Title :
EMD algorithm based on bandwidth and the applicationon one economic data analysis
Author :
Xie Qiwei ; Xuan Bo ; Li Jianping ; Xu Weixuan ; Han Hua
Author_Institution :
Sch. of Manage., Univ. of Sci. & Technol. of China, Hefei, China
Abstract :
This paper proposes a key point to improve the empirical mode decomposition algorithm. Recent works have demonstrated that EMD has remarkable effect in many applications, but EMD also has many problems. By analyzing the simulated and actual signals, it is confirmed that the IMFs get by the bandwidth criterion can approach the real components and reflect the intrinsic information of the analyzed signal. The paper not only updates the bandwidth criterion of the empirical mode decomposition algorithm, but also uses it on one data of the electric consumption data to extract some periodic rules. Based on the decomposition result, we obtain three conclusions which can instruct electricity production.
Keywords :
data analysis; power consumption; power engineering computing; power system economics; EMD algorithm; IMF; bandwidth criterion; economic data analysis; electric consumption data; empirical mode decomposition algorithm; intrinsic mode functions; periodic rule extraction; Algorithm design and analysis; Bandwidth; Economics; Europe; Market research; Signal processing; Signal processing algorithms;
Conference_Titel :
Signal Processing Conference, 2007 15th European
Conference_Location :
Poznan
Print_ISBN :
978-839-2134-04-6