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Register a new userThe SSM Toolbox for Matlab
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Added by
John Aston
Publication date
2007
fields
Mathematical Statistics
and research's language is
English
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State Space Models (SSM) is a MATLAB 7.0 software toolbox for doing time series analysis by state space methods. The software features fully interactive construction and combination of models, with support for univariate and multivariate models, complex time-varying (dynamic) models, non-Gaussian models, and various standard models such as ARIMA and structural time-series models. The software includes standard functions for Kalman filtering and smoothing, simulation smoothing, likelihood evaluation, parameter estimation, signal extraction and forecasting, with incorporation of exact initialization for filters and smoothers, and support for missing observations and multiple time series input with common analysis structure. The software also includes implementations of TRAMO model selection and Hillmer-Tiao decomposition for ARIMA models. The software will provide a general toolbox for doing time series analysis on the MATLAB platform, allowing users to take advantage of its readily available graph plotting and general matrix computation capabilities.
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We provide a MATLAB toolbox, BFDA, that implements a Bayesian hierarchical model to smooth multiple functional data with the assumptions of the same underlying Gaussian process distribution, a Gaussian process prior for the mean function, and an Inverse-Wishart process prior for the covariance function. This model-based approach can borrow strength from all functional data to increase the smoothing accuracy, as well as estimate the mean-covariance functions simultaneously. An option of approximating the Bayesian inference process using cubic B-spline basis functions is integrated in BFDA, which allows for efficiently dealing with high-dimensional functional data. Examples of using BFDA in various scenarios and conducting follow-up functional regression are provided. The advantages of BFDA include: (1) Simultaneously smooths multiple functional data and estimates the mean-covariance functions in a nonparametric way; (2) flexibly deals with sparse and high-dimensional functional data with stationary and nonstationary covariance functions, and without the requirement of common observation grids; (3) provides accurately smoothed functional data for follow-up analysis.
More attention is being paid for feature importance ranking (FIR), in particular when thousands of features can be extracted for intelligent diagnosis and personalized medicine. A large number of FIR approaches have been proposed, while few are integrated for comparison and real-life applications. In this study, a matlab toolbox is presented and a total of 30 algorithms are collected. Moreover, the toolbox is evaluated on a database of 163 ultrasound images. To each breast mass lesion, 15 features are extracted. To figure out the optimal subset of features for classification, all combinations of features are tested and linear support vector machine is used for the malignancy prediction of lesions annotated in ultrasound images. At last, the effectiveness of FIR is analyzed according to performance comparison. The toolbox is online (https://github.com/NicoYuCN/matFIR). In our future work, more FIR methods, feature selection methods and machine learning classifiers will be integrated.
This paper presents a Matlab toolbox to perform basic image processing and visualization tasks, particularly designed for medical image processing. The functionalities available are similar to basic functions found in other non-Matlab widely used libraries such as the Insight Toolkit (ITK). The toolbox is entirely written in native Matlab code, but is fast and flexible. Main use cases for the toolbox are illustrated here, including image input/output, pre-processing, filtering, image registration and visualisation. Both the code and sample data are made publicly available and open source.
We introduce PoCET: a free and open-scource Polynomial Chaos Expansion Toolbox for Matlab, featuring the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic parameters or initial conditions, as well as several simulation tools. It offers a built-in handling of Gaussian, uniform, and beta probability density functions, projection and collocation-based calculation of PCE coefficients, and the calculation of stochastic moments from a PCE. Efficient algorithms for the calculation of the involved integrals have been designed in order to increase its applicability. PoCET comes with a variety of introductory and instructive examples. Throughout the paper we show how to perform a polynomial chaos expansion on a simple ordinary differential equation using PoCET, as well as how it can be used to solve the more complex task of optimal experimental design.
This paper describes the LPVcore software package for MATLAB developed to model, simulate, estimate and control systems via linear parameter-varying (LPV) input-output (IO), state-space (SS) and linear fractional (LFR) representations. In the LPVcore toolbox, basis affine parameter-varying matrix functions are implemented to enable users to represent LPV systems in a global setting, i.e., for time-varying scheduling trajectories. This is a key difference compared to other software suites that use a grid or only LFR-based representations. The paper contains an overview of functions in the toolbox to simulate and identify IO, SS and LFR representations. Based on various prediction-error minimization methods, a comprehensive example is given on the identification of a DC motor with an unbalanced disc, demonstrating the capabilities of the toolbox. The software and examples are available on www.lpvcore.net.
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