mVARbox is a Matlab toolbox for uni/multivariate data series analysis in both time and frequency domains, with special focus on multivariate autoregressive (VAR) models.
You can find a detailed description of this repository together with several tutorial at https://mvarbox.readthedocs.io.
- Mohanad Elagamy (orcid)
- Luis Mora de la Cruz
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Gallego-Castillo, C.; Cuerva-Tejero, A.; Elagamy, M.; Lopez-Garcia, O. & Avila-Sanchez, S. A tutorial on reproducing a predefined autocovariance function through AR models: Application to stationary homogeneous isotropic turbulence. Stochastic Environmental Research and Risk Assessment, 2021, 36, 2711-2736. DOI: 10.1007/s00477-021-02156-0
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Gallego-Castillo, C.; Elagamy, M.; Cuerva-Tejero, A.; Lopez-Garcia, O. & Avila, S. Synthesis of realistic non-homogeneous non-Gaussian turbulent wind fields Journal of Physics: Conference Series, IOP Publishing, 2024, 2767, 052019. DOI: 10.1088/1742-6596/2767/5/052019
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Elagamy, M.; Gallego-Castillo, C.; Cuerva-Tejero, A.; Lopez-Garcia, O. & Avila-Sanchez, S. Eigenanalysis of vector autoregressive model for optimal fitting of a predefined cross power spectral density matrix: Application to numeric generation of stationary homogeneous isotropic/anisotropic turbulent wind fields. Journal of Wind Engineering and Industrial Aerodynamics, 2023, 238, 105420. DOI: 10.1016/j.jweia.2023.105420
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Elagamy, M.; Gallego-Castillo, C.; Cuerva-Tejero, A.; Lopez-Garcia, O. & Avila-Sanchez, S. Optimal autoregressive models for synthetic generation of turbulence. Implications of reproducing the spectrum or the autocovariance function. 17th European Academy of Wind Energy (EWEA) PhD Seminar on Wind Energy, Porto (Portugal), 2021. (proceedings)
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Luis Mora de la Cruz, Spectral estimation methods from finite time series: application to wind energy related variables. ETSIAE, Universidad Politécnica de Madrid, Master thesis, 2023. (link)