Defining a trend for time series using the intrinsic time-scale decomposition
We propose criteria that define a trend for time series with inherent multi-scale features. We call this trend the tendency of a time series. The tendency is defined empirically by a set of criteria and captures the large-scale temporal variability of the original signal as well as the most frequent...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2014-01-01
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| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/16/8/085004 |