Applications of Hilbert–Huang transform to non‐stationary financial time series analysis

DOI10.1002/asmb.501zbMath1063.62144OpenAlexW2140208140MaRDI QIDQ4676856

Norden Huang, Wendong Qu, Man-Li Wu, Steven R. Long, Samuel Shan-Pu Shen

Publication date: 20 May 2005

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.501

zbMATH Keywords

data analysisvolatilityfinancial time seriesempirical mode decomposition (EMD)Hilbert-Huang transform (HHT)Hilbert spectral analysisstock price analysis

Mathematics Subject Classification ID

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• A comparison of the energy operator and the Hilbert transform approach to signal and speech demodulation
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Introduction to Econophysics

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