Research on information leakage in time series prediction based on empirical mode decomposition

Research on information leakage in time series prediction based on empirical mode decomposition

Abstract Time series analysis predicts the future based on existing historical data and has a wide range of applications in finance, economics, meteorology, biology, engineering, and other fields. Although the combination of decomposition techniques and machine learning algorithms can effectively so...

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Bibliographic Details
Main Authors: Xinyi Yang, Jingyi Li, Xuchu Jiang
Format: Article
Language:English
Published: Nature Portfolio 2024-11-01
Series:Scientific Reports
Subjects:
Empirical modal decomposition
Progressive decomposition
Temporal convolutional network
Attention mechanism
Time series forecast
Online Access:https://doi.org/10.1038/s41598-024-80018-9

Internet

https://doi.org/10.1038/s41598-024-80018-9

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