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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Index for Directory tsa</title> <meta name="keywords" content="tsa"> <meta name="description" content="Index for Directory tsa"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table><h1>Index for tsa</h1><h2>Matlab files in this directory:</h2><table><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="aar.html">aar</a></td><td>Calculates adaptive autoregressive (AAR) and adaptive autoregressive moving average estimates (AARMA) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ac2poly.html">ac2poly</a></td><td>converts the autocorrelation sequence into an AR polynomial </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ac2rc.html">ac2rc</a></td><td>converts the autocorrelation function into reflection coefficients </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="acorf.html">acorf</a></td><td>Calculates autocorrelations for multiple data series. </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="acovf.html">acovf</a></td><td>ACOVF estimates autocovariance function (not normalized) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="adim.html">adim</a></td><td>ADIM adaptive information matrix. Estimates the inverse </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="amarma.html">amarma</a></td><td>Adaptive Mean-AutoRegressive-Moving-Average model estimation </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ar2poly.html">ar2poly</a></td><td>converts autoregressive parameters into AR polymials </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ar2rc.html">ar2rc</a></td><td>converts autoregressive parameters into reflection coefficients </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ar_spa.html">ar_spa</a></td><td>AR_SPA decomposes an AR-spectrum into its compontents </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="arcext.html">arcext</a></td><td>ARCEXT extracts AR and RC of order P from Matrix MX </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="arfit2.html">arfit2</a></td><td>ARFIT2 estimates multivariate autoregressive parameters </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="biacovf.html">biacovf</a></td><td>BiAutoCovariance function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bisdemo.html">bisdemo</a></td><td>BISDEMO (script) Shows BISPECTRUM of eeg8s.mat </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bispec.html">bispec</a></td><td>Calculates Bispectrum </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="content.html">content</a></td><td>Time Series Analysis (Ver 3.20) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="contents.html">contents</a></td><td>Time Series Analysis - A toolbox for the use with Matlab and Octave. </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="covm.html">covm</a></td><td>COVM generates covariance matrix </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="demoperf.html">demoperf</a></td><td>Demonstrates the much higher performance </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="detrend.html">detrend</a></td><td>DETREND removes the trend from data, NaN's are considered as missing values </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="durlev.html">durlev</a></td><td>function [AR,RC,PE] = durlev(ACF); </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="flag_implicit_samplerate.html">flag_implicit_samplerate</a></td><td>The use of FLAG_IMPLICIT_SAMPLERATE is in experimental state. </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="flix.html">flix</a></td><td>floating point index - interpolates data in case of non-integer indices </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="histo.html">histo</a></td><td>HISTO calculates histogram for each column </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="histo2.html">histo2</a></td><td>HISTO2 calculates histogram of each column </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="histo3.html">histo3</a></td><td>HISTO3 calculates histogram and performs data compression </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="histo4.html">histo4</a></td><td>HISTO4 calculates histogram for rows and supports data compression </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="hup.html">hup</a></td><td>HUP(C) tests if the polynomial C is a Hurwitz-Polynomial. </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="invest0.html">invest0</a></td><td>First Investigation of a signal (time series) - automated part </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="invest1.html">invest1</a></td><td>First Investigation of a signal (time series) - interactive </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="invfdemo.html">invfdemo</a></td><td>invfdemo demonstrates Inverse Filtering </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lattice.html">lattice</a></td><td>Estimates AR(p) model parameter with lattice algorithm (Burg 1968) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lpc.html">lpc</a></td><td>LPC Linear prediction coefficients </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mvaar.html">mvaar</a></td><td>Multivariate (Vector) adaptive AR estimation base on a multidimensional </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mvar.html">mvar</a></td><td>Estimates Multi-Variate AutoRegressive model parameters </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mvfilter.html">mvfilter</a></td><td>Multi-variate filter function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mvfreqz.html">mvfreqz</a></td><td>MVFREQZ multivariate frequency response </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="pacf.html">pacf</a></td><td>Partial Autocorrelation function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="parcor.html">parcor</a></td><td>estimates partial autocorrelation coefficients </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="poly2ac.html">poly2ac</a></td><td>converts an AR polynomial into an autocorrelation sequence </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="poly2ar.html">poly2ar</a></td><td>Converts AR polymials into autoregressive parameters. </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="poly2rc.html">poly2rc</a></td><td>converts AR-polynomial into reflection coefficients </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="rc2ac.html">rc2ac</a></td><td>converts reflection coefficients to autocorrelation sequence </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="rc2ar.html">rc2ar</a></td><td>converts reflection coefficients into autoregressive parameters </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="rc2poly.html">rc2poly</a></td><td>converts reflection coefficients into an AR-polynomial </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="sbispec.html">sbispec</a></td><td>SBISPEC show BISPECTRUM </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="selmo.html">selmo</a></td><td>Model order selection of an autoregrssive model </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="sinvest1.html">sinvest1</a></td><td>SINVEST1 shows the parameters of a time series calculated by INVEST1 </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="sumskipnan.html">sumskipnan</a></td><td>SUMSKIPNAN adds all non-NaN values. </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="tsademo.html">tsademo</a></td><td>TSADEMO demonstrates INVEST1 on EEG data </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ucp.html">ucp</a></td><td>UCP(C) tests if the polynomial C is a Unit-Circle-Polynomial. </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="y2res.html">y2res</a></td><td>Y2RES evaluates basic statistics of a data series (column) </td></tr></table><h2>Other Matlab-specific files in this directory:</h2><ul style="list-style-image:url(../matlabicon.gif)"><li>eeg8s.mat</li></ul><hr><address>Generated on Tue 17-Aug-2004 00:13:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>⌨️ 快捷键说明
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