CaterpillarSSA 3.40



Publisher Description



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/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.

About CaterpillarSSA

CaterpillarSSA is a free trial software published in the Other list of programs, part of Education.

This program is available in English, Russian. It was last updated on 05 March, 2024. CaterpillarSSA is compatible with the following operating systems: Windows.

The company that develops CaterpillarSSA is GistaT Group. The latest version released by its developer is 3.40. This version was rated by 4 users of our site and has an average rating of 3.3.

The download we have available for CaterpillarSSA has a file size of 1.05 MB. Just click the green Download button above to start the downloading process. The program is listed on our website since 2010-08-23 and was downloaded 583 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded software with your antivirus. Your antivirus may detect the CaterpillarSSA as malware if the download link is broken.

How to install CaterpillarSSA on your Windows device:

  • Click on the Download button on our website. This will start the download from the website of the developer.
  • Once the CaterpillarSSA is downloaded click on it to start the setup process (assuming you are on a desktop computer).
  • When the installation is finished you should be able to see and run the program.



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Users Rating:  
  3.3/5     4
Downloads: 583
Updated At: 2024-03-05
Publisher: GistaT Group
Operating System: Windows
License Type: Free Trial