196 citations · 1.4k across the 75 of their papers we have counts for
4 papers · 2 filters
A Fast Algorithm for Multiresolution Mode Decomposition
Gao Tang, Haizhao Yang
\emph{Multiresolution mode decomposition} (MMD) is an adaptive tool to analyze a time series , where is a \emph{multiresolution intrinsic mode fu…
Multiresolution Mode Decomposition for Adaptive Time Series Analysis
Haizhao Yang
This paper proposes the \emph{multiresolution mode decomposition} as a novel model for adaptive time series analysis. The main conceptual innovation is the introduction of the \emp…
Diffusion forecasting model with basis functions from QR decomposition
John Harlim, Haizhao Yang
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key ide…
Interior Eigensolver for Sparse Hermitian Definite Matrices Based on Zolotarev's Functions
Yingzhou Li, Haizhao Yang
This paper proposes an efficient method for computing selected generalized eigenpairs of a sparse Hermitian definite matrix pencil . Based on Zolotarev's best rational funct…