Trend filtering: empirical mode decompositions versus \(\ell_1\) and Hodrick-Prescott (Q3101548)
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scientific article; zbMATH DE number 5982367
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| English | Trend filtering: empirical mode decompositions versus \(\ell_1\) and Hodrick-Prescott |
scientific article; zbMATH DE number 5982367 |
Statements
TREND FILTERING: EMPIRICAL MODE DECOMPOSITIONS VERSUS ℓ<sub>1</sub> AND HODRICK–PRESCOTT (English)
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29 November 2011
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empirical mode decomposition
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0.9078731536865234
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0.8287116289138794
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0.8184213042259216
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0.7703371644020081
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