Pages that link to "Item:Q4676856"
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The following pages link to Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856):
Displaying 10 items.
- Modal identification based on Hilbert-Huang transform of structural response with SVD preprocessing (Q358727) (← links)
- Similarity analysis of DNA sequences based on the EMD method (Q609996) (← links)
- Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- Noise processing of flaw reconstruction by wavelet transform in ultrasonic guided SH waves (Q1696352) (← links)
- Data-driven spatiotemporal modal decomposition for time frequency analysis (Q2197947) (← links)
- Empirical mode decomposition analysis of climate changes with special reference to rainfall data (Q2491489) (← links)
- Cycles, determinism and persistence in agent-based games and financial time-series: part I (Q2873534) (← links)
- Lasso Regression Based on Empirical Mode Decomposition (Q3178535) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
