mvarbox

mVARbox is a Matlab toolbox for uni/multivariate data series analysis in both time/space and frequency domains, with focus on mutivariate autoregressive (VAR) models

https://github.com/arya-upm/mvarbox

Science Score: 67.0%

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  • CITATION.cff file
    Found CITATION.cff file
  • codemeta.json file
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  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
    Found 7 DOI reference(s) in README
  • Academic publication links
    Links to: springer.com, iop.org
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  • Scientific vocabulary similarity
    Low similarity (8.4%) to scientific vocabulary

Keywords

autoregressive-models multivariate-statistics spectrum-analysis synthetic-data-generation time-series
Last synced: 6 months ago · JSON representation ·

Repository

mVARbox is a Matlab toolbox for uni/multivariate data series analysis in both time/space and frequency domains, with focus on mutivariate autoregressive (VAR) models

Basic Info
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  • Stars: 7
  • Watchers: 1
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  • Releases: 1
Topics
autoregressive-models multivariate-statistics spectrum-analysis synthetic-data-generation time-series
Created almost 3 years ago · Last pushed over 1 year ago
Metadata Files
Readme License Citation

README.md

label_repo_size label_code_size

mVARbox is a Matlab toolbox for uni/multivariate data series analysis in both time and frequency domains, with special focus on multivariate autoregressive (VAR) models.

You can find a detailed description of this repository together with several tutorial at https://mvarbox.readthedocs.io.

List of authors and maintainers

List of contributors

  • Mohanad Elagamy (orcid)
  • Luis Mora de la Cruz

Related publications

  • Gallego-Castillo, C.; Cuerva-Tejero, A.; Elagamy, M.; Lopez-Garcia, O. & Avila-Sanchez, S. A tutorial on reproducing a predefined autocovariance function through AR models: Application to stationary homogeneous isotropic turbulence. Stochastic Environmental Research and Risk Assessment, 2021, 36, 2711-2736. DOI: 10.1007/s00477-021-02156-0

  • Gallego-Castillo, C.; Elagamy, M.; Cuerva-Tejero, A.; Lopez-Garcia, O. & Avila, S. Synthesis of realistic non-homogeneous non-Gaussian turbulent wind fields Journal of Physics: Conference Series, IOP Publishing, 2024, 2767, 052019. DOI: 10.1088/1742-6596/2767/5/052019

  • Elagamy, M.; Gallego-Castillo, C.; Cuerva-Tejero, A.; Lopez-Garcia, O. & Avila-Sanchez, S. Eigenanalysis of vector autoregressive model for optimal fitting of a predefined cross power spectral density matrix: Application to numeric generation of stationary homogeneous isotropic/anisotropic turbulent wind fields. Journal of Wind Engineering and Industrial Aerodynamics, 2023, 238, 105420. DOI: 10.1016/j.jweia.2023.105420

  • Elagamy, M.; Gallego-Castillo, C.; Cuerva-Tejero, A.; Lopez-Garcia, O. & Avila-Sanchez, S. Optimal autoregressive models for synthetic generation of turbulence. Implications of reproducing the spectrum or the autocovariance function. 17th European Academy of Wind Energy (EWEA) PhD Seminar on Wind Energy, Porto (Portugal), 2021. (proceedings)

  • Luis Mora de la Cruz, Spectral estimation methods from finite time series: application to wind energy related variables. ETSIAE, Universidad Politécnica de Madrid, Master thesis, 2023. (link)

Owner

  • Name: arya-upm
  • Login: arya-upm
  • Kind: organization

Citation (CITATION.cff)

cff-version: 1.0.0
message: "If you use this software, please cite it as below."
authors:
- family-names: "Gallego-Castillo"
  given-names: "Cristobal"
  orcid: "https://orcid.org/0000-0002-8249-5179"
- family-names: "Cuerva-Tejero"
  given-names: "Alvaro"
  orcid: "https://orcid.org/0000-0002-1690-1634"
- family-names: "Lopez-Garcia"
  given-names: "Oscar"
  orcid: "https://orcid.org/0000-0002-0209-2469"
title: "mVARbox"
version: 1.0.0
date-released: 2024-02-20
url: "https://github.com/arya-upm/mVARbox/"

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