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- W4214856446 abstract "The prediction of time series is of great significance for rational planning and risk prevention. However, time series data in various natural and artificial systems are nonstationary and complex, which makes them difficult to predict. An improved deep prediction method is proposed herein based on the dual variational mode decomposition of a nonstationary time series. First, criteria were determined based on information entropy and frequency statistics to determine the quantity of components in the variational mode decomposition, including the number of subsequences and the conditions for dual decomposition. Second, a deep prediction model was built for the subsequences obtained after the dual decomposition. Third, a general framework was proposed to integrate the data decomposition and deep prediction models. The method was verified on practical time series data with some contrast methods. The results show that it performed better than single deep network and traditional decomposition methods. The proposed method can effectively extract the characteristics of a nonstationary time series and obtain reliable prediction results." @default.
- W4214856446 created "2022-03-05" @default.
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- W4214856446 date "2022-03-02" @default.
- W4214856446 modified "2023-10-18" @default.
- W4214856446 title "Deep Prediction Model Based on Dual Decomposition with Entropy and Frequency Statistics for Nonstationary Time Series" @default.
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- W4214856446 doi "https://doi.org/10.3390/e24030360" @default.
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