Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition
Figure 5
(a) The results of the EMD and N-A MEMD application for financial data on channel-1. The left and right column represents the IMFs of EMD and MEMD, respectively. (b) Original financial data for channel 1 (top), reconstructed signal by simply adding the IMFs (including the residue) of MEMD (middle) and reconstructed error (bottom). The SNR of the reconstructed signal is 318 dB.
