
Publisher's description
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: Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000,WinXP
License: Free To Try
Category:
Other
Date Added: Oct 30, 2006
Date Updated: Dec 02, 2008
Last Release Date: Feb 01, 2006
Page Visit: 3
Malware Status: Clean
Scan Date: Mar 22, 2008
Link to this page
CaterpillarSSA |
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.
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