Caterpillar
GistaT Group
The program is based on the powerful model-free method of time series analysis "Caterpillar" (another name is SSA - Singular Spectrum Analysis). It combines advantages of other methods with simplicity of visual control aids. The result of the "Caterpillar" processing is a decomposition of the time series into several components, which can often be identified as trends, seasonalities and other oscillatory series, or noise components.
Price: Freeware
Version: 1.00 Released: 10/27/1998
Size: 0.35 MB
Platform: Win 3.1x,Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000
Download Link: Download
Keywords: program trend time series decomposition statistical software time series analysis time series smoothing periodicities singular spectrum statistics svd one-dimensional time series reconstruction series analysis singular value decomposition principal component analysis ssa seasonalities time noise
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