ECOTOOL

ECOTOOL provides comprehensive time series analysis and forecasting capabilities implemented as a MATLAB toolbox for identification, validation, and forecasting of dynamic models.

Key Features:

• MATLAB implementation: Distributed as a MATLAB toolbox for computational time series analysis and forecasting.
• Exploratory, Descriptive, and Diagnostic Tools: Includes statistical routines for exploring data patterns, describing time series characteristics, and diagnosing model fit.
• Automatic Procedures: Implements automatic model identification, exact maximum likelihood estimation, and outlier detection routines.
• Model Support: Supports multi-seasonal ARIMA models, transfer functions, Exponential Smoothing, Unobserved Components, and VARX.
• Identification, Validation, and Forecasting Routines: Provides routines for the identification, validation, and forecasting of dynamic models.

Scientific Applications:

• Economics: Applied to economic time series for forecasting and dynamic-model analysis.
• Environmental Science: Used for analysis and forecasting of environmental temporal data.
• Engineering: Employed in engineering contexts that require modeling and forecasting of temporal processes.
• Epidemiology: Applied to epidemiological time series for longitudinal analysis and forecasting.

Methodology:

Automatic model identification, exact maximum likelihood estimation, outlier detection, exploratory/descriptive/diagnostic statistical routines, and support for multi-seasonal ARIMA, transfer functions, Exponential Smoothing, Unobserved Components, and VARX models are implemented as computational routines.