The time-dependent intrinsic correlation based on the empirical mode decomposition

Advances in Adaptive Data Analysis

Volumn 2, Issue 2, 2010, Pages 233-265

  Chen, Xianyao ^a   Wu, Zhaohua ^b   Huang, Norden E ^c  

^a FIRST INSTITUTE OF OCEANOGRAPHY   (China)

^b FLORIDA STATE UNIVERSITY   (United States)

^c NATIONAL CENTRAL UNIVERSITY   (Taiwan)

Author keywords

Empirical Mode Decomposition; nonlinear and nonstationary time series; Time Dependent Intrinsic Auto correlation; Time Dependent Intrinsic Correlation; Time Dependent Intrinsic Cross correlation

Indexed keywords

ADAPTIVE PROCESS; CORRELATION ANALYSIS; CORRELATION COEFFICIENT; CROSS-CORRELATION ANALYSIS; EMPIRICAL MODE DECOMPOSITION; INTRINSIC MODE FUNCTIONS; LOCAL CORRELATIONS; MULTI-WINDOW; MULTISCALES; NON-STATIONARY TIME SERIES; NONSTATIONARY DATA; NONSTATIONARY PROCESS; SLIDING WINDOW; TIME-DEPENDENT;

CORRELATION METHODS; NONLINEAR ANALYSIS; TIME SERIES;

TIME SERIES ANALYSIS;

EID: 79956357196     PISSN: 17935369     EISSN: 17937175     Source Type: Journal    
DOI: 10.1142/S1793536910000471     Document Type: Article

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