Simple noise-reduction method based on nonlinear forecasting

Nonparametric detrending or noise reduction methods are often employed to separate trends from noisy time series when no satisfactory models exist to fit the data. However, conventional noise reduction methods depend on subjective choices of smoothing parameters. Here we present a simple multivariat...

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Bibliographic Details
Main Author: Tan, James Peng Lung
Other Authors: Interdisciplinary Graduate School (IGS)
Format: Journal Article
Language:English
Published: 2018
Subjects:
Online Access:https://hdl.handle.net/10356/87351
http://hdl.handle.net/10220/44451

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