Potato price analysis of Delhi market through ensemble empirical mode decomposition 

DOI: 10.18805/BKAP147    | Article Id: BKAP147 | Page : 33-37
Citation :- Potato price analysis of Delhi market through ensemble empirical mode decomposition .Bhartiya Krishi Anusandhan Patrika.2019.(34):33-37

Kapil Choudhary, Girish Kumar Jha and Rajeev Ranjan Kumar

Address :

ICAR-Indian Agricultural Statistics Research Institute, New Delhi-110 012


Agricultural commodities prices depends on production, unnecessary demand, production uncertainty, market flaws etc. Due to these factors agricultural price series are non-stationary and non-linear in nature. Therefore analyzing agricultural commodities prices is considered as a challenging task. The traditional stationary approach of time series is unable to capture non-stationary and non-linear properties of agricultural price series. Non-stationary and non-linear properties present in the price series may be accurately analyzed through empirical mode decongation (EMD). In this technique, the original time series decomposed into intrinsic mode functions and residue. One of the major limitation of EMD is the presence of the mode mixing. To overcome this limitation of the EMD, we use ensemble empirical mode decomposition (EEMD). Using this technique in this study, Delhi market potato prices have been analyzed.




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