CatMV
GistaT Group
The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values. The implemented algorithms result in extraction of additive components of time series such as trends and periodic components, with simultaneous filling in the missing data (if any). The program is able to perform forecasting if to add missing values after the last point of the time series.
Price: $49
Version: 1.0 Released: 2/1/2006
Size: 0.5 MB
Platform: Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000,WinXP
Download Link: Download
Keywords: singular spectrum analysis software forecast time series ssa statistics analysis trend forecasting principal component decomposition seasonalities periodicities
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