MA-EMD: Aligned empirical decomposition for multivariate time-series forecasting

Xiangjun Cai, Dagang Li, Jinglin Zhang, Zhuohao Wu

Abstract: Highlights•Quality issue of MEMD decomposition was identified.•A new method to align decomposed components of different variables was proposed.•A new aligned multivariate empirical decomposition method called MA-EMD was developed.•MA-EMD based multivariate forecasting model achieves better speed and accuracy than MEMD based ones.