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Caterpillar SSA - time series analysis and forecast


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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 (

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 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.

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