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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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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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