Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning

DOI10.1134/S0005117914050105MaRDI QIDQ463396zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Power system parameters forecasting using Hilbert-Huang transform and machine learning
• An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
• Nonstationary time series forecasting using wavelets and kernel smoothing
• A prediction modeling method for nonlinear and non-stationary time series
• Hilbert-Huang transform analysis of hydrological and environmental time series

Cites work

• scientific article; zbMATH DE number 3787823 (Why is no real title available?)
• scientific article; zbMATH DE number 3787949 (Why is no real title available?)
• scientific article; zbMATH DE number 3446442 (Why is no real title available?)
• Algorithm 778: L-BFGS-B
• Geometrical and Statistical Properties of Systems of Linear Inequalities with Applications in Pattern Recognition
• Introduction to Time Series and Forecasting
• Multilayer feedforward networks are universal approximators
• Nonlinear time series. Nonparametric and parametric methods
• Random forests
• Stochastic gradient boosting.
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm

Cited in

(6)

• Power system parameters forecasting using Hilbert-Huang transform and machine learning
• An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
• Ensemble forecasting for complex time series using sparse representation and neural networks
• Financial time series analysis and forecasting with Hilbert-Huang transform feature generation and machine learning
• Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
• Harmonic recurrent process for time series forecasting

Describes a project that uses

Uses Software

• L-BFGS-B
• itsmr

This page was built for publication: Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q463396)