GISTAT GROUP

Transformation of the one-dimensional time series to the trajectory matrix by means of a delay procedure (this gives the name to the whole technique);... Reconstruction of the original time series based on a number of selected eigenvectors... The site is devoted to 'Caterpillar' (another name is SSA - Singular Spectrum Analysis), a powerful method of time series analysis and forecasting. The 'Caterpillar'-SSA is a model-free technique of time series analysis. It combines advantages of other methods, such as Fourier and regression analyses, with simplicity of visual control aids.