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The empirical mode decomposition (EMD) method and its variants have been extensively employed in the load and renewable forecasting literature. Using this multiresolution decomposition, time series (TS) related to the historical load and…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Nima Safari , George Price , Chi Yung Chung

Highly accurate interval forecasting of electricity demand is fundamental to the success of reducing the risk when making power system planning and operational decisions by providing a range rather than point estimation. In this study, a…

Machine Learning · Computer Science 2014-06-17 Tao Xiong , Yukun Bao , Zhongyi Hu

Accurate day-ahead peak load forecasting is crucial not only for power dispatching but also has a great interest to investors and energy policy maker as well as government. Literature reveals that 1% error drop of forecast can reduce 10…

Machine Learning · Computer Science 2021-11-02 Yanmei Huang , Najmul Hasan , Changrui Deng , Yukun Bao

In a number of environmental studies, relationships between natural processes are often assessed through regression analyses, using time series data. Such data are often multi-scale and non-stationary, leading to a poor accuracy of the…

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

The empirical mode decomposition (EMD) has achieved its reputation by providing a multi-scale time-frequency representation of nonlinear and/or nonstationary signals. To extend this method to vector-valued signals (VvS) in multidimensional…

Numerical Analysis · Mathematics 2015-02-25 Boqiang Huang , Angela Kunoth

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

To enhance the accuracy of power load forecasting in wind farms, this study introduces an advanced combined forecasting method that integrates Variational Mode Decomposition (VMD) with an Improved Particle Swarm Optimization (IPSO)…

Machine Learning · Computer Science 2024-12-17 Qiang Xie

This thesis examines the empirical mode decomposition (EMD), a method for decomposing multicomponent signals, from a modern, both theoretical and practical, perspective. The motivation is to further formalize the concept and develop new…

Numerical Analysis · Mathematics 2023-02-08 Laslo Hunhold

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

Empirical mode decomposition (EMD) has developed into a prominent tool for adaptive, scale-based signal analysis in various fields like robotics, security and biomedical engineering. Since the dramatic increase in amount of data puts…

Computer Vision and Pattern Recognition · Computer Science 2021-06-30 Jin Zhang , Fan Feng , Pere Marti-Puig , Cesar F. Caiafa , Zhe Sun , Feng Duan , Jordi Solé-Casals

The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three…

Computational Engineering, Finance, and Science · Computer Science 2018-04-04 Noemi Nava , T. Di Matteo , Tomaso Aste

A methodology of adaptive time series analysis based on Empirical Mode Decomposition (EMD) has been employed to investigate $^{7}$Be activity concentration variability, along with temperature. Analysed data were sampled at ground level by…

Geophysics · Physics 2019-05-22 Alessandro Longo , Stefano Bianchi , Wolfango Plastino

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

In this work, we present a method which determines optimal multi-step dynamic mode decomposition (DMD) models via entropic regression, which is a nonlinear information flow detection algorithm. Motivated by the higher-order DMD (HODMD)…

Machine Learning · Statistics 2024-06-19 Christopher W. Curtis , Erik Bollt , Daniel Jay Alford-Lago

In this study, we constitute an adaptive hedging method based on empirical mode decomposition (EMD) method to extract the adaptive hedging horizon and build a time series cross-validation method for robust hedging performance estimation.…

Econometrics · Economics 2023-02-02 Wang Haoyu , Junpeng Di , Qing Han

The 2006 sudden and immense downturn in U.S. House Prices sparked the 2007 global financial crisis and revived the interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting…

Computational Finance · Quantitative Finance 2017-07-18 Vasilios Plakandaras , Rangan Gupta , Periklis Gogas , Theophilos Papadimitriou

The EMD algorithm, first proposed in [11], made more robust as well as more versatile in [12], is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of…

Numerical Analysis · Mathematics 2009-12-15 Ingrid Daubechies , Jianfeng Lu , Hau-Tieng Wu

A state transition model (STM) based on chunk-wise classification was proposed for end-point detection (EPD). In general, EPD is developed using frame-wise voice activity detection (VAD) with additional STM, in which the state transition is…

Audio and Speech Processing · Electrical Eng. & Systems 2019-12-24 Juntae Kim , Jaesung Bae , Minsoo Hahn

Accurate traffic congestion classification requires models that jointly capture roadway scene context and non-stationary traffic motion, yet most prior work treats these requirements in isolation. Vision-based methods often depend on…

Computer Vision and Pattern Recognition · Computer Science 2026-05-07 Eugene Kofi Okrah Denteh , Blessing Agyei Kyem , Joshua Kofi Asamoah , Armstrong Aboah
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