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. CatMV is a shareware developed by GistaT Group and listed in mathematics software.
Version: 1.0 Released: 2/1/2006
Size: 0.5 MB
Platform: Windows 95, 98, ME, NT 3.x, NT 4.x, Windows 2000, XP
Download Link: Download
Keywords: principal component singular spectrum analysis statistics seasonalities decomposition trend periodicities forecasting ssa forecast time series analysis