reconstruction software

Reconstruction The program for extended Singular Spectrum Analysis (SSA) of time series.

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Time series analysis and forecast by SSA.
CaterpillarSSA
The program for extended Singular Spectrum Analysis (SSA) of time series.



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. 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.
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Software Matrix Listing
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