Download Free/Trial Version Of CatMV
The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missingvalues. The implemented algorithms result in extraction of additive components of time series such as trends and periodic components, withsimultaneous 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 timeseries.
Tags: forecasting, analysis, periodicities, seasonalities, statistics, singular spectrum analysis, ssa, software, principal component, decomposition, singular value decomposition, svd, reconstruction, approximation, missing values, missing data, filling in,
Screenshots For CatMV
