Pages that link to "Item:Q4676856"

The following pages link to Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856):

Displaying 15 items.

• Modal identification based on Hilbert-Huang transform of structural response with SVD preprocessing (Q358727) (← links)
• Similarity analysis of DNA sequences based on the EMD method (Q609996) (← links)
• Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting (Q904624) (← links)
• Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
• Noise processing of flaw reconstruction by wavelet transform in ultrasonic guided SH waves (Q1696352) (← links)
• Data-driven spatiotemporal modal decomposition for time frequency analysis (Q2197947) (← links)
• Empirical mode decomposition analysis of climate changes with special reference to rainfall data (Q2491489) (← links)
• Cycles, determinism and persistence in agent-based games and financial time-series: part I (Q2873534) (← links)
• Lasso Regression Based on Empirical Mode Decomposition (Q3178535) (← links)
• Empirical Mode Decomposition and its Extensions Applied to EEG Analysis: A Review (Q4686451) (← links)
• Probability Distributions of Means of IA and IF for Gaussian Noise and Its Application to an Anomaly Detection (Q4686467) (← links)
• Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)
• Recent advances in reinforcement learning in finance (Q6146668) (← links)
• Financial time series analysis and forecasting with Hilbert-Huang transform feature generation and machine learning (Q6579697) (← links)
• Greedy approximation and regression analysis for the discrete TM system (Q6591713) (← links)