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.
- License: Shareware
- Language: English, Russian
- Release: 2004-07-01
- Size: 837 Kb
- Cost: 99.50 $
The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values. The implemented algorithms result in extraction of additive components of time series such as trends and periodic components, with simultaneous filling in the missing data (if any). The program is able to perform forecasting if to add missing values after the last point of the time series.
- License: Shareware
- Language: English
- Release: 2006-02-01
- Size: 528 Kb
- Cost: 49.00 $
spectrum, value, principal, statistics, time, decomposition, reconstruction, periodicities, analysis, series, forecast, seasonalities, software, component, singular, approximation, trend, missing values, forecasting, missing data, singular spectrum analysis, principal component, filling in, time series, singular value decomposition
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