A self-organizing modular neural network based on empirical mode decomposition with sliding window for time series prediction.
Xin GuoWen-jing LiJun-Fei QiaoPublished in: Appl. Soft Comput. (2023)
Keyphrases
- sliding window
- empirical mode decomposition
- non stationary
- neural network
- data streams
- stock market prediction
- signal analysis
- fixed size
- window size
- streaming data
- stream data
- intrinsic mode functions
- variable size
- hilbert huang transform
- limited memory
- concept drift
- data sets
- neuro fuzzy
- wavelet decomposition
- multiresolution
- pattern recognition
- closed frequent itemsets
- data structure
- instantaneous frequency