Knihovna programů TSA-M pro analýzu časových řad

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Title in English	Program package TSA-M for time series analysis
Authors	VESELÝ Vítězslav
Year of publication	2000
Type	Article in Proceedings
Conference	XIV. letná škola biometriky, BIOMETRICKÉ METÓDY A MODELY V PÔDOHOSPODÁRSKEJ VEDE, VÝSKUME A VÝUKE
MU Faculty or unit	Faculty of Science
Citation
Field	Applied statistics, operation research
Keywords	software; time series analysis; smoothing; forecasting; regression; SARIMA
Description	TSA-M (Time series analysis using MATLAB) is a package (toolbox) of MATLAB functions (so-called m-files) yielding a large amount of methods for complex time series analysis (both smoothing and forecasting) including the classical decomposition techniques, linear non-parametric smoothing (filtration) as well as the modern Box-Jenkins models (AR, MA, ARMA, ARIMA, SARIMA). Functionality of the package is explained in more detail and evidenced by the real analysis of a demo data set.
Related projects:	Functional-differential equations and mathematical-statistical models