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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2022-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9906077/ |