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

MaRDI QIDQ5455698zbMATH OpenFDO

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

Publication date 4 April 2008

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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