A new denoising approach based on mode decomposition applied to the stock market time series: 2LE-CEEMDAN
Time series, including noise, non-linearity, and non-stationary properties, are frequently used in prediction problems. Due to these inherent characteristics of time series data, forecasting based on this data type is a highly challenging problem. In many studies within the literature, high-frequenc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
PeerJ Inc.
2024-02-01
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| Series: | PeerJ Computer Science |
| Subjects: | |
| Online Access: | https://peerj.com/articles/cs-1852.pdf |