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Time_Series_Analysis

시계열 분석 개념들을 다룬 repository입니다. (시계열 분해, 시계열 예측, 인과적 시계열 분석 등)

참고문헌 (시계열 분해 관련)

[1] N, Huang et al., "The empirical mode decomposition and hilbert spectrum for nonlinear and nonstationary time series analysis", Proceedings of the Royal Society of London. Series A: mathematical, physical and engineering sciences, Vol. 454, pp. 903-995, 1971.

[2] M, Zaichao et al., "EEMD Independent Extraction for Mixing Features of Rotating Machinery Reconstructed in Phase Space", Vol. 15, no. 4, pp. 8550-8569, 2015.

[3] Z, Wu and N, Huang, "Ensemble empirical mode decomposition: a noise-assisted data analysis method", World Scientific, Vol. 1, no. 1, pp. 1-41, 2009.

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시계열 분석 개념들을 다룬 repository입니다. (시계열 분해, 시계열 예측, 인과적 시계열 분석 등)

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