In Partnership with AOL

  • Brodgar - Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis.
    [!]
  • CaterpillarSSA - Based on the model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can be applied to multivariate analysis/forecasting and change-point detection.
    [!]
  • JMulTi - Time series analysis program, written in Java, to accompany book "Applied Time Series Analysis", by Helmut Lutkepohl and Markus Kratzig.
    [!]
  • kSpectra Toolkit - Using novel tools such as singular spectrum analysis and multitaper method, time series can be decomposed into noise and predictable components - trends and oscillatory modes, which can be reconstructed and forecast.
    [!]
Volunteer to edit this category.
Copyright © 1998-2014 AOL Inc. Terms of Use
Visit our sister sites  mozilla.org | MusicMoz | Wikipedia

Last update: November 12, 2013 at 6:54:03 UTC - edit