On the neural network approach for forecasting of nonstationary time series on the basis of the Hilbert-Huang transform

Brockwell, P.J. and Davis, R.A., Introduction to Time Series and Forecasting. Springer Texts in Statistics, New York: Springer-Verlag, 2002.

Fan, J. and Yao, Q., Nonlinear Time Series: Nonparametric and Parametric Methods, New York: Springer-Verlag, 2003.

Huang, N.E., Zheng Shen, Steven, Long, R., et al., The Empirical Mode Decomposition and the Hilbert Spectrum for Non-linear and Non-stationary Time Series Analysis, in Proc. Royal Soc. London, ser. A: Math., Phys. Eng. Sci., 1998, vol. 454, no. 1971, pp. 903–995.

Haikin, S., Neironnye seti (Neural Networks), Moscow: Vil’yams, 2006.

Hornik, K., Stinchcombe, M., and White, H., Multilayer Feedforward Networks are Universal Approximators, Neural Networks, 1989, vol. 2, pp. 359–366.

Flandrin, P., Rilling, G., and Goncalves, P., On Empirical Mode Decomposition and Its Algorithms, IEEE Signal Proc. Lett., 2004, vol. 11, no. 2, pp. 112–114.

Cover, T., Geometrical and Statistical Properties of Systems of Linear Inequalities with Applications in Pattern Recognition, IEEE Trans. Electron. Comput., 1965, vol. 14, pp. 326–334.

Czerny, V., Thermodynamical Approach to the Traveling Salesman Problem: An Efficient Simulation Algorithm, J. Optim. Theory Appl., 1985, vol. 45, pp. 41–51.

Osovskii, S., Neironnye seti dlya obrabotki informatsii (Neural Networks for Information Processing), Moscow: Finansy i Statistika, 2004.

Kurbatskii, V.G. and Tomin, N.V., The Use of PVK “ANAPRO” for Analysis and Forecasting of Parameters of the Mode and Technological Characteristics in Electric Power Systems, Trudy 13 Baikalskoi vseross. konf. “Informatsionnye i matematicheskie tekhnologii v nauke i upravlenii” (Proc. 13th Baikal. All-Russian Conf. “Informational and Mathematical Technologies in Science and Control”), Irkutsk: ISEM, SO Ross. Akad. Nauk, 2008, part 1.

Andreev, A.V., Livshits, G.N., Mashanskii, A.M., et al., The Hierarchical System for Automatic Control of the Frequency and Active Power Flows of the United Power System of Russia, Elektrik. Stants., 2010, no. 3, pp. 43–51.

Kalman, R.E. and Bucy, R.S., New Results in Linear Filtering and Prediction Theory, Trans. ASME, Ser. D, J. Basic Eng., 1961, vol. 83, pp. 95–108.