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CaterpillarSSA Ratings

CaterpillarSSA Details

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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.

License: Shareware | Price: $99.5 | Filesize: 837.0 KB
Visit Counter: 147 | Download Counter: 1 | Popularity: 1
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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 basic Caterpillar-SSA algorithm for analyzing one-dimensional time series consists of transformation of the one-dimensional time series to the trajectory matrix by means of a delay procedure (this gives the name to the...
 
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