Centre for Research on Environmental Systems and Statistics CAPTAIN Toolbox

CAPTAIN Toolbox website

Overview & availability

User interface & examples

Time variable parameter subset

Multivariable transfer function subset

Download CAPTAIN Toolbox


Lancaster University
Systems and Control
Environmental Science

Welcome to the CAPTAIN web pages. CAPTAIN is a MATLAB ® compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models.

From this page you can learn about the powerful features of this new toolbox, examine some screen shots and find information about the models and algorithms involved.

The Toolbox is useful for signal extraction and forecasting of a wide range of dynamic systems, from the environment, through biology and engineering to socio-economics. It has been developed by Prof. Peter Young and his colleagues in the Systems & Control group at the Centre for Research on Environmental Systems and Statistics, Lancaster University, United Kingdom.

Mauna Loa carbon dioxide series and estimated trend.

More examples

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c.taylor@lancaster.ac.uk 23-FEB-2011