Empirical Mode Decomposition detects a Phase-Shift of seasonal oscillation.

Vincenzo Capparelli A. Vecchio Vincenzo Carbone

Published in: Adv. Data Sci. Adapt. Anal. (2012)

Keyphrases

phase shift
empirical mode decomposition
non stationary
stock market prediction
signal analysis
wavelet decomposition
detection method
hilbert huang transform
multi band
intrinsic mode functions
multiscale
wavelet transform
high quality
instantaneous frequency