Empirical mode decomposition analysis of two different financial time series and their comparison

Chaos, Solitons and Fractals

Volumn 37, Issue 4, 2008, Pages 1214-1227

  Guhathakurta, Kousik ^a   Mukherjee, Indranil ^a   Chowdhury, A Roy ^b  

^a Army Institute of Management Kolkata   (India)

^b JADAVPUR UNIVERSITY   (India)

Author keywords

[No Author keywords available]

Indexed keywords

DATA VISUALIZATION; FEATURE EXTRACTION; FINANCIAL DATA PROCESSING; PROBABILITY DISTRIBUTIONS; SINGULAR VALUE DECOMPOSITION; TIME VARYING SYSTEMS;

EMPIRICAL MODE DECOMPOSITION (EMD) METHODS; FINANCIAL TIME SERIES; INDEX VALUES; QUALITATIVE ANALYSIS;

TIME SERIES ANALYSIS;

EID: 40649113094     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2006.10.065     Document Type: Article

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