| 基于Hilbert-Huang变换的金融数据周期性分析及应用 |
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| 引用本文： | 滕飞,董小刚.基于Hilbert-Huang变换的金融数据周期性分析及应用[J].吉林工学院学报,2008,29(3):288-291. |
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| 作者姓名： | 滕飞 董小刚 |
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| 作者单位： | [1]长春工业大学工商管理学院,吉林长春130012 [2]吉林师范大学数学学院,吉林四平136000 [3]长春工业大学基础科学学院,吉林长春130012 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 提出了一种基于Hilbert-Huang变换（Hilbert-Huang Transform，HHT）的信号周期性分析方法，通过分析信号的非线性对主频分布的影响，找到了具有丰富高频含量的近似周期信号的主频与其周期性的近似对应关系。
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| 关 键 词： | 经验模型分解(EMD) Hilbert-Huang变换 基音周期 周期预测 |
Financial data periodicity analysis method and its application based on HHT |
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| TENG Fei,DONG Xiao-gang.Financial data periodicity analysis method and its application based on HHT[J].Journal of Jilin Institute of Technology,2008,29(3):288-291. |
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| Authors: | TENG Fei DONG Xiao-gang |
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| Institution: | 1.School of Industrial & Commercail Management;Changchun University of Technology;Changchun 130012;China;2.Mathematic Department;Jilin Normal University;Siping 136000;3.School of Basic Sciences;China |
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| Abstract: | The signal prodigality analysis method based on Hilbert-Huang Transform(HHT) is put forward,and through the influence of the signal nonlinear on the main frequency distribution,we find out the approximated relationship between the prodigality and the main frequency of the near periodical signal which is rich in high frequencies. |
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| Keywords: | Experience Model Decomposition （EMD） Hilbert-Huang Transform （HHT） period prediction frndamental period |
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