Detail publikace

The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series

Originální název

The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series

Anglický název

The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series

Jazyk

en

Originální abstrakt

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.

Anglický abstrakt

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.

BibTex


@inproceedings{BUT102616,
  author="Vladimír {Šebesta} and Roman {Maršálek} and Jitka {Poměnková}",
  title="The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series",
  annote="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.",
  booktitle="Proceedings 27th European Conference on Modelling and Simulation ECMS 2013",
  chapter="102616",
  howpublished="print",
  year="2013",
  month="may",
  pages="288--292",
  type="conference paper"
}