A Robust Adaptive Signal Decomposition Method for Enhanced Mode Extraction in Financial Time Series
Accurately forecasting energy commodity prices and financial time series has long been a challenge for policymakers and energy market participants. Various existing decomposition techniques were introduced in this scenario, like EMD, EEMD, and CEEMDAN but these techniques in the majority of the case...
Saved in:
| Main Authors: | , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
|
| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/11114912/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|