This Website is intended primarily to support the CAPTAIN Toolbox for Matlab, which provides access to novel, mainly recursive,  algorithms for various important  aspects of identification, estimation, nonstationary time series analysis and signal processing, adaptive forecasting and automatic control system design. These have been developed between 1981 and the present at Lancaster University, UK, based on research carried out by Peter Young with colleagues at Lancaster, the Australian National University, Canberra, Australia (1975-1981) and the University of Cambridge, UK (1965-1975).

CAPTAIN’s numerous Matlab routines (m-files) provide access to most of the algorithms that are used in the Data-Based Mechanistic (DBM) approach to the modelling of stochastic, dynamic systems from sampled data. An overview of CAPTAIN can be obtained from the download page. A fully functional version of the CAPTAIN Toolbox can be downloaded from:

An optional e-Handbook is available but it currently requires updating. However, help and demonstration examples will be sufficient for most users.

The present Website also provides information that may be of use to CAPTAIN users: first, short articles on Technical Matters that discuss new and proposed developments in the Toolbox, as well as advice on the use and application of its routines; second, News and Comments; and third Thoughts and Speculations, presenting my views on various topics that I am considering at the time.

Peter Young, Lancaster, 29th July 2019

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Forecasting global average temperature

This is a forecast of the global temperature from 2000 to 2011 based only on data up to 2000, showing the ‘levelling’ that has occurred since the the start of the new Millennium. The DBM forecasts are generated using a Hypothetico-Inductive DBM (HI-DBM) model estimated from the data using the CAPTAIN rivcbjid and dhr routines. Details are given in HIDBM_Climate2.pdf  (Pub-lication Downloads). Associated paper will be published in Int. Journal of Forecasting, 2017.

Computer-Aided Program for Time-series Analysis and Identification of Noisy Systems (CAPTAIN) Toolbox