Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks

The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Norden E. Huang, Steven Long, Man‐Li C. Wu et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1998 · 23.3K citations · Full text

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Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

Variational Mode Decomposition

Konstantin Dragomiretskiy, Dominique Zosso · IEEE Transactions on Signal Processing · 2014 · 8.6K citations

Engineering, Electrical Engineering, Biomedical Signal Processing +15

Forecasting with artificial neural networks:

Guoqiang Zhang, B. Eddy Patuwo, Michael Y. Hu · International Journal of Forecasting · 1998 · 4.2K citations

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Speech enhancement using a minimum mean-square error log-spectral amplitude estimator

Y. Ephraim, D. Malah · IEEE Transactions on Acoustics Speech and Signal Processing · 1985 · 3.8K citations

Health Professions, Physics, Acoustics +16