CaterpillarSSA 3.40

軟體性質: 免費試用 ‎檔案大小: 1.26 MB
‎使用者評分: 3.3/5 - ‎4 ‎評分

該程式基於強大的無模型時間序列分析方法 Caterpillar(另一個名字是 SSA - 單數頻譜分析)。它結合了其他方法的優點和可視化控制輔助工具的簡單性。用於分析一維時間序列的基本 Caterpillar-SSA 演算法包括通過延遲過程將一維時間序列轉換到軌跡矩陣(這為整個技術命名);軌跡矩陣的奇異值分解;基於若干選定的特徵器重建原始時間序列。Caterpillar-SSA 處理的結果是將時間序列自然分解為多個元件,這些元件通常可以識別為趨勢、季節性和其他振蕩序列或雜訊分量。該方法可以自然地擴展到預測時間序列及其元件,處理多維時間序列和換點檢測。"Caterpillar" 想法在俄羅斯(聖彼德堡、莫斯科)以及英國和美國(以 SSA 的名義,即單一頻譜分析)獨立開發。新書《時間序列結構分析:SSA和相關技術"作者是N.戈利安迪納、V.內克魯特金和A.Zhigljavsky》對SSA一般理論和方法論進行了仔細、清晰的描述(英文,查普曼和霍爾/CRC,見HTTP://www.gistatgroup.com/cat/)。該方法是氣象學、水文學、地球物理學、氣候學、氣候學、經濟學、生物學、物理學、醫學等科學領域時間序列分析的有力而有用的工具;也就是說,在短和長,一維和多維,固定和非靜止,幾乎確定性和嘈雜的時間序列要分析。我們確信,在不久的將來,與卡特彼勒一樣的方法將躋身於時間序列分析的基本方法之一,並將包含在標準統計軟體中。

版本歷史記錄

  • 版本 3.40 發佈於 2010-08-23

軟體細節

終端使用者許可協定

===================== CaterpillarSSA v3.40 ===================== License for use and distribution: 1. The program CaterpillarSSA is copyrighted. All rights on CaterpillarSSA are exclusively owned by the author - Gistat Group. 2. CaterpillarSSA is distributed as shareware (try-before-you-buy software). The program may be used for an evaluation period of 30 days. Any further use requires a license from the author obtained through the Registration Procedure. 3. Purchasing a license for CaterpillarSSA (i.e., registering) entitles the licensee to use the program according to specific conditions. A personal license is for single use only, entitling an individual to use CaterpillarSSA on any and all computers available to him/ her, provided that (1) CaterpillarSSA is not operated on more than one computer or terminal at the same time and (2) CaterpillarSSA is not used on a network. Either of these uses requires a site license. Options regarding the educational use, commercial use, site licenses (multiple-users/ network), etc., are available on request. CaterpillarSSA's current policy entitles registered users to upgrades to additional analysis modules and new releases. Information on new releases and upgrades of CaterpillarSSA are communicated on the CaterpillarSSA Mailing List. 4. Details concerning registration, methods of payment, and the latest version of the program, can be obtained by contacting the author at: mailto: [email protected], http://www.gistatgroup.com/cat/ 5. The CaterpillarSSA unregistered trial version, may be freely distributed, with exceptions noted below, provided the distribution package is not modified. No person or company may charge a fee for the distribution of CaterpillarSSA without written permission from the copyright holder. The CaterpillarSSA unregistered trial version may not be bundled or distributed with any other package without written permission of the copyright holder. 6. CaterpillarSSA IS DISTRIBUTED "AS IS". NO WARRANTY OF ANY KIND IS EXPRESSED OR IMPLIED. YOU USE AT YOUR OWN RISK. THE AUTHOR WILL NOT BE LIABLE FOR DATA LOSS, DAMAGES, LOSS OF PROFITS OR ANY OTHER KIND OF LOSS WHILE USING OR MISUSING THIS SOFTWARE. 7. You may not use, copy, emulate, clone, rent, lease, sell, modify, decompile, disassemble, otherwise reverse engineer, or transfer the licensed program, or any subset of the licensed program, except as provided for in this agreement. Any such unauthorized use shall result in immediate and automatic termination of this license and may result in criminal and/or civil prosecution. Gistat Group reserves all rights not expressly granted here. 8. Installing and using CaterpillarSSA signifies acceptance of these terms and conditions of the license. 9. If you do not agree with the terms of this license you must remove CaterpillarSSA files from your storage devices and cease to use the product. Thank you for using CaterpillarSSA! (c) 1996-2010 Gistat Group. All rights reserved.