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Caterpillar Description:

Caterpillar is Free program for Windows developed by GistaT Group

The program is based on the vigorous model-free approach of stretch series study " Caterpillar" (another label is SSA - Singular Spectrum Analysis). It combines advantages of other methods with simplicity of visual control aids. The basic " Caterpillar" algorithm for analyzing one-dimensional stretch series consists of transformation of the one-dimensional stretch series to the trajectory matrix by means of a defer procedure (this gives the label to the whole technique); Singular Value Decomposition of the trajectory matrix; reconstruction of the original stretch series based on a integer of selected eigenvectors. The result of the " Caterpillar" processing is a common decomposition of the stretch series into diverse components, which can much be identified as trends, seasonalities and other oscillatory series, or crash components. The approach can be naturally extended to forecasting stretch series and its components, processing multidimensional stretch series and to change-point detection. The " Caterpillar" ideas were independently developed in Russia (St. Petersburg, Moscow) and also in UK and USA (below the label of SSA; that is, Singular Spectrum Analysis). The new words " Analysis of Time Series Structure: SSA and Related Techniques", authors are N. Golyandina, V. Nekrutkin and A. Zhigljavsky, provides a careful, lucid description of SSA prevailing theory and methodology (in English, Chapman& Hall / CRC, notice http: / / vega.math.spbu.ru / caterpillar / ssa). The approach is a vigorous and functional tool of stretch series study in meteorology, hydrology, geophysics, climatology and, according to our experience, in economics, biology, physics, medicine and other sciences; that is, where short and long, one-dimensional and multidimensional, stationary and nonstationary, practically deterministic and noisy stretch series are to be analyzed. We are sure, that in a wellnigh future " Caterpillar" -like methods wish rank among the base methods of stretch series study and wish be included in benchmark statistical software.

Search similar software using these keywords:

Svd, Seasonalities, Statistics, Trend, Periodicities, Component, Principal, Analysis, 

Other software by GistaT Group

CaterpillarSSA - The program is based on the model-free means of stretch series study Caterpillar-SSA (Singular Spectrum Analysis). It allows identification, study and forecast of the stretch series structure. The program can be applied to multivariate study.