CaterpillarSSA
GistaT Group
The program is based on the powerful model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can be applied to multivariate analysis/forecasting and change-point detection.
Price: $99.5
Version: 3.20 Released: 2/1/2004
Size: 0.8 MB
Platform: Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000
Download Link: Download
Keywords: forecast trend svd component seasonalities decomposition time approximation spectrum reconstruction analysis series value principal singular periodicities ssa statistics
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