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Forecast Time Series

 

Caterpillar SSA - time series analysis and forecast

 

Software

CaterpillarSSA 3.40

Screenshot: Time series forecast

The 32-bit CaterpillarSSA program performs extended analysis, forecasting and change-point detection for one-dimensional time series and analysis/forecast of multi-dimensional time series. Macros tools, which serve to remember sequences of program procedures and to perform them automatically, are added (see macros description macros.rtf 470kb or macros.zip 44kb). The program works under Windows 9x/NT/2000/Me/XP/Vista/W7. You can download evaluation version and try it for 30 days.

All the examples of the book "Analysis of time series structure: SSA and related techniques" are obtained by means of the program. Therefore, this book can be considered as an additional help to the program.

 

CatMV 1.1

Screenshot: CatMV - for time series with missing values

New! 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. The program works under Windows 9x/NT/2000/Me/XP. The evaluation version has a restricted functionality and may be used for unlimited time.

The realized algorithm and the related theory can be found here.

 

CatSSA 2.00

Screenshot: COM-server for SSA method

CatSSA is a COM-server (DLL), which is able to perform basic operations of time series analysis and forecast by the Singular Spectrum Analysis method. This tool is a useful supplement to the CaterpillarSSA program and allows developers to build the basic SSA algorithms into their own program for automation, testing, and so on.

Using of CatSSA is a rather simple for building in Excel by means of Visual Basic for Applications. We include into the CatSSA setup the Excel file with mini-program ‘SSA_catcom.xls’: just put your time series into the first column of the sheet ‘Data’, set parameters and click on the button ‘Forecast’.

 

Caterpillar 1.00

Screenshot: Principal components and Eigenvectors

The 16-bit Caterpillar program performs analysis of one-dimensional time series. It supports two languages (English and Russian) and needs Windows 3.1/9x/NT/2000/Me. The program is freeware.


 
 
 
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Analysis Time Series