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The Prediction of Non-stationary Climate Series Based on Empirical Mode Decomposition


doi: 10.1007/s00376-009-9128-x

  • This paper proposes a new approach which we refer to as ``segregated prediction" to predict climate time series which are nonstationary. This approach is based on the empirical mode decomposition method (EMD), which can decompose a time signal into a finite and usually small number of basic oscillatory components. To test the capabilities of this approach, some prediction experiments are carried out for several climate time series. The experimental results show that this approach can decompose the nonstationarity of the climate time series and segregate nonlinear interactions between the different mode components, which thereby is able to improve prediction accuracy of these original climate time series.
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Manuscript History

Manuscript received: 10 July 2010
Manuscript revised: 10 July 2010
通讯作者: 陈斌, bchen63@163.com
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The Prediction of Non-stationary Climate Series Based on Empirical Mode Decomposition

  • 1. Key Laboratory for Middle Atmosphere and Global Environment Observation, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029,Key Laboratory for Middle Atmosphere and Global Environment Observation, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029,Key Laboratory for Middle Atmosphere and Global Environment Observation, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029,Chinese Academy of Meteorological Sciences, Beijing 100081

Abstract: This paper proposes a new approach which we refer to as ``segregated prediction" to predict climate time series which are nonstationary. This approach is based on the empirical mode decomposition method (EMD), which can decompose a time signal into a finite and usually small number of basic oscillatory components. To test the capabilities of this approach, some prediction experiments are carried out for several climate time series. The experimental results show that this approach can decompose the nonstationarity of the climate time series and segregate nonlinear interactions between the different mode components, which thereby is able to improve prediction accuracy of these original climate time series.

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