An Application of Empirical Mode Decomposition and Spectrum Analysis to Reconstruct Time Series
博士 === 淡江大學 === 管理科學研究所博士班 === 99 === Financial data of past economic analyses are either stationary or even linear. In fact, data are always non-stationary; hence, researchers often need to carry out data conversion, which may lose original features of the data. This study applies empirical mode de...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96272067644575403880 |