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.
Released by: GistaT Group
File Size: 0.8 MB
Price: $ 99.5
Supported OS: Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000
Keywords: time series forecast analysis trend periodicities seasonalities statistics ssa software principal component decomposition singular value svd reconstruction approximation spectrum
Free CaterpillarSSA Download Link