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Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction
Joint Authors
Altaher, Alsaidi M.
Jaber, Abobaker M.
Ismail, Mohd Tahir
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-25
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
Empirical mode decomposition (EMD) is particularly useful in analyzing nonstationary and nonlinear time series.
However, only partial data within boundaries are available because of the bounded support of the underlying time series.
Consequently, the application of EMD to finite time series data results in large biases at the edges by increasing the bias and creating artificial wiggles.
This study introduces a new two-stage method to automatically decrease the boundary effects present in EMD.
At the first stage, local polynomial quantile regression (LLQ) is applied to provide an efficient description of the corrupted and noisy data.
The remaining series is assumed to be hidden in the residuals.
Hence, EMD is applied to the residuals at the second stage.
The final estimate is the summation of the fitting estimates from LLQ and EMD.
Simulation was conducted to assess the practical performance of the proposed method.
Results show that the proposed method is superior to classical EMD.
American Psychological Association (APA)
Jaber, Abobaker M.& Ismail, Mohd Tahir& Altaher, Alsaidi M.. 2014. Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1014672
Modern Language Association (MLA)
Jaber, Abobaker M.…[et al.]. Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction. Abstract and Applied Analysis No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-1014672
American Medical Association (AMA)
Jaber, Abobaker M.& Ismail, Mohd Tahir& Altaher, Alsaidi M.. Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1014672
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014672