An Improved Extension Method of EMD Based on SVRM

Lu Yan Wang; Qiang Wang; Xiao Long Wang; Mei Jun Zhang; Yu Hao Ma

doi:10.4028/www.scientific.net/AMM.543-547.2697

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 543-547An Improved Extension Method of EMD Based on SVRM

An Improved Extension Method of EMD Based on SVRM

Abstract:

The Support Vector Regression Machines (SVRM) is considered to be an effective method for time series prediction, while it is not suitable for long-term prediction. In order to improve the SVRM application in eliminating the end effect of EMD, we apply the SVRM to achieve an accurate short-term extension in the end of the original signal before EMD, and then extend two extreme with the Self-adaptive Triangular Waveform Matching extension method (STWM) in the every sifting process of EMD. The results show that the new extension method can effectively contain end effect of EMD.

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Periodical:

Applied Mechanics and Materials (Volumes 543-547)

Pages:

2697-2701

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.543-547.2697

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Online since:

March 2014

Authors:

Lu Yan Wang*, Qiang Wang, Xiao Long Wang, Mei Jun Zhang, Yu Hao Ma

Keywords:

Empirical Mode Decomposition (EMD), End Effect, Extension, SVRM

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* - Corresponding Author

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