A New Direct Multi-step Ahead Prediction Model Based on EMD and Chaos Analysis

DOI10.3724/SP.J.1004.2008.00684MaRDI QIDQ5319729zbMATH OpenOpenAlexFDO

Authors Jingxin Xie, Guihong Zhou, Yumei Sun, Chuntian Cheng

Publication date 22 July 2009

Published in Acta Automatica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3724/sp.j.1004.2008.00684

zbMATH Keywords

chaos analysisempirical mode decomposition

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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