CaterpillarSSA
... It combines advantages of other methods with simplicity of visual control aids... The result of the Caterpillar-ssa processing is a natural decomposition of the timeseries into several components, which can often be identified as trends, seasonalities and other oscillatory series, or noise components... Petersburg, Moscow) and also in UK and USA (under the name of SSA; that is,Singular Spectrum Analysis)...
Tags: periodicities, seasonalities, statistics, software, principal, component, decomposition, singular, value, svd, reconstruction, approximation, spectrum,
