CaterpillarSSA 3.30
The program is based on the powerful 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, forecast, analysis, trend, periodicities, seasonalities, statistics, ssa, software,