作者
Zhaohua Wu, Norden E Huang, Steven R Long, Chung-Kang Peng
发表日期
2007/9/18
期刊
Proceedings of the National Academy of Sciences
卷号
104
期号
38
页码范围
14889-14894
出版商
National Academy of Sciences
简介
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 determine trend and to facilitate a detrending operation. In this article, a simple and logical definition of trend is given for any nonlinear and nonstationary time series as an intrinsically determined monotonic function within a certain temporal span (most often that of the data span), or a function in which there can be at most one extremum within that temporal span. Being intrinsic, the method to derive the trend has to be adaptive. This definition of trend also presumes the existence of a natural time scale. All these requirements suggest the Empirical Mode Decomposition (EMD) method as the logical choice of algorithm for extracting various trends from a data set. Once the …
引用总数
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学术搜索中的文章
Z Wu, NE Huang, SR Long, CK Peng - Proceedings of the National Academy of Sciences, 2007