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Digital Library of the
European Council for Modelling and Simulation |
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Title: |
The Modified Empirical Mode
Decomposition Method For Analysing The Cyclical
Behavior Of Time Series |
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Authors: |
Vladimir
Sebesta, Roman Marsalek, Jitka Pomenkova |
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Published in:
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(2013).ECMS 2013 Proceedings edited
by: W. Rekdalsbakken, R. T. Bye, H. Zhang European Council for Modeling
and Simulation. doi:10.7148/2013 ISBN:
978-0-9564944-6-7 27th
European Conference on Modelling and Simulation, Aalesund, Norway, May 27th –
30th, 2013 |
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Citation
format: |
Vladimir Sebesta,
Roman Marsalek, Jitka Pomenkova (2013). The Modified Empirical Mode
Decomposition Method For Analysing The Cyclical
Behavior Of Time Series, ECMS 2013 Proceedings
edited by: W. Rekdalsbakken, R. T. Bye, H. Zhang, European Council for Modeling
and Simulation. doi:10.7148/2013-0288 |
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DOI: |
http://dx.doi.org/10.7148/2013-0288 |
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Abstract: |
This
paper is devoted to the analysis of time series using the Empirical Mode
Decomposition (EMD) method. This method decomposes the analyzed time series
into a small set of narrow-band components (modes) that fully represent the
original time series. The modified EMD method that eliminates excessive
changes of individual mode periods is proposed and evaluated on one example application
of industrial production data. In contrast to other decomposition methods,
like the singular value decomposition, the empirical mode decomposition can describe
the time-variation of the period of individual components. |
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