Time series analysis and forecast

  

CaterpillaSSA is a powerful and useful tool for time series analysis and forecasting in meteorology, hydrology, geophysics, climatology, economics, biology, physics, medicine, and other sciences.

The program is based on SSA (Singular Spectrum Analysis), and you can identify and analyze additive components of the time series (trends, periodicities, noise) without a-priori assumptions and parametric models. Additional modules of the program allow you to analyze and forecast multi-dimensional time series, and to detect change-points in the time series structure. Simplicity of visual control aids, the convenient navigation through the program, a lot of graphic and additional information make the time series processing easier and deeper.

Main features of the program:

• Analysis of one-dimensional time series
• Forecast of one-dimensional time series
• Change-point detection for one-dimensional time series
• Multichannel Analysis/Forecast of time series

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.

  

New! Now the COM-server CatSSA is available.