Time Series Analysis and Forecast

Version 1.3 (160 ko) par Iman
TSAF enables you to quickly analyze time series and forecast the future.
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10,3K téléchargements
Mise à jour 12 août 2018

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How to open the GUI:
Step 1) download and unzip the package.
Step 2) copy all the files & folders included in the unzipped package into the current working directory of Matlab*.
* To find out the current working directory, please type "pwd" in the Matlab command line.
Step 3) Type "TSAF" in the command line.
Step 4) Enjoy it!
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Please watch the following short tutorials to quickly learn the topic and master the GUI:
Tutorial 1 - Concept:
https://www.youtube.com/watch?v=7eb141ajT7c&index=1&list=PLJ-OcUCIty7eFl4rjnMf3UgcHp-nWCoCB
Tutorial 2 - Trend and Seasonality:
https://www.youtube.com/watch?v=roujnW4XbS0&list=PLJ-OcUCIty7eFl4rjnMf3UgcHp-nWCoCB&index=2
Tutorial 3 - ARMA:
https://www.youtube.com/watch?v=bs9fKzuUXtY&list=PLJ-OcUCIty7eFl4rjnMf3UgcHp-nWCoCB&index=3
Tutorial 4 - TSAF (Example 1) :
https://www.youtube.com/watch?v=VuCftYyKMnM&index=4&list=PLJ-OcUCIty7eFl4rjnMf3UgcHp-nWCoCB
Tutorial 5 - TSAF (Example 2) :
https://www.youtube.com/watch?v=nJRRHIllGdg&list=PLJ-OcUCIty7eFl4rjnMf3UgcHp-nWCoCB&index=5
Tutorial 6 - TSAF (Example 3)
https://www.youtube.com/watch?v=NNZFotVWFtQ&list=PLJ-OcUCIty7eFl4rjnMf3UgcHp-nWCoCB&index=6
Tutorial 7 - TSAF (New Feature)
https://www.youtube.com/watch?v=jhuXjNaxrVo&index=7&list=PLJ-OcUCIty7eFl4rjnMf3UgcHp-nWCoCB
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Please subscribe to my signal processing channel to see more tutorials:
https://www.youtube.com/channel/UCVkatNMgkEdpWLhH0kBqqLw

Acknowledgements:
This GUI is developed for 2060 Project at the Institute for Integrated Energy Systems at the University of Victoria, Canada. The project has been funded by Pacific Institute for Climate Solutions, Natural Resources Canada and Natural Sciences and Engineering Research Council of Canada. This funding is gratefully acknowledged.
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References:
[1] Peter J. Brockwell, Richard A. Davis, "Introduction to Time Series and Forecasting", Second Edition, Springer, 2002.
[2] Chris Chatfield, "Time-Series Forecasting", Chapman &C Hall/CRC, 2000.

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"Photos courtesy of and copyright Free Range Stock, www.freerangestock.com"

Citation pour cette source

Iman (2024). Time Series Analysis and Forecast (https://www.mathworks.com/matlabcentral/fileexchange/54276-time-series-analysis-and-forecast), MATLAB Central File Exchange. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R2013b
Compatible avec toutes les versions
Plateformes compatibles
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TSAF

Version Publié le Notes de version
1.3

resolving the size issue
1.2.0.0

description update.
description update.
bug fixed.
Description update.
Description update.
Description update.
adding youtube channel
description update.
file update
description update
Description Update.
Replacing "imshow" with "image" command
description update.
description update.
description update.
Description Update.
File update.
Summary update
description update.
1.1.0.0

File Update.
Description Update.
Description Update.
Description Update.
In the new version, minimum and maximum values for the forecast can be set.
Description Update.
Bug fixed.
1.0.0.0

Checking availability of the required product (Econometrics Toolbox).
Description Update.
Description Update.
Description Update.
Description Update.
Description Update.
Update Description.
Description Update.
Description Update.
Test folder is added.