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.
Platform:Windows 95, Windows 98, Windows Me, Windows NT, Windows 2000, Windows XP
CaterpillarSSA - 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...
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