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| The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values. |
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| Updated |
Feb 20, 2006 07:54:45 | | Size | 529 kb | | Licence | Shareware | | Status | Major Update | | Languages | English | | Tags | time series, forecast, forecasting, analysis, trend, periodicities, seasonalities, statistics, Singular Spectrum Analysis, SSA, software, principal component, decomposition, singular value decomposition, SVD, reconstruction, approximation, missing values, missing data, fill | | OS | Windows 95, Windows 98, Windows ME, Windows NT, Windows 2000, Windows XP | | Homepage | gistatgroup.com | | Email | info@gistatgroup.com | | Author | Nina Golyandina |
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| Other author's software: | - CaterpillarSSA 3.30 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.
- Caterpillar 1.00 The program is based on the powerful model-free method of time series analysis "Caterpillar" (another name is SSA - Singular Spectrum Analysis). The result of the "Caterpillar" processing is a decomposition of the time series into several components.
| | Show all author's software |
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. | Short tags: time series, forecast, forecasting, analysis, trend, periodicities, seasonalities, statistics, Singular Spectrum Analysis, SSA, software, principal component, decomposition, singular value decomposition, SVD, reconstruction, approximation, missing values, missing data, fill | System Requirements: 16MB RAM | |
| | Freeware alternatives CatMV 1.0 |
| Free Download CatMV 1.0 from gistatgroup.com |
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