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CatSSA is a COM-server (DLL), which is able to perform basic operations of time series analysis and forecast by the Singular Spectrum Analysis method. This tool is a useful supplement to the CaterpillarSSA program and allows developers to build the basic SSA algorithms into their own program for automation, testing, and so on.
Using of CatSSA is a rather simple for building in Excel by means of Visual Basic for Applications. We include into the CatSSA setup the Excel file with mini-program ‘SSA_catcom.xls’: just put your time series into the first column of the sheet ‘Data’, set parameters and click on the button ‘Forecast’.
The CatSSA dll realizes basic SSA algorithm features. You can order development of a custom DLL with extended possibilities and/or specific features.
http://www.gistatgroup.com/cat/programs.html