Science, Math, Statistics, Software, Time Series Analysis
- Time series analysis program, written in Java, to accompany book "Applied Time Series Analysis", by Helmut Lutkepohl and Markus Kratzig.
- Freeware to compute the three Allan Standard Deviations of a time series.
- Features the visualization of the multi-channel, multi-frequency digitized data, discrimination, correlation analysis, spectrum, expected density and other functions.
- 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)
- Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis.
- Free user-friendly interface to Tramo/Seats and X-12-Arima for automated applications and for detailed time series analysis.
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