Time series analysis and forecast by SSA.

GistaT Group info

Contacts:

Web Site

Russia, St. Petersburg, B.Sampsonievskiy, 75, 32.

<info at gistatgroup dot com>

Contact person: Nina Golyandina
CaterpillarSSA 3.30
The program is based on the model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). It allows identification, analysis and forecast of the time series structure. The program can be applied to multivariate analysis.