A multi-scale forecasting model for CPI based on independent component analysis and non-linear autoregressive neural network

DOI10.1016/J.PHYSA.2022.128369OpenAlexW4311756051MaRDI QIDQ2111660FDOQ2111660

Jiayue Liu, Jimin Ye, Jianwei E

Publication date: 17 January 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.128369

zbMATH Keywords

independent component analysiscomplete ensemble empirical mode decomposition with adaptive noisehierarchical agglomerative clusteringCPI forecastingnon-linear autoregressive neural network

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Independent component analysis, a new concept?
• Title not available (Why is that?)
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• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
• Hesitant fuzzy agglomerative hierarchical clustering algorithms
• Introduction to time series analysis and forecasting

Cited In (1)

• Title not available (Why is that?)

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