The Modified Empirical Mode Decomposition Method For Analysing The Cyclical Behavior Of Time Series

نویسندگان

  • Vladimir Sebesta
  • Roman Marsalek
  • Jitka Pomenkova
چکیده

This paper is devoted to the analysis of 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 modified EMD method that eliminates excessive changes of individual mode periods is proposed and evaluated on one example application of industrial production data. 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.

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تاریخ انتشار 2013