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. Caterpillar is a freeware categorized in statistic tools software.

Price: Freeware
Version: 1.00 Released: 10/27/1998
Size: 0.35 MB
Platform: Win 3.1x, Windows 95, 98, ME, NT 3.x, NT 4.x, Windows 2000

Download Link: Download

Keywords: series smoothing time series analysis analysis time periodicities principal component analysis ssa seasonalities svd statistics spectrum singular one-dimensional trend statistical software singular value decomposition noise time series reconstruction time series decomposition time series

 



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time series analysis noisy time series singular spectrum analysis caterpillar ssa natural decomposition value decomposition eigenvectors analysis of time series structure trajectory matrix control aids lucid description noise components

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