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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: Wijayanto, Hari, Sartono, Bagus, Fitrianto, Anwar, Nursyifa, Casia
フォーマット: 論文
言語:English
出版事項: University of Allahabad 2015
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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spelling my.upm.eprints.450922021-04-18T00:26:58Z http://psasir.upm.edu.my/id/eprint/45092/ Improving the components independence of decomposition in time series data Wijayanto, Hari Sartono, Bagus Fitrianto, Anwar Nursyifa, Casia 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. University of Allahabad 2015-02 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/45092/1/TIME.pdf Wijayanto, Hari and Sartono, Bagus and Fitrianto, Anwar and Nursyifa, Casia (2015) Improving the components independence of decomposition in time series data. Far East Journal of Mathematical Sciences, 96 (3). pp. 303-314. ISSN 0972-0871 http://www.pphmj.com/abstract/8928.htm 10.17654/FJMSFeb2015_303_314
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description 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.
format Article
author Wijayanto, Hari
Sartono, Bagus
Fitrianto, Anwar
Nursyifa, Casia
spellingShingle Wijayanto, Hari
Sartono, Bagus
Fitrianto, Anwar
Nursyifa, Casia
Improving the components independence of decomposition in time series data
author_facet Wijayanto, Hari
Sartono, Bagus
Fitrianto, Anwar
Nursyifa, Casia
author_sort Wijayanto, Hari
title Improving the components independence of decomposition in time series data
title_short Improving the components independence of decomposition in time series data
title_full Improving the components independence of decomposition in time series data
title_fullStr Improving the components independence of decomposition in time series data
title_full_unstemmed Improving the components independence of decomposition in time series data
title_sort improving the components independence of decomposition in time series data
publisher University of Allahabad
publishDate 2015
url 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
_version_ 1698698917883936768
score 13.251813

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