Time Series Analysis and Forecast

Versión 1.3 (160 KB) por Iman
TSAF enables you to quickly analyze time series and forecast the future.

10.1K descargas

Actualizado 12 Aug 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!
Please watch the following short tutorials to quickly learn the topic and master the GUI:
Tutorial 1 - Concept:
Tutorial 2 - Trend and Seasonality:
Tutorial 3 - ARMA:
Tutorial 4 - TSAF (Example 1) :
Tutorial 5 - TSAF (Example 2) :
Tutorial 6 - TSAF (Example 3)
Tutorial 7 - TSAF (New Feature)
Please subscribe to my signal processing channel to see more tutorials:

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.

[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.


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

Citar como

Iman (2023). Time Series Analysis and Forecast (https://www.mathworks.com/matlabcentral/fileexchange/54276-time-series-analysis-and-forecast), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2013b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Más información sobre System Identification Toolbox en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión

resolving the size issue

description update.
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bug fixed.
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adding youtube channel
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file update
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Replacing "imshow" with "image" command
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File Update.
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In the new version, minimum and maximum values for the forecast can be set.
Description Update.
Bug fixed.

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