Pages that link to "Item:Q4223912"

The following pages link to The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis (Q4223912):

Displaying 50 items.

• Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
• A new approach to sparse decomposition of nonstationary signals with multiple scale structures using self-consistent nonlinear waves (Q2147704) (← links)
• Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments (Q2148218) (← links)
• Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine (Q2150887) (← links)
• Carbon price forecasting with variational mode decomposition and optimal combined model (Q2154383) (← links)
• Airflow recovery from thoracic and abdominal movements using synchrosqueezing transform and locally stationary Gaussian process regression (Q2157494) (← links)
• Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels (Q2157498) (← links)
• Obstructive sleep apnea syndrome detection based on ballistocardiogram via machine learning approach (Q2160870) (← links)
• Modal identification of civil structures via covariance-driven stochastic subspace method (Q2160876) (← links)
• A quasi-contagion process modeling and characteristic analysis for real-world urban traffic network congestion patterns (Q2162923) (← links)
• Environmental sound classification using optimum allocation sampling based empirical mode decomposition (Q2164540) (← links)
• Improving deep learning for forecasting accuracy in financial data (Q2183257) (← links)
• Optimal nonlinear signal approximations based on piecewise constant functions (Q2192284) (← links)
• Data-driven spatiotemporal modal decomposition for time frequency analysis (Q2197947) (← links)
• Adaptive synchrosqueezing transform with a time-varying parameter for non-stationary signal separation (Q2197960) (← links)
• Quantifying non-stationarity effects on organization of atmospheric turbulent eddy motion by Benford's law (Q2199563) (← links)
• Analysis of adaptive synchrosqueezing transform with a time-varying parameter (Q2200079) (← links)
• The Hilbert transform of cubic splines (Q2205403) (← links)
• Iterative filtering as a direct method for the decomposition of nonstationary signals (Q2205643) (← links)
• Using filter bank property to simplify the calculations of empirical mode decomposition (Q2207915) (← links)
• Fractional frequency hybrid model based on EEMD for financial time series forecasting (Q2208097) (← links)
• Empirical mode decomposition with shape-preserving spline interpolation (Q2211246) (← links)
• Multiscale hedging with crude oil futures based on EMD method (Q2214818) (← links)
• An effective procedure for extracting the first few bridge frequencies from a test vehicle (Q2234172) (← links)
• Self-tuning variational mode decomposition (Q2235397) (← links)
• Data-driven time-frequency analysis (Q2252154) (← links)
• Convergence of a data-driven time-frequency analysis method (Q2252514) (← links)
• Derivative-optimized empirical mode decomposition for the Hilbert-Huang transform (Q2252808) (← links)
• The role of functional data analysis for instantaneous frequency estimation (Q2259204) (← links)
• Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
• Multiscale cross-approximate entropy analysis as a measurement of complexity between ECG R-R interval and PPG pulse amplitude series among the normal and diabetic subjects (Q2262068) (← links)
• Multiscale cross-approximate entropy analysis as a measure of complexity among the aged and diabetic (Q2262146) (← links)
• Fetal ECG extraction from abdominal signals: a review on suppression of fundamental power line interference component and its harmonics (Q2262426) (← links)
• Patient specific seizure prediction system using Hilbert spectrum and Bayesian networks classifiers (Q2262544) (← links)
• Frequency bands selection based on 24-hour heart rate using Hilbert-Huang transform (Q2263271) (← links)
• Through-wall radar imaging using UWB noise waveforms (Q2271553) (← links)
• Spectral and convergence analysis of the discrete ALIF method (Q2273835) (← links)
• Designing fuzzy time series forecasting models: a survey (Q2283291) (← links)
• Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (Q2288914) (← links)
• Identification of physical nonlinearities of a hybrid aeroelastic-pressure balance (Q2296856) (← links)
• Bearing fault diagnosis with kernel sparse representation classification based on adaptive local iterative filtering-enhanced multiscale entropy features (Q2298789) (← links)
• SVR-EEMD: an improved EEMD method based on support vector regression extension in PPG signal denoising (Q2299910) (← links)
• Multiscale clustering for functional data (Q2304079) (← links)
• Characterizing empirical mode decomposition algorithm using signal processing techniques (Q2312521) (← links)
• Iterative parameter estimation for signal models based on measured data (Q2312527) (← links)
• Temporal pattern attention for multivariate time series forecasting (Q2320574) (← links)
• Statistical spectrum model of wind velocity at Beijing Meteorological Tower (Q2321156) (← links)
• EMD and GNN-adaboost fault diagnosis for urban rail train rolling bearings (Q2321715) (← links)
• A class of algorithms for continuous wavelet transform based on the circulant matrix (Q2331406) (← links)
• Image processing algorithm based on bi-dimensional local mean decomposition (Q2331664) (← links)