Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning
DOI10.1134/S0005117914050105zbMATH Open1306.62199OpenAlexW1963533896MaRDI QIDQ463396FDOQ463396
Authors: Denis Sidorov, Victor Grigorevich Kurbatsky, Vadim Aleksandrovich Spiryaev, Nikita Viktorovich Tomin 
Publication date: 16 October 2014
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117914050105
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Cites Work
- Algorithm 778: L-BFGS-B
- Introduction to Time Series and Forecasting
- Random forests
- Nonlinear time series. Nonparametric and parametric methods
- Stochastic gradient boosting.
- Title not available (Why is that?)
- The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
- Multilayer feedforward networks are universal approximators
- Title not available (Why is that?)
- Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm
- Title not available (Why is that?)
- Geometrical and Statistical Properties of Systems of Linear Inequalities with Applications in Pattern Recognition
Cited In (6)
- Power system parameters forecasting using Hilbert-Huang transform and machine learning
- Financial time series analysis and forecasting with Hilbert-Huang transform feature generation and machine learning
- An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
- Ensemble forecasting for complex time series using sparse representation and neural networks
- Harmonic recurrent process for time series forecasting
Uses Software
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