Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function

Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function

A novel noise filtering algorithm based on averaging Intrinsic Mode Function (aIMF), which is a derivation of Empirical Mode Decomposition (EMD), is proposed to remove white-Gaussian noise of foreign currency exchange rates that are nonlinear nonstationary times series signals. Noise patterns with d...

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Bibliographic Details
Main Authors: Christofer Toumazou, Jumlong Vongprasert, Bhusana Premanode
Format: Article
Language:English
Published: MDPI AG 2013-07-01
Series:Algorithms
Subjects:
empirical mode decomposition
Intrinsic Mode Function
Wavelet Transform
noise reduction
exchanges rates
Online Access:http://www.mdpi.com/1999-4893/6/3/407

Internet

http://www.mdpi.com/1999-4893/6/3/407

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