Time Series Analysis and Forecast

Version 1.3 (160 KB) by Iman
TSAF enables you to quickly analyze time series and forecast the future.
Updated 12 Aug 2018

View License

How to open the GUI:
Step 1) download and unzip the package.
Step 2) copy all the files & folders included in the unzipped package into the current working directory of Matlab*.
* To find out the current working directory, please type "pwd" in the Matlab command line.
Step 3) Type "TSAF" in the command line.
Step 4) Enjoy it!
Please watch the following short tutorials to quickly learn the topic and master the GUI:
Tutorial 1 - Concept:
Tutorial 2 - Trend and Seasonality:
Tutorial 3 - ARMA:
Tutorial 4 - TSAF (Example 1) :
Tutorial 5 - TSAF (Example 2) :
Tutorial 6 - TSAF (Example 3)
Tutorial 7 - TSAF (New Feature)
Please subscribe to my signal processing channel to see more tutorials:

This GUI is developed for 2060 Project at the Institute for Integrated Energy Systems at the University of Victoria, Canada. The project has been funded by Pacific Institute for Climate Solutions, Natural Resources Canada and Natural Sciences and Engineering Research Council of Canada. This funding is gratefully acknowledged.

[1] Peter J. Brockwell, Richard A. Davis, "Introduction to Time Series and Forecasting", Second Edition, Springer, 2002.
[2] Chris Chatfield, "Time-Series Forecasting", Chapman &C Hall/CRC, 2000.


"Photos courtesy of and copyright Free Range Stock, www.freerangestock.com"

Cite As

Iman (2024). Time Series Analysis and Forecast (https://www.mathworks.com/matlabcentral/fileexchange/54276-time-series-analysis-and-forecast), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes

resolving the size issue

description update.
description update.
bug fixed.
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Description update.
adding youtube channel
description update.
file update
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Replacing "imshow" with "image" command
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File update.
Summary update
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File Update.
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In the new version, minimum and maximum values for the forecast can be set.
Description Update.
Bug fixed.

Checking availability of the required product (Econometrics Toolbox).
Description Update.
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Update Description.
Description Update.
Description Update.
Test folder is added.