Departamento de Informática y Automática
Universidad Nacional de Educación a Distancia (UNED)

Interactive Tool for Time Series Analysis Education - Time Series Analyser

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ITTSAE-TSA (Interactive Tool for Time Series Analysis Education – Time Series Analyser) is a free of charge software tool for analysing in the time domain time series which are realizations of basic stochastic processes: white noise, autoregressive (AR), moving average (MA), autoregressive moving average (ARMA), autoregressive integrated moving average (ARIMA).

Once the data of the time series are loaded in ITTSAE-TSA, user can view the following estimated function from the time series: autocorrelation, partial autocorrelation and cross correlation. Besides, user can differentiate the time series to eliminate its non-stationary behaviour.

User must analyse the graphical representation of the selected time series and its autocorrelation and partial autocorrelation function to establish whether the time series presents an non-stationary behaviour and must be differentiated, and infer the type of stochastic process that has generated the time series. User can also analyse the cross correlation function between two of the loaded series to establish whether these signals are uncorrelated or cross correlated.

The main features of ITTSAE-TSA are its simplicity, ease of use and interactive nature. Any action carried out on the screen is immediately reflected on all the graphs generated and displayed by the tool. This allows the user to visually perceive the effects of his or her actions.

ITTSAE-TSA has been developed with SYSQUAKE 5.0 by José Manuel Díaz Martínez (UNED-DIA), Sebastián Dormido Bencomo (UNED-DIA) and Daniel E. Rivera (ASU-CSEL).


  • ITTSAE-TSA 1.1 (for Windows 7 or higher)

  • ITTSAE-TSA 1.1 (for Mac OS X Mavericks or higher)


  • ITTSAE-TSA 1.0 User Guide (in English)

  • ITTSAE-TSA 1.0 User Guide (in Spanish)

  • NEWS

  • [October 1st, 2015]. ITTSAE-TSA 1.1 is now available to download. This version fixes the bugs detected in the previous version. Besides it includes as a new feature the possibility of resizing the application window.

  • [February 9th, 2015]. Some bugs have been fixed in ITTSAE-TSA 1.0.1 for Mac.

  • [February 5th, 2015]. ITTSAE-TSA 1.0.1 for Mac is now available to download.

  • [November 20th, 2014]. ITTSAE-TSA 1.0.1 for Windows is now available to download. This version fix some bugs found in the version 1.0.

  • [October 16th, 2014]. ITTSAE-TSA 1.0 for Windows is now available to download.


  • ITTSAE (Time Series Analysis Education)

  • ITTSAE-TSG (Time Series Generator)


  • If you find any bugs or you have some suggestion in order to improve the tool, please send an e-mail to

  • ITTSAE-TSA. Copyright © 2014 Jose Manuel Díaz - Sebastian Dormido - Daniel E. Rivera

    Last update: October 1st, 2015