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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). The result of the "Caterpillar" processing is a decomposition of the time series into several components.
time series trend periodicities seasonalities noise smoothing time series analysis statistics statistical software principal component analysis time series decomposition singular value decomposition svd time series reconstruction program singular spectrum analysis ssa one-dimensional time series
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