readme.txt

动态时间序列分析工具包.包括有ARMA,harmonic model,kalman filter等方法

Version 5.6  16-Feb-2006

PCODE COMPILED WITH MATLAB V7.0

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Captain Toolbox for use with Matlab
===================================

A Matlab Toolbox for non stationary time series analysis and
forecasting using unobserved components models, time variable
parameter models, state dependent parameter models and multiple
input discrete and continous time transfer function models.

The Toolbox is useful for system identification, signal
extraction, interpolation, backcasting, forecasting and
data-based mechanistic analysis of a wide range of linear
and nonlinear stochastic systems.

Although the Toolbox has been tested on a wide range of
Matlab versions, the current release was developed on a
PC Windows platform with Matlab Release R14 (Matlab v7.0).

Title to ownership
==================

This is an evaluation copy of the toolbox. If you wish to
continue using the toolbox beyond the three month evaluation
period, please contact Dr. C. J. Taylor at the address below.

Any part of the Captain software package may be freely used
for scientific or educational purposes. However, if you publish
any results using the toolbox you should state clearly that you
used the tools, and reference both our postal address and our
web site below. For commercial applications, permission is
required from the authors. The Toolbox is provided without
formal support, although questions and bug reports can be
emailed to the authors via:

Dr. C. James Taylor,
Engineering  Department, Lancaster University,
Lancaster, LA1 4YR, United Kingdom

E-mail  [e-mail]
Web     http://www.es.lancs.ac.uk/cres/captain/

How to Install
==============

Captain is usually distributed as a mixture of pre-parsed Matlab
pseudo-code (P-files) and conventional M-files. The following
instructions assume Matlab itself is already installed.

1. Copy all the M- and P-files to a directory where you want the
   toolbox to reside, such as Program Files\Matlab\Toolbox\Captain
   or similar.

2. Start Matlab and add the above location of the toolbox to your
   path. You can use the standard 'addpath' function or the
   graphical user interface to do this. Refer to your Matlab
   documentation for more information.

3. Once installed, typing 'captdemo' in the Matlab Command Window
   starts a simple graphical user interface for access to the
   on-line demos. If this does not work, then check that you have
   correctly added the toolbox location to your Matlab path.

4. To obtain a full list of Captain functions, type 'help captain'
   in the Matlab Command Window, replacing 'captain' with the name
   of the installation directory chosen in item 1 above.

How to Uninstall
================

1. Start Matlab and remove the Captain toolbox path. You can use
   the 'rmpath' command or the Matlab graphical user interface
   to do this (refer to the Matlab user manual).

2. Remove the directory Captain and its entire contents.

Toolbox authors
===============

Prof. Peter C. Young, Dr. Wlodek Tych and Dr. Paul G. McKenna
Department of Environmental Science, Lancaster University,
Lancaster, LA1 4YQ, United Kingdom.

Dr. C. James Taylor,
Engineering Department, Lancaster University,
Lancaster, LA1 4YR, United Kingdom.'

Dr. Diego J. Pedregal,
Escuela T閏nica Superior de Ingenieros Industriales Edificio
Polit閏nica, Campus Universitario s/n, 13071 Ciudad Real, Spain.
   
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Copyright (c) 2006 by the Centre for Research on Environmental Systems
and Statistics (CRES), Lancaster University, Lancaster, United Kingdom.
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