Empirical Mode Decomposition based ensemble deep learning for load demand time series forecasting.
Xueheng QiuYe RenPonnuthurai Nagaratnam SuganthanGehan A. J. AmaratungaPublished in: Appl. Soft Comput. (2017)
Keyphrases
- deep learning
- empirical mode decomposition
- non stationary
- stock market prediction
- unsupervised learning
- hilbert huang transform
- multi band
- unsupervised feature learning
- mental models
- intrinsic mode functions
- machine learning
- weakly supervised
- neural network
- training data
- feature extraction
- wavelet decomposition
- model selection
- higher order
- supervised learning
- instantaneous frequency
- data mining