Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition

<table>The original financial time series (black) as well as its IMFs (obtained by applying MEMD) for channel-2 and the corresponding predicted signals (blue).</table>

Discrete Dynamics in Nature and Society

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Figure 10

Figure 10: Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition 