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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…

计算金融 · 定量金融 2017-07-18 Vasilios Plakandaras , Rangan Gupta , Periklis Gogas , Theophilos Papadimitriou

Time series forecasting is essential in a wide range of real world applications. Recently, frequency-domain methods have attracted increasing interest for their ability to capture global dependencies. However, when applied to non-stationary…

机器学习 · 统计学 2026-02-09 Zhongde An , Jinhong You , Jiyanglin Li , Yiming Tang , Wen Li , Heming Du , Shouguo Du

The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

机器学习 · 计算机科学 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

In time series forecasting, effectively disentangling intricate temporal patterns is crucial. While recent works endeavor to combine decomposition techniques with deep learning, multiple frequencies may still be mixed in the decomposed…

人工智能 · 计算机科学 2024-03-27 Xiaobing Yuan , Ling Chen

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.…

计量经济学 · 经济学 2023-02-02 Wang Haoyu , Junpeng Di , Qing Han

Multivariate or multichannel data have become ubiquitous in many modern scientific and engineering applications, e.g., biomedical engineering, owing to recent advances in sensor and computing technology. Processing these data sets is…

信号处理 · 电气工程与系统科学 2020-05-26 Sikender Gul , Muhammad Faisal Siddiqui , Naveed Ur Rehman

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

This paper presents an approach based on higher order dynamic mode decomposition (HODMD) to model, analyse, and forecast energy behaviour in an urban agriculture farm situated in a retrofitted London underground tunnel, where observed…

机器学习 · 计算机科学 2023-06-28 Zack Xuereb Conti , Rebecca Ward , Ruchi Choudhary

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

数值分析 · 数学 2017-04-11 Travis Askham , J. Nathan Kutz

Electric vehicles (EVs) have the potential to reduce grid stress through smart charging strategies while simultaneously meeting user demand. This requires accurate forecasts of key charging parameters, such as energy demand and connection…

系统与控制 · 电气工程与系统科学 2025-08-26 Parnian Alikhani , Nico Brinkel , Wouter Schram , Ioannis Lampropoulos , Wilfried van Sark

We present parameter-interpolated dynamic mode decomposition (piDMD), a parametric reduced-order modeling framework that embeds known parameter-affine structure directly into the DMD regression step. Unlike existing parametric DMD methods…

系统与控制 · 电气工程与系统科学 2026-04-15 Ananda Chakrabarti , Haitham H. Saleh , Indranil Nayak , Balasubramaniam Shanker , Fernando L. Teixeira , Debdipta Goswami

Internet traffic volume estimation has a significant impact on the business policies of the ISP (Internet Service Provider) industry and business successions. Forecasting the internet traffic demand helps to shed light on the future traffic…

机器学习 · 计算机科学 2023-06-07 Sajal Saha , Sudipto Baral , Anwar Haque

Modal decomposition techniques, such as Empirical Mode Decomposition (EMD), Variational Mode Decomposition (VMD), and Singular Spectrum Analysis (SSA), have advanced time-frequency signal analysis since the early 21st century. These methods…

信号处理 · 电气工程与系统科学 2025-10-29 Wang Hao , Kuang Zhang , Hou Chengyu , Yang Yifan , Tan Chenxing , Fu Weifeng

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

机器学习 · 计算机科学 2025-01-15 Xin Lu

Huang's Empirical Mode Decomposition (EMD) is an algorithm for analyzing nonstationary data that provides a localized time-frequency representation by decomposing the data into adaptively defined modes. EMD can be used to estimate a…

数据分析、统计与概率 · 物理学 2010-08-26 Daniel N. Kaslovsky , Francois G. Meyer

The Dynamic Mode Decomposition (DMD) and the more general Extended DMD (EDMD) are powerful tools for computational analysis of dynamical systems in data-driven scenarios. They are built on the theoretical foundation of the Koopman…

数值分析 · 数学 2026-04-06 Zlatko Drmač , Ela Đimoti

This work proposes a new framework of model reduction for parametric complex systems. The framework employs a popular model reduction technique dynamic mode decomposition (DMD), which is capable of combining data-driven learning and physics…

数值分析 · 数学 2022-04-21 Hannah Lu , Daniel M. Tartakovsky

District Heating Systems are essential infrastructure for delivering heat to consumers across a geographic region sustainably, yet efficient management relies on optimizing diverse energy sources, such as wood, gas, electricity, and solar,…

Load forecasting has always been a challenge for grid operators due to the growing complexity of power systems. The increase in extreme weather and the need for energy from customers has led to load forecasting sometimes failing. This…

信号处理 · 电气工程与系统科学 2025-10-09 Nishant Gadde , Yoshua Alexander , Sarvesh Parthasarthy , Arman Allidina

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

机器学习 · 计算机科学 2023-03-14 Debdarsan Niyogi