CaterpillarSSA

The program is based on the powerful model-free method of time series analysis Caterpillar (another name is SSA - SingularSpectrum analysis)... The basic Caterpillar-SSA algorithm foranalyzing one-dimensional time series consists of transformation of the one-dimensional time series to the trajectory matrix by means of a delayprocedure (this gives the name to the whole technique); Singular Value Decomposition of the trajectory matrix; reconstruction of the originaltime series based on a number of selected eigenvectors... Themethod can be naturally extended to forecasting time series and its components, processing multidimensional time series and to change-pointdetection...

Tags: periodicities, seasonalities, statistics, software, principal, component, decomposition, singular, value, svd, reconstruction, approximation, spectrum,

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,

statistiXL

statistiXL is a powerful data analysis package that runs as an add-in to Windows versions of Microsoft Excel... With its wealth of features, Excel provides an ideal environment for datainput, manipulation and calculation and by leveraging this familiar environment, statistiXL greatly extends this feature set to encompass highpowered statistical analysis without the need to learn how to use an entirely new application from scratch... Tests provided bystatistiXL include (but are not limited to), analysis of variance, Cluster Analysis, Contingency Tables, Correlation (Simple, Partial, Multiple andCanonical), Linear and Circular Descriptive Statistics, Classification and Grouping Discriminant Analysis, Factor Analysis, Goodness of Fit Tests such as Binomial, Circular,Normal and Poisson, Simple and Multiple Linear Regression, Regression Comparison, Nonparametric Tests such as Friedman, Kruskal-Wallisand Mann-Whitney, principal component analysis, Univariate and Multivariate t-Tests...

Tags: statistical analysis software, statistics software, microsoft excel, cluster analysis, contingency tables, ttest, correlation, discriminant analysis, factor analysis, goodness of fit, linear regression, addin,

PickStock

PickStock (copyright 2003, Bell Software and Services, Inc... The program is believed to be an implementation of whatis known in the financial market modeling community as 'arbitrage pricing theory' (see for example S... Economic Theory, vol...

Tags: principal component analysis, stock analysis, stock picker, arpack,


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