Wei, Liang-ying; Huang, Deng-yang; Ho, Shun Chuan; Lin, … - In: International journal of management, economics and … 6 (2017), pp. 166-184
on empirical mode decomposition (EMD), AR (autoregressive) method, and volatility of data. The proposed model considers … that EMD can decompose complicated raw data into highly correlations frequency components. Further, the volatility of data … measures data change and implies the dataset's power. For the reason, this paper utilizes the data's volatility as an important …