Detail publikace

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

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

Originální název

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

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

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.

Klíčová slova

empirical mode decomposition; instantaneous frequency; cyclical behavior

Autoři

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

Rok RIV

2013

Vydáno

24. 5. 2013

Nakladatel

ECMS

Místo

Alesund, Norway

ISBN

978-0-9564944-6-7

Kniha

Proceedings 27th European Conference on Modelling and Simulation ECMS 2013

Strany od

288

Strany do

292

Strany počet

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"
}