Signal extrapolation using Empirical Mode Decomposition with financial applications

Nikolaos Tsakalozos, Konstantinos Drakakis, Scott T. Rickard. Signal extrapolation using Empirical Mode Decomposition with financial applications. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011, May 22-27, 2011, Prague Congress Center, Prague, Czech Republic. pages 5744-5747, IEEE, 2011. [doi]

Authors

Nikolaos Tsakalozos

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Konstantinos Drakakis

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Scott T. Rickard

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