Periodicities The program for extended Singular Spectrum Analysis (SSA) of time series.
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periodicities,
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periodicities
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Local Listing
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CaterpillarSSA
The program for extended Singular Spectrum Analysis (SSA) of time series.
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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.
analysis,
approximation,
caterpillarssa,
component,
decomposition,
education,
forecast,
mathematics,
periodicities,
principal,
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