Neural decomposition of time-series data for effective generalization

LB Godfrey, MS Gashler - IEEE transactions on neural networks …, 2017 - ieeexplore.ieee.org
We present a neural network technique for the analysis and extrapolation of time-series data
called neural decomposition (ND). Units with a sinusoidal activation function are used to …

Decomposition of time-series by level and change

TH Tessier, JS Armstrong - Journal of Business Research, 2015 - Elsevier
Decomposition of time-series by level and change … This article examines the additive
decomposition of time-series data by level and change. Little comparative research has been done …

Time series decomposition and measurement of business cycles, trends and growth cycles

V Zarnowitz, A Ozyildirim - Journal of Monetary Economics, 2006 - Elsevier
… The decomposition of time series data into trend and cycle is very important in making
this distinction and great care should be taken to estimate trends properly when performing …

Predictive decomposition of time series with application to seismic exploration

EA Robinson - Geophysics, 1967 - library.seg.org
In exploration seismology, a charge of dynamite is exploded under controlled conditions,
and the resulting vibrations at various points on the surface of the ground are detected by …

Spectral analysis of EEG's by autoregressive decomposition of time series

W Gersch - Mathematical Biosciences, 1970 - Elsevier
A technique for scalar and multidimensional spectral analysis based on the autoregressive
representation of the observed data records is presented and illustrated. In an autoregressive …

Decomposition of time series dynamic linear models

EJG Odolphin, SE Johnson - Journal of Time Series Analysis, 2003 - Wiley Online Library
This paper derives the admissible decompositions for a time series dynamic linear model,
assuming only that the model is observable. The decompositions depend on factorizations of …

Decomposing time series into deterministic and stochastic influences: A survey

FSLG Duarte, RA Rios, ER Hruschka… - Digital Signal …, 2019 - Elsevier
… A proof was the basis for the development of EMD-RP and EMD-MI, two new approaches
for the decomposition of time series into stochastic and deterministic components. …

Decomposition of time series data of stock markets and its implications for prediction: an application for the Indian auto sector

J Sen, TD Chaudhuri - arXiv preprint arXiv:1601.02407, 2016 - arxiv.org
With the rapid development and evolution of sophisticated algorithms for statistical analysis
of time series data, the research community has started spending considerable effort in …

Patterns discovery based on time-series decomposition

JX Yu, MK Ng, JZ Huang - Advances in Knowledge Discovery and Data …, 2001 - Springer
… In this section, we make use the decomposition of time-series to mine periodic patterns. The
… However, our approach using decomposition of time series and partitioning of time series …

A systematic literature review on decomposition approaches to estimate time series components

RA Rios, RF de Mello - INFOCOMP Journal of Computer …, 2012 - infocomp.dcc.ufla.br
… In general, the main objective of this research is to find techniques related to the
decomposition of time series in terms of stochastic and deterministic components. Based on this …