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

DOI10.1016/J.PHYSA.2022.128369MaRDI QIDQ2111660zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3800811 (Why is no real title available?)
• Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
• Hesitant fuzzy agglomerative hierarchical clustering algorithms
• Independent component analysis, a new concept?
• Introduction to time series analysis and forecasting
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Cited in

(1)

• scientific article; zbMATH DE number 6501239 (Why is no real title available?)

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