The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F13%3APU105762" target="_blank" >RIV/00216305:26220/13:PU105762 - isvavai.cz</a>
Result on the web
<a href="https://www.scs-europe.net/dlib/2013/2013-0288.htm" target="_blank" >https://www.scs-europe.net/dlib/2013/2013-0288.htm</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.7148/2013-0288" target="_blank" >10.7148/2013-0288</a>
Alternative languages
Result language
angličtina
Original language name
The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series
Original language description
This paper is devoted to the analysis of economic time series using the Empirical Mode Decomposition (EMD) method. This method decomposes the analyzed time series into a small set of narrow-band components (modes) that fully represent the original time series. The modifed EMD method that eliminates excessive changes of individual mode periods is proposed and evaluated on the industrial production data of EU15. In contrast to other decomposition methods, like the singular value decomposition, the empirical mode decomposition can describe the time-variation of the period of individual components.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings 27th European Conference on Modelling and Simulation ECMS 2013
ISBN
978-0-9564944-6-7
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
288-292
Publisher name
ECMS
Place of publication
Alesund, Norway
Event location
Alesund
Event date
May 27, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000337114500045