Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Cole Van Jaarsveldt"'
Publikováno v:
IEEE Access, Vol 12, Pp 119405-119432 (2024)
A robust time series basis decomposition and non-stationary trend extraction technique, known as Empirical Mode Decomposition (EMD), will be combined with Regularised Covariance Regression (RCR) to produce a novel covariance forecasting technique. EM
Externí odkaz:
https://doaj.org/article/f470adbd24414ce9986b1e763baa4bee
Publikováno v:
IEEE Access, Vol 11, Pp 94442-94478 (2023)
This tutorial explores the class of non-parametric time series basis decomposition methods particularly suited for nonstationary time series known as Empirical Mode Decomposition (EMD). In outlining a statistical perspective of the EMD method, it wil
Externí odkaz:
https://doaj.org/article/4c3f04e4c68e452c95ff47437266807a
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::804fda67767ec7cdc741e2bf297bb83a
https://doi.org/10.2139/ssrn.4449044
https://doi.org/10.2139/ssrn.4449044
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3fdfdeb4c7c7d3ea5d1ac993c186b68f
https://doi.org/10.2139/ssrn.4233231
https://doi.org/10.2139/ssrn.4233231
Publikováno v:
SSRN Electronic Journal.
This tutorial explores the class of non-parametric time series basis decomposition methods particularly suited for non-stationary time series known as Empirical Mode Decomposition (EMD). A detailed review of the state of the art statistical approache
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7705ca44aea9edb093b127fe1e34d5af
https://doi.org/10.2139/ssrn.3913330
https://doi.org/10.2139/ssrn.3913330