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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.
time series analysis noise svd one-dimensional trend singular value decomposition
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