A prediction modeling method for nonlinear and non-stationary time series

zbMATH Open1174.62500MaRDI QIDQ5455698FDOQ5455698

Authors: Shukuan Lin, Mei Yang, Jianzhong Qiao, Guoren Wang 

Publication date: 4 April 2008

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zbMATH Keywords

empirical mode decompositionsupport vector regressionintrinsic mode component

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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• NONLINEAR TIME SERIES PREDICTION BASED ON A POWER-LAW NOISE MODEL
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• AE-DIL: a double incremental learning algorithm for non-stationary time series prediction via adaptive ensemble
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