Publication detail

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

ŠEBESTA, V. MARŠÁLEK, R. POMĚNKOVÁ, J.

Original Title

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

Type

conference paper

Language

English

Original Abstract

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.

Keywords

empirical mode decomposition; instantaneous frequency; cyclical behavior

Authors

ŠEBESTA, V.; MARŠÁLEK, R.; POMĚNKOVÁ, J.

RIV year

2013

Released

24. 5. 2013

Publisher

ECMS

Location

Alesund, Norway

ISBN

978-0-9564944-6-7

Book

Proceedings 27th European Conference on Modelling and Simulation ECMS 2013

Pages from

288

Pages to

292

Pages count

5

URL

https://www.scs-europe.net/dlib/2013/2013-0288.htm

BibTex

@inproceedings{BUT102616,
  author="Vladimír {Šebesta} and Roman {Maršálek} and Jitka {Dluhá}",
  title="The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series",
  booktitle="Proceedings 27th European Conference on Modelling and Simulation ECMS 2013",
  year="2013",
  pages="288--292",
  publisher="ECMS",
  address="Alesund, Norway",
  doi="10.7148/2013-0288",
  isbn="978-0-9564944-6-7",
  url="https://www.scs-europe.net/dlib/2013/2013-0288.htm"
}