Time Series Analysis and Forecast
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"
Cite As
Iman (2024). Time Series Analysis and Forecast (https://www.mathworks.com/matlabcentral/fileexchange/54276-time-series-analysis-and-forecast), MATLAB Central File Exchange. Retrieved .
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TSAF
Version | Published | Release Notes | |
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1.3 | resolving the size issue |
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1.2.0.0 | description update.
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1.1.0.0 | File Update.
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1.0.0.0 | Checking availability of the required product (Econometrics Toolbox).
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