Time Series Analysis

R is a language and environment for statistical computing and graphics. R is a GNU project which is similar to the S language and environment which was developed at Bell Laboratories (formerly AT&T, now Lucent Technologies) by John Chambers and colleagues. R can be considered as a different...

R is a language and environment for statistical computing and graphics. It is a GNU project which is similar to the S language and environment which was developed at Bell Laboratories (formerly AT&T, now Lucent Technologies) by John Chambers and colleagues. R can be considered as a different...

Statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics and estimation of statistical models. Main Features regression: Generalized least squares (including weighted least squares and least squares with autoregressive...


Platforms: *nix

SSA generates a trayectory matrix from the original series by sliding a window of length L. The trayectory matrix is aproximated using Singular Value Decomposition. The last step reconstructs the series from the aproximated trayectory matrix. The SSA applications include smoothing, filtering, and...


Platforms: Matlab

This framework facilitates short-time speech processing. A vector containing audio data samples is taken as input, the short-time Fourier transform (STFT) is then computed and the resulting complex spectrum is decomposed into magnitude and phase spectra. No modification is made in this 'hello...


Platforms: Matlab

TAPPY was specially developed using the Python programming languages as a tidal analysis package. It breaks down a record of water levels into the component sine waves. This Python program uses the least squares optimization and other functions in SciPy. The focus is to make the most accurate...


Platforms: Windows

New technical analysis method. New formulas and indicators. Professional tool for market analysts and investors. Stocks, commodities, forex, futures and t-bonds trading become unexpected effective. EOD data in csv and prn formats. Cyklotron finds and optimizes quotes cycle and it generates...


Platforms: Windows, Mac, Linux

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features Easy...


Platforms: Windows

This is a GUI that manages DSP analysis functions for wav-files (e.g., speech signals). Two functions (plotps.m and spect.m) are included for starters. You may write your own functions and integrate that into the GUI without much hassle (see instructions in the accompanying readme.txt file)....


Platforms: Matlab

There is much more information in a stochastic non-Gaussian or deterministic signal than is conveyed by its autocorrelation and powerspectrum. Higher-order spectra which are defined in terms of the higher-order moments or cumulants of a signal, contain this additional information. The...


Platforms: Matlab

This user interface allows a user to load some Affymetrix data in an Excel file and perform some basic operations on it - log transform, log ratio, normalization, noise reduction, filtering, PCA and clustering, in addition to some visualizations like profile plots, boxplots and matrix...


Platforms: Matlab

Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel! With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,...


Platforms: Windows, Windows 8, Windows 7, Windows Server

MatchStatistics is a revolutionary tool that enables you to carry out analysis of sports betting strategies on basis of historical data. A huge database of historical odds and results of over 81,000 sport events is included with program. User may choose from soccer, hockey, basketball, and...


Platforms: Windows

DREAM Tool is a generic framework that aims at providing a common semantic domain which can express several (real-time, power consumption, resource) constraints. The semantic domain has an executable C++ model which has been semantically anchored to the hybrid automata formalism. Although the...


Platforms: *nix

Fenris is a suite of tools suitable for code analysis, debugging, protocol analysis, reverse engineering, forensics, diagnostics, security audits, vulnerability research and many other purposes. The main logical components are: - Fenris: high-level tracer, a tool that detects the logic used...


Platforms: *nix

Marsyas, which stands for Music Analysis, Retrieval and Synthesis for Audio Signals is specially designed to be an Open Source software framework for audio processing. The main goal of the framework is to provide a general, extensible and flexible architecture that allows easy experimentation...


Platforms: Windows

Compute the discrete Fourier transform at specified frequencies, not using fft.Why one may need this?(1) MATLAB fft function computes the amplitude of signals only (no phase).(2) Once having the recorded time-series data, one often uses fft to do the spectral analysis. However, the frequency set...


Platforms: Matlab

Tired of adding "To Workspace" or Display blocks when debugging your models?In this case, SIMLOG is for you. Select which signals to log, either individually or complete subsystems. After execution of the model, signals can quickly be inspected by selecting the signal in the model and click the...


Platforms: Matlab

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

thresholding_demo.m interactively loads an image stack, performs thresholding based on the Laplace operator and extracts time-series information from the image stack based on a binary mask provided by the thresholding operation.mthresh.m performs thresholding based on the Laplace...


Platforms: Matlab