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.
» version 3.40 - posted on 2010-08-23
» version 3.30 - posted on
EULA - End User License Agreement
===================== 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) CaterpillarSSA is not operated on more than one
computer or terminal at the same time and (2) CaterpillarSSA is not
used on a network. Either of these uses requires a site license.
Options regarding the educational use, commercial use, site
licenses (multiple-users/ network), etc., are available on request.
CaterpillarSSA's current policy entitles registered users to upgrades
to additional analysis modules and new releases. Information on new
releases and upgrades of CaterpillarSSA are communicated on the
CaterpillarSSA Mailing List.
4. Details concerning registration, methods of payment, and the latest
version of the program, can be obtained by contacting the author at:
5. The CaterpillarSSA unregistered trial version, may be freely
distributed, with exceptions noted below, provided the distribution
package is not modified. No person or company may charge a fee for
the distribution of CaterpillarSSA without written permission from
the copyright holder. The CaterpillarSSA unregistered trial version
may not be bundled or distributed with any other package without
written permission of the copyright holder.
6. CaterpillarSSA IS DISTRIBUTED "AS IS". NO WARRANTY OF ANY
KIND IS EXPRESSED OR IMPLIED. YOU USE AT YOUR OWN RISK.
THE AUTHOR WILL NOT BE LIABLE FOR DATA LOSS, DAMAGES, LOSS
OF PROFITS OR ANY OTHER KIND OF LOSS WHILE USING OR MISUSING
7. You may not use, copy, emulate, clone, rent, lease, sell, modify,
decompile, disassemble, otherwise reverse engineer, or transfer the
licensed program, or any subset of the licensed program, except as
provided for in this agreement. Any such unauthorized use shall
result in immediate and automatic termination of this license and
may result in criminal and/or civil prosecution.
Gistat Group reserves all rights not expressly granted here.
8. Installing and using CaterpillarSSA signifies acceptance of these
terms and conditions of the license.
9. If you do not agree with the terms of this license you must remove
CaterpillarSSA files from your storage devices and cease to use the
Thank you for using CaterpillarSSA!
(c) 1996-2010 Gistat Group. All rights reserved.