Singular Spectrum Analysis Software

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). The result of the "Caterpillar" processing is a decomposition of the time series into several components.

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CaterpillarSSA by GistaT Group

The program is based on the model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). It allows identification, analysis and forecast of the time series structure. The program can be applied to multivariate analysis.

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CatMV by GistaT Group

The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values.

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