TREND EXTRACTION FOR SEASONAL TIME SERIES USING ENSEMBLE EMPIRICAL MODE DECOMPOSITION

被引：11
|
作者：
Mhamdi, Farouk [1 ]
Poggi, Jean-Michel [2 ]
Jaidane, Meriem [1 ]
机构：
[1] Ecole Natl Ingenieurs Tunis, Unite Signaux & Syst, BP 37, Tunis 1002, Tunisia
[2] Univ Orsay, Lab Math, F-91405 Orsay, France
来源：
ADVANCES IN DATA SCIENCE AND ADAPTIVE ANALYSIS | 2011年 / 3卷 / 03期
关键词：
Trend extraction of time series; Ensemble empirical mode decomposition;
D O I：
10.1142/S1793536911000696
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we investigate eligibility of trend extraction through the empirical mode decomposition (EMD) and performance improvement of applying the ensemble EMD (EEMD) instead of the EMD for trend extraction from seasonal time series. The proposed method is an approach that can be applied on any time series with any time scales fluctuations. In order to evaluate our algorithm, experimental comparisons with three other trend extraction methods: EMD-energy-ratio approach, EEMD-energy-ratio approach, and the Hodrick-Prescott filter are conducted.
引用
收藏
页码：363 / 383
页数：21
相关论文
共 50 条
  • [1] ENERGY PRODUCTION TREND EXTRACTION USING ENSEMBLE EMPIRICAL MODE DECOMPOSITION
    Breaker, Laurence C.
    [J]. INTERNATIONAL JOURNAL OF ENERGY AND STATISTICS, 2013, 1 (03) : 195 - 204
  • [2] Modeling seasonal oscillations in GNSS time series with Complementary Ensemble Empirical Mode Decomposition
    Wnęk Agnieszka
    Kudas Dawid
    [J]. GPS Solutions, 2022, 26
  • [3] Modeling seasonal oscillations in GNSS time series with Complementary Ensemble Empirical Mode Decomposition
    Agnieszka, Wnek
    Dawid, Kudas
    [J]. GPS SOLUTIONS, 2022, 26 (04)
  • [4] Fault Feature Extraction of Gearboxes Using Ensemble Empirical Mode Decomposition
    Lin, Jinshan
    [J]. 2010 THE 3RD INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND INDUSTRIAL APPLICATION (PACIIA2010), VOL I, 2010, : 271 - 274
  • [5] Fault Feature Extraction of Gearboxes Using Ensemble Empirical Mode Decomposition
    Lin, Jinshan
    [J]. APPLIED INFORMATICS AND COMMUNICATION, PT I, 2011, 224 : 478 - 483
  • [6] Extracting trend of time series based on improved empirical mode decomposition method
    Liu, Hui-ting
    Ni, Zhi-wei
    Li, Jian-yang
    [J]. ADVANCES IN DATA AND WEB MANAGEMENT, PROCEEDINGS, 2007, 4505 : 341 - +
  • [7] Ensemble Empirical Mode Decomposition for Time Series Prediction in Wireless Sensor Networks
    Goel, Gagan
    Hatzinakos, Dimitrios
    [J]. 2014 INTERNATIONAL CONFERENCE ON COMPUTING, NETWORKING AND COMMUNICATIONS (ICNC), 2014, : 594 - 598
  • [8] Trend Extraction using Empirical Mode Decomposition and statistical Empirical Mode Decomposition Case Study: Kuala Lumpur stock market
    Jaber, Abobaker M.
    Ismail, Mohd Tahir
    [J]. INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014), 2014, 1635 : 776 - 779
  • [9] Improving Financial Time Series Prediction Accuracy Using Ensemble Empirical Mode Decomposition and Recurrent Neural Networks
    Chacon, Henry Daniel
    Kesici, Emre
    Najafirad, Peyman
    [J]. IEEE ACCESS, 2020, 8 : 117133 - 117145
  • [10] TREND EXTRACTION USING EMPIRICAL MODE DECOMPOSITION AND NONUNIFORM FILTER BANKS, WITH INDUSTRY APPLICATION
    Yang, Zhijing
    Bingham, Chris
    Ling, Wing-Kuen
    Gallimore, Michael
    Stewart, Paul
    [J]. 2011 INTERNATIONAL CONFERENCE ON MECHANICAL ENGINEERING AND TECHNOLOGY (ICMET 2011), 2011, : 391 - 395
12345