Knihovna programů TSA-M pro analýzu časových řad
| Title in English | Program package TSA-M for time series analysis |
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| Authors | |
| 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 | |
| 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. |
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