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Improving the components independence of decomposition in time series data


Wijayanto, Hari and Sartono, Bagus and Fitrianto, Anwar and Nursyifa, Casia (2015) Improving the components independence of decomposition in time series data. Far East Journal of Mathematical Sciences, 96 (3). pp. 303-314. ISSN 0972-0871


This paper addresses the weakness of ensemble empirical mode decomposition approach in extracting the components of a time series signal data. In general, this approach provides non-independent component. The existing approach using cluster analysis provided an improvement yet not perfect. We then do a modification to reach components with two main characteristics. First, the components should reflect the true patterns. Second, the components are independent among the others as much as possible. By a small empirical study, we observe the modification we propose produces better results than the existing approaches.

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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Institute for Mathematical Research
DOI Number: https://doi.org/10.17654/FJMSFeb2015_303_314
Publisher: University of Allahabad
Keywords: Ensemble approach; Time series data; Component; Intrinsic mode function; Cluster analysis
Depositing User: Ms. Nuraida Ibrahim
Date Deposited: 18 Apr 2021 00:26
Last Modified: 18 Apr 2021 00:26
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.17654/FJMSFeb2015_303_314
URI: http://psasir.upm.edu.my/id/eprint/45092
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