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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Yang, P., Wang, G., Bian, J. et al. The prediction of non-stationary climate series based on empirical mode decomposition. Adv. Atmos. Sci. 27, 845–854 (2010). https://doi.org/10.1007/s00376-009-9128-x
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DOI: https://doi.org/10.1007/s00376-009-9128-x