Directory of Time Series Analysis Resources

Home > Science > Math > Statistics > Software > Time Series Analysis

Statistics Software with emphasis on Time Series Analysis.

Resources in This Category

• Brodgar

  http://www.brodgar.com/
  Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis.

• CaterpillarSSA

  http://www.gistatgroup.com/cat/
  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

  http://www.jmulti.de/
  Time series analysis program, written in Java, to accompany book "Applied Time Series Analysis", by Helmut Lutkepohl and Markus Kratzig.

• kSpectra Toolkit

  http://www.spectraworks.com/
  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.

 

Home > Science > Math > Statistics > Software > Time Series Analysis

 

---

 

Thanks to DMOZ, which built a great web directory for nearly two decades and freely shared it with the web. About us