CaterpillarSSA 3.40


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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&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.

CaterpillarSSA is a free trial software application from the Other subcategory, part of the Education category. The app is currently available in English, Russian and it was last updated on 2010-08-23. The program can be installed on Win95, Win98, WinME, WinNT 3.x, WinNT 4.x, Windows2000.

CaterpillarSSA (version 3.40) has a file size of 1.26 MB and is available for download from our website. Just click the green Download button above to start. Until now the program was downloaded 193 times. We already checked that the download link to be safe, however for your own protection we recommend that you scan the downloaded software with your antivirus.

Program Details



General

 
Publisher GistaT Group
Released Date 2010-08-23
Languages English, Russian

Category

 
Category Education
Subcategory Other

System requirements

 
Operating systems windows

Download information

 
File size 1.26 MB
Total downloads 193

Pricing

 
License model Free Trial
Price $99.50

Version History



Here you can find the changelog of CaterpillarSSA since it was posted on our website on 2015-04-25. The latest version is 3.40 and it was updated on soft112.com on 2017-07-01. See below the changes in each version:

version 3.40

posted on 2010-08-23

version 3.30

posted on






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Release Date: 2010-08-23
Publisher: GistaT Group
Operating System: windows
Type: Free Trial