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News:

July 2018 – The new book "Singular Spectrum Analysis with R" devoted to SSA, its multidimensional extensions (image processing), and their implementation in R (the Rssa package) is published in the paper and eBook formats. As a support for the book, we organize the web-site with information about the book including examples in R from the book and their output.

October 2015 – The paper (a detailed guide) devoted to analysis of images and systems of time series in the R-package Rssa has been published (free access to the paper and the R code).

September 2013 – New version of the R-package Rssa is published together with two papers describing the proper package use and multidimensional extensions.

January 2013 – The new book devoted to SSA "Singular Spectrum Analysis for time series" is published in the paper and eBook formats.

December 2012 – Possibility of loading Excel xlsx-files is added to CaterpillarSSA 3.40.

August 2010 – Release of CaterpillarSSA 3.40 with a considerable speed-up of the decomposition procedure.

May 2010 – Release of COM-server CatSSA 2.0 (considerable speed-up of decomposition, several possibilities such as vector forecasting and Toeplitz SSA are implemented).

July 2009 – Preprint versions of new papers of 2008-2009 devoted to SSA and its extensions (MSSA, 2D-SSA) can be downloaded.

January 2008 - The paper devoted to application of 2D extension of Singular Spectrum Analysis (2D-SSA) for analysis of terrains is presented.

February 2006 – Release of CatMV 1.0, which is the first implementation of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values.

January 2006 - The paper devoted to adaptation of Singular Spectrum Analysis for analysis of time series with missing data is presented.

July 2005 – Release of COM-server CatSSA 1.0, which is a dll-realization of basic algorithms of one-dimensional analysis and forecast.

July 2004 – Release of CaterpillarSSA 3.3 with macros tools

February 2004 – CaterpillarSSA 3.2 is released

March 2002 - CaterpillarSSA 3.1 is released

August 2001 – CaterpillarSSA 3.0 is released

July 2001 - Our site has been reconstructed and transferred to the new Internet address (http://www.gistatgroup.com/cat/).

January 2001 - The book "Analysis of Time Series Structure: SSA and Related Techniques" devoted to the method is published.

November 2000 - We release the second (Russian) version of the Caterpillar program.

August 1999 - We start to work at the new book and the third version of the Caterpillar software.

January 1999 - Internet site http://vega.math.spbu.ru/en/ devoted to the method appears.

September 1998 - Draft second version of the Caterpillar program is ready.

September 1997 - The book "Principal Components of Time Series: the Caterpillar Method" (in Russian) and the first version of the Caterpillar program are published.

July 1996 - Windows version of the Caterpillar software is planned.