Examples

This page is devoted to illustration of the power of the 'Caterpillar'-SSA technique for time series analysis and forecasting.

Load the file gns_bus.zip (Word, 179 Kb) for review of general capabilities of the method with short description of the SSA algorithm and application to sales data.

To examine various results of time series analysis by means of the 'Caterpillar'-SSA method you can look at the following examples:

• Trends of different resolution
• Smoothing
• Noise reduction
• Extraction of seasonality components
• Extraction of cycles with small and large periods
• Extraction of periodicities with varying amplitudes
• Complex trends and periodicities
• Finding structure in short time series

If you want to study methodology of 'Caterpillar'-SSA for application to time series analysis and forecasting, then we prepare for you two detailed examples. Since the forecasting should be based on preliminary analysis, it would be recommended to learn the analysis example before the forecasting example.

• Time series analysis by SSA
• Time series forecasting by SSA

You can download data used in the examples here

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