Improving the components independence of decomposition in time series data
This paper addresses the weakness of ensemble empirical mode decomposition approach in extracting the components of a time series signal data. In general, this approach provides non-independent component. The existing approach using cluster analysis provided an improvement yet not perfect. We the...
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| 主要な著者: | , , , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
University of Allahabad
2015
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| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/45092/1/TIME.pdf http://psasir.upm.edu.my/id/eprint/45092/ http://www.pphmj.com/abstract/8928.htm |
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| 要約: | This paper addresses the weakness of ensemble empirical mode
decomposition approach in extracting the components of a time series
signal data. In general, this approach provides non-independent
component. The existing approach using cluster analysis provided an improvement yet not perfect. We then do a modification to reach
components with two main characteristics. First, the components
should reflect the true patterns. Second, the components are
independent among the others as much as possible. By a small
empirical study, we observe the modification we propose produces
better results than the existing approaches. |
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