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. CaterpillarSSA is a shareware developed by GistaT Group and listed in mathematics software.
Version: 3.20 Released: 2/1/2004
Size: 0.8 MB
Platform: Windows 95, 98, ME, NT 3.x, NT 4.x, Windows 2000
Download Link: Download
Keywords: singular principal statistics spectrum component reconstruction seasonalities value trend svd periodicities analysis forecast time series approximation ssa decomposition