Matlab routines used in Maharaj, E.A. and Alonso, A.M. (2006) Discrimination of locally stationary time series using wavelets:

· Routine modulatedAR implements the generation of samples from two Gaussian modulated autoregressive models.

· Routine wavediscriminant implements the discrimination procedures based on wavelet variance.

· Routine classify is based on the routine classify provided by MathWorks, Inc., but incorporating the diagonal linear and the diagonal quadratic discriminant procedures.

· Routine stepdiscrim is based on the routine stepdiscrim provided by Richard E. Strauss, but omiting the bootstrap implementation.

Matlab routines used in Maharaj, E.A. and Alonso, A.M. (2012) Discriminant analysis of multivariate time series using wavelets:

· Routines VARsimula and VARMAsimula implement the generation of samples from bivariate VAR(1) and VARMA(1,1) models, respectively.

· Routine MULTIwaveSimulation implements the simulation experiment.

· Routine MULTIwavediscriminant implements the discrimination procedures based on wavelet variance and correlations.

· Routine StepDiscrim is based on the routine stepdiscrim provided by Richard E. Strauss, but omitting the bootstrap implementation.

· Routines ECGclassication12leads and ECGclassification3factors implement the classification of ECG in myocardial infarction and healthy control using the information of 12 leads or 3 extracted factors, respectively.

Matlab routines used in Alonso, A.M., Pérez, R. and Silva, E. (2012) Forecasting Mortality Rates: Mexico 2001-2010:

· Routine TMdesagregacion implements the Guerrero and Silva (2010) procedure.

· Routine TMinterpola obtains the mortality rates for Mexico 1940 – 2000.

· Datafile DatosMexico19402000 contains the mortality rates for Mexico censal years 1940 – 2000.

· Datafile InterpolaMexico19402000 contains the mortality rates for Mexico annual years 1940 – 2000.