Measuring business cycles: Empirical Mode Decomposition of economic time series |
| |
Authors: | Ivan Kožić Ivan Sever |
| |
Institution: | Institute for Tourism, 10000 Zagreb, Croatia |
| |
Abstract: | This paper continues discussion on the issue of time series decomposition by presentation of the Empirical Mode Decomposition technique. This technique outperforms well-known time-series filters by providing a deeper insight into the structure of time series. |
| |
Keywords: | C4 E32 |
本文献已被 ScienceDirect 等数据库收录! |