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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.
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 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.
CatMV 1.0 The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values. The CatMV program is a realization of the "Caterpillar"-SSA method for
CRM Statistics: Who's the Real Market Leader? Gartner's latest statistics on the state of the CRM business provide a ray of hope to the industry, which has seen software revenues plummet over the last few years.
Analysis: Timing Isn't Right for G5 PowerBook It didn’t take an Amazing Kreskin to see imminent new PowerBooks. Until last week’s announcement that its PowerBooks would see a modest speed bump and other improvements, Apple hadn’t updated the product line since April 2004. And nine m
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12Ghosts 8.0, Approximately 90 Times Better Modern Windows provides a reasonably good user environment. All in it is usable, understandable, and can be done in a few clicks most of the time. But as your interaction with this environment gets more intense, the «most of the time», mentioned above, appears to be surely NOT ENOUGH. There are tons of places and problems where Windows environment CAN
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OscilloMeter - Spectrum Analyzer Spectrum analysis is used in a wide range of tasks from equipment configuration and fine tuning to the analysis of scientific recordings and creation of voice recognition software. Professional equipment for high-quality sound analysis is extremely expensive and cannot be quickly reconfigured or updated. A computer-based system is a great alternative, which guarantees