Finn Lindgren, Stochastic processes

These Matlab functions were developed for the courses in Stochastic processes 1995-2004.

• NB: This layout of this page reflects the old FMS041 course. I am in the process of rearranging the files to give at better overview of the updated files, to ease the use of the files in several of our courses.
• At the Centre for Mathematical Sciences, run

  initmstat
  matlab
  fms045mas210

  to access the files.
• Download individual or packaged files below.

Lab 1

spaklab1_20070214.tar.gz or spaklab1_20070214.zip

• eigv.m
• field.m
• knapp.m
• monop.m
• monopgata.m
• move.m
• pestimering.m
• porand.m
• psimulering.m
• seep.m
• simulering.m
• pchk.m
• coal.dat
• simple_sum.m
• spekt.m
• lowpass.mat

Updated 2007-02-14

Lab 2

• spaklab2_20070214.tar.gz or spaklab2_20070214.zip
• spaklab2-data_20070214.tar.gz or spaklab2-data_20070214.zip

• armagui.m
• initarma.m
• initarma.mat
• spekgui.m
• initspek.m
• initspek.mat
• kovarians.m
• spekt.m
• welch.m
• kvfgui.m
• initkvf.m
• initkvf.mat

New files for 2004, not included in the compressed archives:

• Road1.mat
• yearMeanSpots.mat
• covProc.mat
• wheat.mat
• wheat.csv
• plotwheat.csv
• simuleraenkelsumma.m
• simuleraenkelsumma2.m
• enkelsumma.m
• e309.m

Update 2000-02-16: kovarians is much faster now.
Update 2002-02-11: Added compatibility with new IdentTB in spekgui
Update 2003-02-03: Changed the "ensure stability" formula in armagui, contribution by Fredrik Nordström
Update 2004-02-24: Added new files by Anders Malmberg and Fredrik Nordström

The data used in the exercise are:

• data1.mat
• afric.mat
• cello.mat
• trombone.mat

If you experience any trouble with the .mat files, try opening the following plain text versions and use "Save As". Then follow these instructions.

• data1x.dat
• africx.dat
• africt.dat
• cellox.dat
• cellodt.dat
• trombx.dat
• trombdt.dat