User:Josiah425:TISEAN Package:Table of functions

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Table of functions

In reference to the TISEAN library alphabetical order of programs which is located here.

The choice whether a program exist in Octave is based only on comparing package/octave documentation with the TISEAN documentation. As of now I have not compared any code, nor checked if any sample data gives the same results from both functions (the octave ones and the TISEAN ones).

Program Name Program Description Corresponding Octave Function Comments
arima-model Fit and possibly iterate an ARIMA model generalizes TSA arma functions This is a c-file that can be wrapped in C++/mfile/octfile code
ar-model Fit and possibly iterate an Autoregessive model 'aar' in TSA C; see also: aarmam, adim, amarma, mvaar from TSA
ar-run Iterate an Autoregessive model Same as above FORTRAN
av-d2 Simply smooth output of d2 Can be implemented with filter in core C
boxcount Renyi Entopies of Qth order None in GNU Octave (maybe in info-theory but it is not worth the pain) C
c1 Fixed mass estimation of D1 None in GNU Octave FORTRAN
c2d Get local slopes from correlation integral None in GNU Octave FORTRAN
c2g Gaussian kernel of C2 None in GNU Octave FORTRAN
c2t Takens estimator of D2 None in GNU Octave FORTRAN
choose Choose rows and/or columns from a data file Does not need to be ported ------
compare Compares two data sets Does not need to be ported FORTRAN
corr, autocorr Autocorrelation function xcorr in signal corr -C, autocorr (faster according to documentation) - FORTRAN
d2 Correlation dimension d2 None in GNU Octave c
delay Creates delay embedding None in GNU Octave (easy to implement in Octave but not worth the effort) C
endtoend Determine end-to-end mismatch None in GNU Octave FORTRAN
events Interval/event conversion None in GNU Octave FORTRAN to be implemented as mfile
extrema Determine the extrema of a time series findpeaks in signal (but maybe is just easier to port) C
false_nearest The false nearest neighbor algorithm None in GNU Octave C
ghkss Nonlinear noise reduction None in GNU Octave C
henon Create a Hénon time series None in GNU Octave To m-file; already ported
histogram Creates histograms hist in core C
ikeda Create an Ikeda time series None in GNU Octave FORTRAN to be reimplemented as mfile
intervals Event/intervcal conversion Might exist under different name FORTRAN to be reimplemented as mfile
lazy Simple nonlinear noise reduction None in GNU Octave FORTRAN
lfo-ar Locally first order model vs. global AR model (old ll-ar) None in GNU Octave C
lfo-run Iterate a locally first order model (old nstep) None in GNU Octave C
lfo-test Test a locally first order model (old onestep) None in GNU Octave C
lorenz Create a Lorenz time series None in GNU Octave FORTRAN
low121 Time domain low pass filter There are lowpass filters in Octave: buttap, cheb1ap, cheb2ap, ellipap, sftrans, but I don't think they perform this task C, might be ok to implement as mfile
lyap_k Maximal Lyapunov exponent with the Kantz algorithm None in GNU Octave C
lyap_r Maximal Lyapunov exponent with the Rosenstein algorithm None in GNU Octave C
lyap_spec Full spectrum of Lyapunov exponents None in GNU Octave C
lzo-gm Locally zeroth order model vs. global mean None in GNU Octave C
lzo-run Iterate a locally zeroth order model None in GNU Octave C
lzo-test Test a locally zeroth order model (old zeroth) None in GNU Octave C
makenoise Produce noise Rand exists Should be implemented as mfile using Octave rand functions
mem_spec Power spectrum using the maximum entropy principle None in GNU Octave C
mutual Estimate the mutual information None in GNU Octave C
notch Notch filter pei_tseng_notch, needs to be verified FORTRAN
nstat_z Nonstationarity testing via cross-prediction None in GNU Octave C
pca, pc Principle component analysis 'pcacov' if likely the equivalent pca - C, pc - FORTRAN
poincare Create Poincaré sections None in GNU Octave C
polyback Fit a polynomial model (backward elimination) polyfit, detrend, wpolyfit I do not know if they work the same way, but it does seem so, written in C
polynom Fit a polynomial model same as above same as above
polynomp Fit a polynomial model (reads terms to fit from file) same as above same as above
polypar Creates parameter file for polynomp same as above same as above
predict Forecast discriminating statistics for surrogates None in GNU Octave FORTRAN
randomize General constraint randomization (surrogates) There are random function, but I don't think this one exists FORTRAN
randomize_spikeauto_exp_random Surrogate data preserving event time autocorrelations Same as above Same as above
randomize_spikespec_exp_event Surrogate data preserving event time power spectrum Same as above Same as above
rbf Radial basis functions fit None in GNU Octave C
recurr Creates a recurrence plot None in GNU Octave C
resample Resamples data There is 'resample' in Octave, but I believe it does something else C
rescale Rescale data set This should be in Octave, cannot find... C
rms Rescale data set and get mean, variance and data interval This should be in Octave, cannot find... FORTRNAN
sav_gol Savitzky-Golay filter sgolayfilt in signal C
spectrum Power spectrum using FFT bispec from tsa? FORTRAN
spikeauto Autocorrelation function of event times similar to above FORTRAN
spikespec Power spectrum of event times ar_psd, cpsd is the closest but I do not think they are the same FORTRAN
stp Creates a space-time separation plot None in GNU Octave FORTRAN
surrogates Creates surrogate data None in GNU Octave FORTRAN
timerev Time reversal discrimating statistics for surrogates None in GNU Octave FORTRAN, to be implemented as mfile
upo Finds unstable periodic orbits and estimates their stability No corresponding function in Octave FORTRAN
upoembed Takes the output of upo and create data files out of it Same as above Same as above
wiener1, wiener2 Wiener filter Wiener process exists, might be similar FORTRAN
xc2 Cross-correlation integral xcorr2 Needs to be verified that works the same way
xcor Cross-correlations xcorr Needs to be verified that works same way
xrecur Cross-recurrence Plot xcorr, or xcorr2 or another function might cover this C
xzero Locally zeroth order cross-prediction None in GNU Octave C