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 The program for extended Singular Spectrum Analysis SSA of time series
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GistaT Group info
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Web site:
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Contacts:
Russia, St. Petersburg, B.Sampsonievskiy, 75, 32.
<info at gistatgroup dot com>
Contact person: Nina Golyandina
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GistaT Group programs
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The program is based on the powerful model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can be applied to multivariate analysis/forecasting and change-point detection.
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