On the trend, detrending, and variability of nonlinear and nonstationary time series

NCUIR > Research Center > Research Center for adaptive Data analysis > journal & Dissertation > Item 987654321/35611

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/35611

Title:	On the trend, detrending, and variability of nonlinear and nonstationary time series
Authors:	Wu,Zhaohua;Huang,Norden E.;Long,Steven R.;Peng,Chung-Kang
Contributors:	數據分析方法研究中心
Keywords:	EMPIRICAL MODE DECOMPOSITION;HILBERT SPECTRUM
Date:	2007
Issue Date:	2010-07-07 15:43:40 (UTC+8)
Publisher:	中央大學
Abstract:	Determining trend and implementing detrending operations are important steps in data analysis. Yet there is no precise definition of "trend" nor any logical algorithm for extracting it. As a result, various ad hoc extrinsic methods have been used to deter
Relation:	PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
Appears in Collections:	[Research Center for adaptive Data analysis ] journal & Dissertation

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