Time Series Forecasting Based on Empirical Mode Decomposition and the Varying-Coefficient DBN-AR Model

In an attempt to improve the prediction accuracy for a time series, a new one-step-ahead hybrid model is proposed in this paper that combines empirical mode decomposition (EMD) with the DBN-AR model and back propagation (BP). The proposed approach first uses EMD, which can be used to decompose the c...

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Bibliographic Details

Published in:	IEEE Access
Main Authors:	Hui Hu, Wenquan Xu
Format:	Article
Language:	English
Published:	IEEE 2022-01-01
Subjects:	Time series forecasting EMD deep belief network hybrid method decomposition and ensemble framework
Online Access:	https://ieeexplore.ieee.org/document/9906077/