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  <title>e-sygoing.link — Time Series Analysis</title>
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  <description>Latest links in the Time Series Analysis category</description>
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    <title>Neuro: Dynamic Time Series Analysis</title>
    <link>https://e-sygoing.link/link/5284644-neuro-dynamic-time-series-analysis</link>
    <description>Features the visualization of the multi-channel, multi-frequency digitized data, discrimination, correlation analysis, spectrum, expected density and other functions.</description>
    <pubDate>Mon, 05 Jan 2026 19:35:09 -0500</pubDate>
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    <title>Brodgar</title>
    <link>https://e-sygoing.link/link/5284641-brodgar</link>
    <description>Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis.</description>
    <pubDate>Wed, 31 Dec 2025 19:09:29 -0500</pubDate>
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    <title>JMulTi</title>
    <link>https://e-sygoing.link/link/5284646-jmulti</link>
    <description>Time series analysis program, written in Java, to accompany book &quot;Applied Time Series Analysis&quot;, by Helmut Lutkepohl and Markus Kratzig.</description>
    <pubDate>Sat, 02 Aug 2025 23:45:13 -0400</pubDate>
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    <title>CaterpillarSSA</title>
    <link>https://e-sygoing.link/link/5284642-caterpillarssa</link>
    <description>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). The program can be applied to multivariate analysis/forecasting and change-point detection.</description>
    <pubDate>Fri, 28 Mar 2025 20:57:21 -0400</pubDate>
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    <title>kSpectra Toolkit</title>
    <link>https://e-sygoing.link/link/5284648-kspectra-toolkit</link>
    <description>Using novel tools such as singular spectrum analysis and multitaper method, time series can be decomposed into noise and predictable components - trends and oscillatory modes, which can be reconstructed and forecasted.</description>
    <pubDate>Sun, 11 Aug 2024 20:19:51 -0400</pubDate>
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    <title>[web:reg] [free Excel Add-Ins (Hodrick Prescott, Bandpass, ADF, ARIMA, Correlogram...)]</title>
    <link>https://e-sygoing.link/link/5284647-webreg-free-excel-add-ins-hodrick-prescott-bandpass-adf-arim</link>
    <description>My programs are primarily econometrical Excel Add-Ins which are written in VBA or C++. Add-Ins have the great advantage that you can work directly from Excel.</description>
    <pubDate>Sun, 14 Apr 2024 15:31:55 -0400</pubDate>
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