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CaterpillarSSA

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CaterpillarSSA is a developed by GistaT Group. This site is not affiliated with GistaT Group in any way. Read more.
CaterpillarSSA icon 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.
Version3.40
LicenseFree trial
OS supportWindows 8, Windows 7, Windows Server, Windows Vista, Windows XP
ReleasedJan 12, 2015
Last updatedJul 14, 2014
Total downloads891
Last week89
PublisherGistaT Group
User rating
 (1 rating)

Screenshots

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Publisher's Description

From GistaT Group
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.

Specifications

Info URLhttp://www.gistatgroup.com/cat/
Order URLhttp://www.gistatgroup.com/cat/buy.html
Download URLhttp://www.gistatgroup.com/cat/cat34.exe
Cost$99.50
Install supportInstall and Uninstall
LanguagesEnglish, Russian
File size1.2 MB

Publisher's License Agreement (EULA)

===================== CaterpillarSSA v3.40 ===================== License for use and distribution: 1. The program CaterpillarSSA is copyrighted. All rights on CaterpillarSSA are exclusively owned by the author - Gistat Group. 2. CaterpillarSSA is distributed as shareware (try-before-you-buy software). The program may be used for an evaluation period of 30 days. Any further use requires a license from the author obtained through the Registration Procedure. 3. Purchasing a license for CaterpillarSSA (i.e., registering) entitles the licensee to use the program according to specific conditions. A personal license is for single use only, entitling an individual to use CaterpillarSSA on any and all computers available to him/ her, provided that (1)...

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CaterpillarSSA is a developed by GistaT Group. This site is not affiliated with GistaT Group in any way. SafestDownloads is a platform that helps you find the software you’ve been searching for. SafestDownloads not only offers a vast catalog of thousands of free programs to choose from, but makes it easy to download them.
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GistaT Group Software

CatMV
Analysis of time series with missing values.


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