Underlying Trend Extraction via Joint Ensemble Intrinsic Timescale Decomposition Algorithm and Matching Pursuit Approach

Time series usually consist of an underlying trend and the irregularities. Therefore, the underlying trend extraction plays an important role in the analysis of the time series. This paper proposes a method which combines the ensemble intrinsic timescale decomposition (EITD) algorithm and the matchi...

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Bibliographic Details
Published in:	Circuits, systems, and signal processing Vol. 38; no. 10; pp. 4621 - 4639
Main Authors:	Wang, Xiaoling, Ling, Bingo Wing-Kuen
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.10.2019 Springer Nature B.V
Subjects:	Algorithms Circuits and Systems Decomposition Electrical Engineering Electronics and Microelectronics Empirical analysis Engineering Instrumentation Matching Noise reduction Optimization Signal,Image and Speech Processing Time series Underlying trend extraction Ensemble intrinsic timescale decomposition Matching pursuit
ISSN:	0278-081X, 1531-5878
Online Access:	Get full text
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