Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning.
Victor G. KurbatskyDenis N. SidorovVadim A. SpiryaevNikita V. TominPublished in: Autom. Remote. Control. (2014)
Keyphrases
- non stationary
- empirical mode decomposition
- machine learning
- hilbert huang transform
- financial time series
- autoregressive
- stock price
- signal analysis
- intrinsic mode functions
- exchange rate
- pattern recognition
- random fields
- computer vision
- feature extraction
- image processing
- blind source separation
- support vector regression
- motion estimation
- reinforcement learning
- hilbert transform
- feature selection