Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function
نویسندگان
چکیده
منابع مشابه
Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function
A novel noise filtering algorithm based on averaging Intrinsic Mode Function (aIMF), which is a derivation of Empirical Mode Decomposition (EMD), is proposed to remove white-Gaussian noise of foreign currency exchange rates that are nonlinear nonstationary times series signals. Noise patterns with different amplitudes and frequencies were randomly mixed into the five exchange rates. A number of...
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ژورنال
عنوان ژورنال: Algorithms
سال: 2013
ISSN: 1999-4893
DOI: 10.3390/a6030407