Noise reduction for nonlinear nonstationary time series data using averaging intrinsic mode function

DOI10.3390/A6030407zbMath1461.91208OpenAlexW2149559137MaRDI QIDQ1736570

Jumlong Vongprasert, Bhusana Premanode, Christofer Toumazou

Publication date: 26 March 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a6030407

zbMATH Keywords

wavelet transformempirical mode decompositionnoise reductionintrinsic mode functionexchanges rates

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• On the block thresholding wavelet estimators with censored data
• Estimation of the mean of a multivariate normal distribution
• Importance sampling approach for the nonstationary approximation error method
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Particle Filtering for Multisensor Data Fusion With Switching Observation Models: Application to Land Vehicle Positioning
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