Hi Guys,
I'm trying some financial time serial analysis methods (non linear, non stationary, chaotic) for forecasting signals with SSA method.
Lubo.
WORK IN PROGRSS.
Edit: i will not post any others signals.
I'm looking for someone with mathematical skills who could understand how to make more realistic analysis and forecast with SSA
Softwares and resouces: Caterpillar SSA: http://www.gistatgroup.com/cat/
AutoSSA: http://www.pdmi.ras.ru/~theo/autossa/english/index.htm
SSA-MTM Toolkit: http://www.atmos.ucla.edu/tcd/ssa/
STSA: http://www.omatrix.com/stsa.html
Resouces: http://en.wikipedia.org/wiki/Singular_Spectrum_Analysis
http://www.census.gov/srd/papers/pdf/rrs2008-03.pdf
I'm trying some financial time serial analysis methods (non linear, non stationary, chaotic) for forecasting signals with SSA method.
Lubo.
WORK IN PROGRSS.
Edit: i will not post any others signals.
I'm looking for someone with mathematical skills who could understand how to make more realistic analysis and forecast with SSA
Softwares and resouces: Caterpillar SSA: http://www.gistatgroup.com/cat/
AutoSSA: http://www.pdmi.ras.ru/~theo/autossa/english/index.htm
SSA-MTM Toolkit: http://www.atmos.ucla.edu/tcd/ssa/
STSA: http://www.omatrix.com/stsa.html
Resouces: http://en.wikipedia.org/wiki/Singular_Spectrum_Analysis
http://www.census.gov/srd/papers/pdf/rrs2008-03.pdf
If I know how, I tell You!! Few but Good!!