The method is based on the decomposition of a time series with respect to a basis generated by the time series itself.
The method allows extracting the trend of time series, analyzing different periodic components of time series, smoothing of time series.
Our Review: This program uses something known as the "Caterpillar method" to interpret data. Caterpillar is most suited to extracting trends from time-based data; especially sales data. Caterpillar draws up reports and multiple graphs detailing principal graph components, eigenvalues, and eigenvectors. This data is great - but you'll need a knowledge of complex maths to work the operation and inpretation; the program hails from Russia and is lacking in the tutorial/help side of things.