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The program for Singular Spectrum Analysis (SSA) of one-dimensional time series.

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Company: GistaT Group


OS: Win 3.1x, Win95, Win98, WinME, WinNT 3.x, WinNT 4.x, Windows2000


Description:

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.



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Picture Caterpillar