相关论文: Does Restraining End Effect Matter in EMD-Based Mo…

Short-term load forecasting is one of the crucial sections in smart grid. Precise forecasting enables system operators to make reliable unit commitment and power dispatching decisions. With the advent of big data, a number of artificial…

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

In this paper we present a mathematical model of the Empirical Mode Decomposition (EMD). Although EMD is a powerful tool for signal processing, the algorithm itself lacks an appropriate theoretical basis. The interpolation and iteration…

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

The ensemble empirical mode decomposition (EEMD) and its complete variant (CEEMDAN) are adaptive, noise-assisted data analysis methods that improve on the ordinary empirical mode decomposition (EMD). All these methods decompose possibly…

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

This paper presents three hyperspectral mixture models jointly with Bayesian algorithms for supervised hyperspectral unmixing. Based on the residual component analysis model, the proposed general formulation assumes the linear model to be…

Delay embedding is a commonly employed technique in a wide range of data-driven model reduction methods for dynamical systems, including the Dynamic mode decomposition (DMD), the Hankel alternative view of the Koopman decomposition (HAVOK),…

Ensemble Conditional Variance Estimation (ECVE) is a novel sufficient dimension reduction (SDR) method in regressions with continuous response and predictors. ECVE applies to general non-additive error regression models. It operates under…

Traditional recommender systems heavily rely on ID features, which often encounter challenges related to cold-start and generalization. Modeling pre-extracted content features can mitigate these issues, but is still a suboptimal solution…

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

This work proposes convolutional-sparse-coded dynamic mode decomposition (CSC-DMD) by unifying extended dynamic mode decomposition (EDMD) and convolutional sparse coding. EDMD is a data driven analysis method for describing a nonlinear…

To comply with increasingly stringent international standards in risk management and regulation, several approaches have been developed in the literature for forecasting tail-risk measures such as Value-at-Risk (VaR) and Expected Shortfall…

The Empirical Mode Decomposition (EMD) is a signal analysis method that separates multi-component signals into single oscillatory modes called intrinsic mode functions (IMFs), each of which can generally be associated to a physical meaning…

Many econometric analyses involve spatio--temporal data. A considerable amount of literature has addressed spatio--temporal models, with Spatial Dynamic Panel Data (SDPD) being widely investigated and applied. In real data applications,…

Time series forecasting remains a central challenge problem in almost all scientific disciplines. We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system using Dynamic Mode Decomposition…

The stochastic mirror descent (SMD) algorithm is a general class of training algorithms, which includes the celebrated stochastic gradient descent (SGD), as a special case. It utilizes a mirror potential to influence the implicit bias of…