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Caterpillar
by 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.
periodicities program smoothing time series time series analysis statistical software time series decomposition
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