Energy-Frequency Spectrum for Financial Time Series via Complementary Ensemble EMD-Reference-Cited by-同舟云学术

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Energy-Frequency Spectrum for Financial Time Series via Complementary Ensemble EMD

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Leung Tim,Zhao Zhengde

Publisher

Elsevier BV

Reference16 articles.

1. On Schauder equivalence relations

2. The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis;N E Huang;Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences,1971

3. INTRODUCTION TO THE HILBERT–HUANG TRANSFORM AND ITS RELATED MATHEMATICAL PROBLEMS

4. Applications of Hilbert-Huang transform to non-stationary financial time series analysis;N E Huang;Applied Stochastic Models in Business and Industry,2003

5. Financial time series forecasting using empirical mode decomposition and support vector regression;N Nava;Risks,2018

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