Fully Nonparametric Regression Estimation Based on Empirical Mode Decomposition

摘要：

　　Empirical Mode Decomposition (EMD) is a non-stationary signal processing method developed recently.It has been applied in many engineering fields.EMD has many similarities with wavelet decomposition.But EMD Decomposition has its own characteristics,especially in accurate trend extracting.Therefore the paper firstly proposes an algorithm of extracting slow-varying trend based on EMD.Then,according to wavelet regression estimation method,a new regression function estimation method based on EMD is presented.The simulation proves the advantages of the approach with easy computation and more accurate result.

关键词： Empirical Mode Decomposition (EMD) Regression estimation Wavelet

作者: Hongying Hu Wenlong Li Fengqiang Zhao

作者单位: School of Electromechanical Information Engineering, Dalian Nationalities University,Dalian, 116600, China

会议类型: 国际会议

会议名称: 3rd International Conference on Frontiers of Manufacturing and Design Science(第三届制造与设计科学前沿国际会议(ICFMD))

会议地点: 香港

会议语种:英文

页码: 932-935

在线出版日期: 2012-12-11（万方平台首次上网日期，不代表论文的发表时间）