Download CaterpillarSSA 3.40

sponsored links

CaterpillarSSA 3.40
CaterpillarSSA 3.40 screenshot
The program for extended Singular Spectrum Analysis (SSA) of time series.
Price: 99.5 USD (Buy Now) Hits: 379 visitors Publisher: GistaT Group OS Support: Win2000, Win95, Win98, WinNT 3.x, WinNT 4.x License: Shareware Date added: 14 Oct 2012 Last Update: 23 Aug 2010 Downloads: 1

See full specifications >>

Users rating:
  • Currently 0/5

0/5 (0 votes)

Editor's rating:
  • Currently /5
Visitors Rating:
  • Currently 0/5

0/5 (0 votes)

Your opinion can help!
Add your review now!

Screenshots of CaterpillarSSA

CaterpillarSSA 3.40 screenshotScreenshots

CaterpillarSSA Publisher's description

The program for extended Singular Spectrum Analysis (SSA) of time series.

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 whole technique); Singular Value Decomposition of the trajectory matrix; reconstruction of the original time series based on a number of selected eigenvectors. The result of the Caterpillar-SSA processing is a natural decomposition of the time series into several components, which can often be identified as trends, seasonalities and other oscillatory series, or noise components. The method can be naturally extended to forecasting time series and its components, processing multidimensional time series and to change-point detection. The "Caterpillar" ideas were independently developed in Russia (St. Petersburg, Moscow) and also in UK and USA (under the name of SSA; that is, Singular Spectrum Analysis). The new book "Analysis of Time Series Structure: SSA and Related Techniques", authors are N. Golyandina, V. Nekrutkin and A. Zhigljavsky, provides a careful, lucid description of SSA general theory and methodology (in English, Chapman&Hall/CRC, see http://www.gistatgroup.com/cat/). The method is a powerful and useful tool of time series analysis in meteorology, hydrology, geophysics, climatology and, according to our experience, in economics, biology, physics, medicine and other sciences; that is, where short and long, one-dimensional and multidimensional, stationary and nonstationary, almost deterministic and noisy time series are to be analyzed. We are sure, that in a near future "Caterpillar"-like methods will rank among the base methods of time series analysis and will be included in standard statistical software.
sponsored links

Members Reviews






Submit Your Review


You need to be signed in to review this program.
Your rating:
*
Title:
*
Your review:
*
Chars left
catcha *





Your review will be listed after a administrator approves it!





sponsored links



Version History
Version 3.40 added on: 14 Oct 2012


sponsored links


Related Tags
    time          series          forecast          analysis          trend          periodicities          seasonalities          statistics          SSA          software          principal          component          decomposition          singular          value          SVD          reconstruction          approximation          spectrum      

Button for your site
To link back to this page, please copy code below and insert in your page. All visits come thru this code will add a 10 point vote to this software. Save the image button on your server

Example:
    

Copyright (c) 2006-2015 Free-To-Try.com. All rights reserved.