The CatMV program is a realization of the "Caterpillar"-SSA method for analyzing time series, which may contain missing values. It is capable of extracting additive components such as trends and periodic components, as well as filling in any missing data. It can also be used for forecasting by adding missing values after the last point of the time series. The program works under Windows 9x/NT/2000/Me/XP, and the evaluation version has a limited set of features but can be used indefinitely.
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