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Time Series Analysis Toolbox
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The TSA toolbox is useful for analyzing (univariate, stationary) Time Series. In comparison to other signal processing tools, the methods used here, are based on maximum entropy methods.
http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/
Submitted Sep 11, 1999
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ARMASA AutoRegressive Moving Average Spectral Analysis Toolbox
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Features a unique program to estimate the power spectrum. 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.
http://www.dcsc.tudelft.nl/Research/Software/index.html
Submitted Apr 10, 2001
Updated May 04, 2004
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Cross Recurrence Plot Toolbox
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A MATLAB toolbox for creation of recurrence plots, cross recurrence plot and their quantification (all RQA measures and further measures). It contains additional tools useful for nonlinear data analysis (e.g. ACE algorithm - nonlinear correlation test, phase space visualization, AR fit tool etc.).
http://www.agnld.uni-potsdam.de/~marwan/toolbox/
Submitted Feb 24, 2005
by Dr. Norbert Marwan
Updated Mar 24, 2008
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