File Exchange

image thumbnail


version 1.2 (403 KB) by

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

16 Ratings



View License

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.

Comments and Ratings (22)

A very high quality submission. Highly recommended.

Thank you very much

Thanks a lot!

Weic Yili


Dear Users,

I use this to fit an ARMA model to my windspeed time series data.

However, when i simulate the windspeed using the simuARMA function, i obtain negative values to my wind speed.

please help!

Yiqi Liu



Rhys (view profile)

On Octave I have encountered trouble where the error checking in routines used or ("|") when shortcircuiting or ("||") was desired. E.g., in expressions like "if ~any(strcmp(fieldnames(ASAcontrol),'error_chk')) | ASAcontrol.error_chk". This can be discovered by running 'demo_simple' on Octave. Would you like a patch of the changes against 1.9?

- Rhys


John (view profile)


Evan (view profile)


cai jemnbo

Undefined function or method 'rc2arset'

Hossam Abbas

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.

shahbazi feizollah

hi i need power spectra density

Amin Zollanvari

Vishnuvenkatesh Dhage

ji xiaoyan

thank you again!

ji xiaoyan

thank you!
It's amazing!

Andor Bariska

Very easy to use AR/MA modeling and spectral analysis tool. Includes order selection via statistical criteria.

ahmed eshbli

arun jb

data for test

Michael Gates

Extensive set of tools, well documented.

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.



update of demo programs and references

Improved readme.txt file

New book for theoretical background and minor modifications.

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

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

Some new programs have been added

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

MATLAB Release
MATLAB 5.3 (R11)

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video