%0 Journal Article
%T Prediction method of time series data stream based on EMD<br>基于经验模式分解的时间序列数据流在线预测*
%A ZHOU Yong
%A LI Nian-shui
%A CHENG Chun-tian
%A <br>周勇
%A 李念水
%A 程春田
%J 计算机应用研究
%D 2011
%I 
%X This paper proposed a time series data stream prediction method. By empirical mode decomposition, decomposed the original dataset from re-writable linked window into finite intrinsic mode functions (IMFs) and a residue. Then forecasted each component by maximal Lyapunov exponent method. Finally combined the predicted results of all components into the final value. Experiments with power load show that the combined model has higher precision of prediction and better adaptability compared with other single time series prediction models.
%K empirical mode decomposition
%K maximal Lyapunov exponent
%K re-writable linked window
%K prediction<br>经验模式分解
%K 最大Lyapunov指数
%K 链式重写窗口
%K 预测
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=A9D9BE08CDC44144BE8B5685705D3AED&aid=D21A65E17A6BDD5EB2955BD949108F57&yid=9377ED8094509821&vid=D3E34374A0D77D7F&iid=0B39A22176CE99FB&sid=B7B25E832E7F23D8&eid=4ECB3941871FD391&journal_id=1001-3695&journal_name=计算机应用研究&referenced_num=0&reference_num=9