Abstract and Applied Analysis / 2014 / Article / Tab 2 / Research Article
Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction Table 2 The MSE of the classical EMD and proposed method under variety of boundary solution noise structure, different values of quantile
(0.25, 0.50, and 0.75), and sample size 100.
Test function 1 Quantiles
Errors N ~(
AR(0.5) N ~(
AR(0.5) N ~(
AR(0.5) EMD (none) 0.269175 0.310785 0.32917 0.261690 0.3027736 0.3190445 0.2552796 0.306369 0.3223 EMD-LLQ 0.11712 0.122119 0.145831 0.06343 0.058571 0.010130 0.070048 0.067575 0.10510 Wilcoxon test
451927 459306 449112 49589 497928 480711 493926 494605 479475 Test function 1 Quantiles
Errors N ~(
AR(0.5) N ~(
AR(0.5) N ~(
AR(0.5) EMD (periodic) 1.38123 1.40508 1.45777 1.42545 1.43629 1.47529 1.40223 1.41718 1.44426 EMD-LLQ 0.11287 0.12451 0.14150 0.06375 0.05967 0.09826 0.06509 0.06284 0.10475 Wilcoxon test
500496 50076 500427 500500 500076 500477 500493 500490 500476
Test function 1 Quantiles
Errors N ~(
AR(0.5) N ~(
AR(0.5) N ~(
AR(0.5) EMD (symmetric) 0.86598 0.91897 1.005607 0.87603 0.916301 1.005788 0.8820793 0.92558 0.96602 EMD-LLQ 0.11656 0.12304 0.14698 0.8760 0.05816 0.09760 0.070185 0.06459 0.10498 Wilcoxon test
500500 499701 500456 500498 499540 500497 500500 500497 500492
Test function 1 Quantiles
Errors N ~(
AR(0.5) errors N ~(
AR(0.5) Errors N ~(
EMD (wave) 1.20811 1.18084 1.250195 1.19274 1.20855 1.226365 1.199136 1.20274 1.22829 EMD-LLQ 0.11318 0.11967 0.14845 0.06456 0.06173 0.098486 0.066864 0.06339 0.10583 Wilcoxon test
500500 500500 500500 500500 500500 500500 500500 500500 500500