time series analysis

    Top: 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.