA/ASA/message/ASA32.txt,
ARMASA/ASA/message/ASA33.doc,
ARMASA/ASA/message/ASA33.txt,
ARMASA/ASA/message/ASA34.doc,
ARMASA/ASA/message/ASA34.txt,
ARMASA/ASA/message/ASA35.doc,
ARMASA/ASA/message/ASA35.txt,
ARMASA/ASA/message/ASA36.doc,
ARMASA/ASA/message/ASA36.txt,
ARMASA/ASA/message/ASA37.doc,
ARMASA/ASA/message/ASA37.txt,
ARMASA/ASA/message/ASA38.doc,
ARMASA/ASA/message/ASA38.txt,
ARMASA/ASA/message/ASA39.doc,
ARMASA/ASA/message/ASA39.txt,
ARMASA/ASA/message/ASA4.doc,
ARMASA/ASA/message/ASA4.txt,
ARMASA/ASA/message/ASA40.doc,
ARMASA/ASA/message/ASA40.txt,
ARMASA/ASA/message/ASA41.doc,
ARMASA/ASA/message/ASA41.txt,
ARMASA/ASA/message/ASA42.doc,
ARMASA/ASA/message/ASA42.txt,
ARMASA/ASA/message/ASA5.doc,
ARMASA/ASA/message/ASA5.txt,
ARMASA/ASA/message/ASA6.doc,
ARMASA/ASA/message/ASA6.txt,
ARMASA/ASA/message/ASA7.doc,
ARMASA/ASA/message/ASA7.txt,
ARMASA/ASA/message/ASA8.doc,
ARMASA/ASA/message/ASA8.txt,
ARMASA/ASA/message/ASA9.doc,
ARMASA/ASA/message/ASA9.txt,
ARMASA/ASA/message/contents.m,
ARMASA/ASA/message/Matlab_errortext.dot,
ARMASA/ASA/message/Matlab_warningtext.dot,
ARMASA/ASAaddpath.m,
ARMASA/ASArmpath.m,
ARMASA/Contents.m,
ARMASA/demo_armasa.m,
ARMASA/demo_simple.m,
ARMASA/demo_tutor.m,
ARMASA/fast/arma2cor.m,
ARMASA/fast/arma2pred.m,
ARMASA/fast/arma2psd.m,
ARMASA/fast/armasel.m,
ARMASA/fast/contents.m,
ARMASA/fast/estimation/contents.m,
ARMASA/fast/estimation/estimator_tools/burg.m,
ARMASA/fast/estimation/estimator_tools/burg_s.m,
ARMASA/fast/estimation/estimator_tools/cic.m,
ARMASA/fast/estimation/estimator_tools/contents.m,
ARMASA/fast/estimation/sig2ar.m,
ARMASA/fast/estimation/sig2arma.m,
ARMASA/fast/estimation/sig2ma.m,
ARMASA/fast/moderr.m,
ARMASA/fast/par_convert/ar2arset.m,
ARMASA/fast/par_convert/contents.m,
ARMASA/fast/par_convert/cov2arset.m,
ARMASA/fast/par_convert/rc2arset.m,
ARMASA/fast/sig_processing/armafilter.m,
ARMASA/fast/sig_processing/contents.m,
ARMASA/fast/sig_processing/convol.m,
ARMASA/fast/sig_processing/convolrev.m,
ARMASA/fast/sig_processing/deconvol.m,
ARMASA/fast/sig_processing/nxtppow.m,
ARMASA/fast/sig_processing/plotpe.m,
ARMASA/fast/simuarma.m,
ARMASA/history.txt,
ARMASA/readme.txt,
license.txt
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Comments and Ratings (12)
29 Sep 2004 Shaikh Fattah

Working excellent. Giving consistent result. I used it partly and also checked that part. Too many files (short/extended versions). Files required for a particular application, need to be gathered manually.
07 Dec 2004 Michael Gates

Extensive set of tools, well documented.

25 Jun 2005 arun jb

data for test
03 Oct 2005 ahmed eshbli  
11 Nov 2005 Andor Bariska

Very easy to use AR/MA modeling and spectral analysis tool. Includes order selection via statistical criteria.
14 Apr 2006 ji xiaoyan

thank you!
It's amazing!
09 May 2006 ji xiaoyan

thank you again!
03 Jan 2007 Vishnuvenkatesh Dhage  
07 Feb 2007 Amin Zollanvari  
29 May 2007 shahbazi feizollah

hi i need power spectra density
12 Aug 2007 St. Pappas

I am working on a project for electrical resistivity. I have the data (time series) but i couldn't exactly fit a model. Armasa gave solution to my problem. Thank you very much.
11 Aug 2008 Hossam Abbas  
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Updates
03 Apr 2003

Some of the programs had a
slight problem in the newest MATLAB release 6.5 (R13),
12 Jul 2004

Some new programs have been added
12 Jul 2004

Some of the programs had a
slight problem in the newest MATLAB release 6.5 (R13),
12 Nov 2004

One program/variable had the same name.
That was forbidden the newest MATLAB release 7 (R14)
08 May 2006

New book for theoretical background and minor modifications.
12 Jun 2006

Improved readme.txt file
03 Oct 2008

One program/variable had the same name.
That was forbidden the newest MATLAB release 7 (R14)
20 May 2009

update of demo programs and references
Tag Activity for this File
Tag Applied By Date/Time
spectral analysis Piet M T Broersen 22 Oct 2008 06:41:40
time series analysis Piet M T Broersen 22 Oct 2008 06:41:40
correlation analysis Piet M T Broersen 22 Oct 2008 06:41:40
correlation analysis Marcelo Salas 23 Oct 2008 17:12:50
spectral analysis Marcelo Salas 23 Oct 2008 17:17:53
time series analysis Marcelo Salas 27 Oct 2008 16:04:54
time series analysis Rainer haidiger 19 Mar 2009 08:05:21
time series analysis SmartWind Qiu 27 Apr 2009 08:30:09
 

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