ﻻ يوجد ملخص باللغة العربية
Empirical Mode Decomposition(EMD) is an adaptive data analysis technique for analyzing nonlinear and nonstationary data[1]. EMD decomposes the original data into a number of Intrinsic Mode Functions(IMFs)[1] for giving better physical insight of the data. Permutation Entropy(PE) is a complexity measure[3] function which is widely used in the field of complexity theory for analyzing the local complexity of time series. In this paper we are combining the concepts of PE and EMD to resolve the mode mixing problem observed in determination of IMFs.
The empirical mode decomposition (EMD) method and its variants have been extensively employed in the load and renewable forecasting literature. Using this multiresolution decomposition, time series (TS) related to the historical load and renewable ge
Empirical mode decomposition (EMD) has developed into a prominent tool for adaptive, scale-based signal analysis in various fields like robotics, security and biomedical engineering. Since the dramatic increase in amount of data puts forward higher r
Hilbert-Huang transform is a method that has been introduced recently to decompose nonlinear, nonstationary time series into a sum of different modes, each one having a characteristic frequency. Here we show the first successful application of this a
Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and neuroscience. T
High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters, and model