搜索结果: 1-1 共查到“金融市场 empirical mode decomposition”相关记录1条 . 查询时间(0.218 秒)
Modified detrended fluctuation analysis based on empirical mode decomposition
Modified detrended empirical mode decomposition
2010/11/1
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating
the power-law long-term correlations of non-stationary time series, in which a detrending step is necessar...