1Huang, N. E., Z. Shen, S. R. Long, et al. The Empirical Mode Decom- position and Hilbert Spectrum for Nonlinear and Nonstationary Time Series Analysis[J].Proceedings of the Royal Society Land A,1998, (454). 被引量:1
2Huang N. E., Man-Li Wu,Wendong Qu,et al.Applications of Hil- bert-Huang Transform to Non-Stationary Financial Time Series Anal- ysis[J].Applied Stochastic Models in Business and Industry,2003, (19). 被引量:1
6Engle R F.Autoregressive Conditional Heteroscedasticity with Estimations of the Variance of UK Inflation[J].Econometrica, 1982, 50. 被引量:1
7Thomas H L,Kyung D N.Combining Foreign Exchange Rate Forecasts Using Neural Networks[J].Global Finance Journal, 1998, 9(1). 被引量:1
8Howard Grubb,Alexina Mason.Long Lead-time Forecasting of UK air Passengers by Hoh-W Inters Methods with Damped Trend[J]. International Journal of Forecasting,2001 ,(17). 被引量:1
9V.Assimakopoulos,K.Nikolopoulos.The Theta Model:a Decomposition Approach to Forecasting[J].Intemational Journal of Forecasting,2000,16. 被引量:1
10Park Jae-gyun, Park Jong--Keun, Kim Kwang--ho,et al. A Daily Peak Load Forecasting System Using a Chaotic Time Series[J].IEEE,1996,(10). 被引量:1