Forecasting exchange rate requires a model that can capture the non-stationary and non-linearity of the exchange rate data. In this paper, empirical mode decomposition (EMD) is combines with least squares support vector machine (LSSVM) model in order to forecast daily USD/TWD exchange rate. EMD is used to decompose exchange rate data behaviors which are non-linear and nonstationary. LSSVM has b...

Empirical Mode Decomposition (EMD) has been widely used to analyze non-stationary and nonlinear signal by decomposing data into a series of intrinsic mode functions (IMFs) and a trend function through sifting processes. For lack of a firm mathematical foundation, the implementation of EMD is still empirical and ad hoc. In this paper, we prove mathematically that EMD, as practiced now, only give...

This paper is contributed to the boundary effect problem of the empirical mode decomposition algorithm, which results in a serious distortion in the EMD sifting process. An adaptive method for processing boundary effect in the empirical mode decomposition sifting process is presented, which has exploited the local timeor spatialscales and the waveform or texture characteristics near boundary of...

Due to the movement and complexity of the carbon market, traditional monoscale forecasting approaches often fail to capture its nonstationary and nonlinear properties and accurately describe its moving tendencies. In this study, a multiscale ensemble forecasting model integrating empirical mode decomposition (EMD), genetic algorithm (GA) and artificial neural network (ANN) is proposed to foreca...

Stochastic resonance (SR) has been widely used for extracting single-frequency weak periodic signals. For multi-frequency signals, empirical mode decomposition (EMD) can adaptively decompose the complex signal, but this method also suffers from mixing, which affects accuracy of detection. SR convert part noise energy into signal energy, compensates defects EMD. According to advantages and EMD, ...

The topological organization underlying brain networks has been extensively investigated using resting-state fMRI, focusing on the low frequency band from 0.01 to 0.1 Hz. However, the frequency specificities regarding the corresponding brain networks remain largely unclear. In the current study, a data-driven method named complementary ensemble empirical mode decomposition (CEEMD) was introduce...

Crack evaluation is essential for effective classification of pavement cracks. Digital images of pavement cracks have been analyzed using techniques such as fuzzy set theory and neural networks. Bidimensional empirical mode decomposition (BEMD), a new image analysis method recently developed, can potentially be used for pavement crack evaluation. BEMD is an extension of the empirical mode decom...

Huang’s data-driven technique of Empirical Mode Decomposition (EMD) is presented, and issues related to its effective implementation are discussed. A number of algorithmic variations, including new stopping criteria and an on-line version of the algorithm, are proposed. Numerical simulations are used for empirically assessing performance elements related to tone identification and separation. T...

The Hilbert-based time-frequency analysis has promising capacity to reveal the time-variant behaviors of a system. To admit well-behaved Hilbert transforms, component decomposition of signals must be performed beforehand. This was first systematically implemented by the empirical mode decomposition (EMD) in the Hilbert-Huang transform, which can provide a time-frequency representation of the si...