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| CatMV 1.0 |
The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values. The implemented algorithms result in extraction of additive components of time series such as trends and periodic components, with simultaneous filling in the missing data (if any). The program is able to perform forecasting if to add missing values after the last point of the time series.
Program system requirements: 16MB RAM
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| CatMV 1.0 Specifications |
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Size
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0.5 MB |
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License |
Shareware |
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Price
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49 USD |
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Category
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Home & Education / Mathematics |
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Operating System
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Win95,Win98,WinME,WinNT 3.x,WinNT 4.x,Windows2000,WinXP |
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Developer
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GistaT Group |
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Tags: time series,
forecast,
forecasting,
analysis,
trend,
periodicities,
seasonalities,
statistics,
singular spectrum analysis,
ssa,
software,
principal component,
decomposition,
singular value decomposition,
svd,
reconstruction,
approximation,
missing values,
missing data,
filling in,
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