Trend filtering via empirical mode decompositions
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DOI: 10.1016/j.csda.2011.05.015
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References listed on IDEAS
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- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Papers 201418, University of Pretoria, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
- Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper series 30_14, Rimini Centre for Economic Analysis.
- repec:ipg:wpaper:2014-473 is not listed on IDEAS
- Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei, 2015.
"Carbon Price Analysis Using Empirical Mode Decomposition,"
Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 195-206, February.
- Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei, 2014. "Carbon price analysis using empirical mode decomposition," Working Papers 2014-156, Department of Research, Ipag Business School.
- Wang, Yalin & Xu, Yan & Liu, Minghui & Guo, Yao & Wu, Yonglin & Chen, Chen & Chen, Wei, 2022. "Cumulative residual symbolic dispersion entropy and its multiscale version: Methodology, verification, and application," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
- Jason Angelopoulos, 2017. "Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(1), pages 126-159, March.
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- Yujia Ge & Yurong Nan & Lijun Bai, 2019. "A Hybrid Prediction Model for Solar Radiation Based on Long Short-Term Memory, Empirical Mode Decomposition, and Solar Profiles for Energy Harvesting Wireless Sensor Networks," Energies, MDPI, vol. 12(24), pages 1-21, December.
- Alejandra Carmona & Germán Poveda, 2014. "Detection of long-term trends in monthly hydro-climatic series of Colombia through Empirical Mode Decomposition," Climatic Change, Springer, vol. 123(2), pages 301-313, March.
- Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
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Keywords
Empirical mode decomposition; Trend filtering; Adaptive data analysis; Monthly mean carbon dioxide cycle; Seasonality;All these keywords.
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