Projects / MSAR-W

MSAR-W

MSAR-W stands for MultiScale AutoRegressive modeling with Wavelets. It is a software toolkit written in Matlab 5.2. MSAR-W requires only base Matlab (no toolboxes needed). MSAR-W can produce multi-scale autoregressive (AR) models of data. These models can be integer, fractional, or mixed integer and fractional. Model orders can be different for each wavelet resolution level. Users can choose a spline wavelet or a Haar wavelet. If the data is multi-scale, MSAR-W can produce better-fitting models than conventional AR models.

Recent releases

  •  05 Feb 2009 18:39

    Release Notes: A bug in the model coefficient info report has been fixed. The documentation has been updated. Reporting/display functions have been updated. A feature for users to eliminate specific wavelet resolution levels has been added. Ploting of actual and residual autocorrelations has been added.

    •  03 Feb 2009 08:31

      Release Notes: Three computation modes were added.

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