Time Series Analysis (Software)

Time Series Analysis Sites:

Brodgar Brodgar: Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis. (Time Series Analysis) http://www.brodgar.com/ CaterpillarSSA 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) (Time Series Analysis) http://www.gistatgroup.com/cat/ AlaVar AlaVar: Freeware to compute the three Allan Standard Deviations of a time series. (Time Series Analysis) http://perso.club-internet.fr/yazdiet/alavar.html Neuro: Dynamic Time Series Analysis Neuro: Dynamic Time Series Analysis: Features the visualization of the multi-channel, multi-frequency digitized data, discrimination, correlation analysis, spectrum, expected density and other functions. (Time Series Analysis) http://www.geocities.com/somesoftware/neuro.html DEMETRA DEMETRA: Free user-friendly interface to Tramo/Seats and X-12-Arima for automated applications and for detailed time series analysis. (Time Series Analysis) http://forum.europa.eu.int/Public/irc/dsis/eurosam/info/data/demetra.htm