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TsaToolbox

Time Series Analysis Toolbox

  • Timeseries load and customization of range for analysis

  • variety of plots to build (interactive zoomable + enlarged popups):
    -- signal
    -- pseudo-poincare section
    -- autocorrelation
    -- mutual information
    -- false nearest neighbors
    -- wavelets*
    -- FFT*
    * matlab compiler runtime 2016b needs to be installed

  • Lyapunov exponents analysis:
    -- wolf
    -- rosenstein
    -- kantz
    -- sano-sawada

  • and some other cool features

tsa-toolbox-charts

tsa-lyapunov