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Code covered by the BSD License

Highlights from
ARMASA

ASAaddpath
ASAarg(arg_in,arg_name,arg_ty... ASAARG Input argument arrangement
ASAerr(varargin) ASAERR Error string from numbered file
ASArmpath
ASAtxt2help(txt_file) ASATXT2HELP Text file to help text
ASAvar=ASAglobretr(ASAglob_va... ASAGLOBRETR ASAglob variable retrieval
ASAversion2numstr(version) ASAVERSION2NUMSTR Version identifier to number as string type
ASAversionbkup(funct_name) ASAVERSIONBKUP Version-tagged function backup
ASAversionchk(ASAcontrol) ASAVERSIONCHK Function version check
ASAwarn(varargin) ASAWARN Warning string from numbered file
[ar,ma,ASAsellog,ASAcontrol]=... ARMASEL ARMAsel model identification
[ar,ma,ASAsellog,ASAcontrol]=... SIG2ARMA ARMA model identification
[cor,gain,ASAcontrol]=arma2co... ARMA2COR ARMA parameters to autocorrelations
ar2arset(ar,req_order,last) AR2ARSET AR parameters to optimal lower-order AR models
arma2pred(a,b,sig,Lpred);
arma2psd(varargin) ARMA2PSD ARMA parameters to power spectral density
armafilter(e,ar,ma,x_ini,e_in... ARMAFILTER Digital filter with ARMA filter coefficients
burg(f,b,max_order,last) BURG Burg type AR estimator
burg_s(f,b,max_order,last) BURG_S Burg type AR estimator for multiple segments
cic(res,n_obs,cand_order,last... CIC Finite sample order selection criterion
convol(x,y,shift1,shift2,last... CONVOL Convolution sum
convolrev(x,y,shift1,shift2,l... CONVOLREV Convolution sum with one vector reversed
cov2arset(cov,req_order,last) COV2ARSET AR autocovariances to AR models
deconvol(z,y,shift1,shift2,la... DECONVOL Deconvolution
isascalar(var)
isascending(mtx)
isavector(var)
isintscalar(var)
isintvector(var)
isnum(var)
moderr(ar_est,ma_est,ar_ref,m... MODERR Model error
npp=nxtppow(n) NXTPPOW Next prime power
plotpe(sellog) plotpe plots the information about the model accuracy
rc2arset(rc,req_order,last) RC2ARSET AR reflectioncoefficients to AR models
sig2ar(sig,cand_order,last) SIG2AR AR model identification
sig2ma(sig,cand_order,last) SIG2MA MA model identification
simuARMA(a,b,nobs)
ASAcontrol.m
ASAglob.m
Contents.m
Contents.m
Contents.m
Contents.m
Contents.m
contents.m
contents.m
contents.m
contents.m
contents.m
contents.m
contents.m
contents.m
demo_armasa.m
demo_simple.m
demo_tutor.m
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4.5 | 11 ratings Rate this file 57 Downloads (last 30 days) File Size: 403.43 KB File ID: #1330

ARMASA

by Piet M T Broersen

14 Feb 2002 (Updated 20 May 2009)

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

Tags for This File
Everyone's Tags	correlation analysis(2), spectral analysis(3), time series analysis(5)
Tags I've Applied
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Comments and Ratings (14)
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
06 Apr 2010	cai jemnbo	Undefined function or method 'rc2arset'
02 May 2011	Evan	Excellent!

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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
spectral analysis	Bernardo	30 Apr 2010 13:22:57
time series analysis	Merijn	16 Dec 2011 04:14:50

Highlights from ARMASA

ARMASA

Highlights from
ARMASA