Result Details

The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series

ŠEBESTA, V.; MARŠÁLEK, R.; POMĚNKOVÁ, J. The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series. In Proceedings 27th European Conference on Modelling and Simulation ECMS 2013. Alesund, Norway: ECMS, 2013. p. 288-292. ISBN: 978-0-9564944-6-7.
Type
conference paper
Language
English
Authors
Šebesta Vladimír, prof. Ing., CSc., REL-SIX (FEEC)
Maršálek Roman, prof. Ing., Ph.D., UREL (FEEC)
Dluhá Jitka, doc. RNDr., Ph.D., UREL (FEEC)
Abstract

This paper is devoted to the analysis of economic time series using the Empirical Mode Decomposition (EMD) method. This method decomposes the analyzed time series into a small set of narrow-band components (modes) that fully represent the original time series. The modifed EMD method that eliminates excessive changes of individual mode periods is proposed and evaluated on the industrial production data of EU15. In contrast to other decomposition methods, like the singular value decomposition, the empirical mode decomposition can describe the time-variation of the period of individual components.

Keywords

empirical mode decomposition; instantaneous frequency; cyclical behavior

URL
Published
2013
Pages
288–292
Proceedings
Proceedings 27th European Conference on Modelling and Simulation ECMS 2013
Conference
27th European Conference on Modelling and Simulation ECMS 2013
ISBN
978-0-9564944-6-7
Publisher
ECMS
Place
Alesund, Norway
DOI
10.7148/2013-0288
UT WoS
000337114500045
EID Scopus
2-s2.0-84900300761
BibTeX 
@inproceedings{BUT102616,
  author="Vladimír {Šebesta} and Roman {Maršálek} and Jitka {Dluhá}",
  title="The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series",
  booktitle="Proceedings 27th European Conference on Modelling and Simulation ECMS 2013",
  year="2013",
  pages="288--292",
  publisher="ECMS",
  address="Alesund, Norway",
  doi="10.7148/2013-0288",
  isbn="978-0-9564944-6-7",
  url="https://www.scs-europe.net/dlib/2013/2013-0288.htm"
}
Departments
Centre of Sensor, Information and Communication Systems (SIX)
Department of Radio Electronics (UREL)
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