CaterpillarSSA
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Description: Based on the model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can be applied to multivariate analysis/forecasting and change-point detection.
Time series analysis and forecasting, Caterpillar SSA method Time series analysis and forecasting The site is devoted to 'Caterpillar' (another name is SSA - Singular Spectrum Analysis), a powerful method of time series analysis and forecasting. The 'Caterpillar'-SSA is a model-free technique of time series analysis. It combines advantages of other methods, such as Fourier and regression analyses, with simplicity of visual control aids.
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WEBSITE Info
Page title: | Time series analysis and forecasting, Caterpillar SSA method |
Keywords: | time, series, forecast, analysis, trend, periodicities, seasonalities, statistics, software, principal, component, decomposition, singular, value, SVD, reconstruction, approximation, spectrum, SSA, Caterpillar, CaterpillarSSA |
Description: | The site is devoted to a method for time series analysis and forecasting. |
IP-address: | 198.63.208.64 |
WHOIS Info
NS | Name Server: NS1.CIFNET.COM Name Server: NS2.CIFNET.COM |
WHOIS | Status: ok |
Date | Creation Date: 25-jan-2001 Expiration Date: 25-jan-2017 |