Epilepsy is a common nervous system disease that is characterized by recurrent seizures. An electroencephalogram (EEG) records neural activity, and it is commonly used for the diagnosis of epilepsy. To achieve accurate detection of epileptic seizures, an automatic detection approach of epileptic seizures, integrating complementary ensemble empirical mode decomposition (CEEMD) and extreme gradient boosting (XGBoost), named CEEMD-XGBoost, is proposed. Firstly, the decomposition method, CEEMD, which is capable of effectively reducing the influence of mode mixing and end effects, was utilized to divide raw EEG signals into a set of intrinsic mode functions (IMFs) and residues. Secondly, the multi-domain features were extracted from raw signals and the decomposed components, and they were further selected according to the importance scores of the extracted features. Finally, XGBoost was applied to develop the epileptic seizure detection model. Experiments were conducted on two benchmark epilepsy EEG datasets, named the Bonn dataset and the CHB-MIT (Children’s Hospital Boston and Massachusetts Institute of Technology) dataset, to evaluate the performance of our proposed CEEMD-XGBoost. The extensive experimental results indicated that, compared with some previous EEG classification models, CEEMD-XGBoost can significantly enhance the detection performance of epileptic seizures in terms of sensitivity, specificity, and accuracy.

Crude oil is one of the main energy sources and its prices have gained increasing attention due to its important role in the world economy. Accurate prediction of crude oil prices is an important issue not only for ordinary investors, but also for the whole society. To achieve the accurate prediction of nonstationary and nonlinear crude oil price time series, an adaptive hybrid ensemble learning paradigm integrating complementary ensemble empirical mode decomposition (CEEMD), autoregressive integrated moving average (ARIMA) and sparse Bayesian learning (SBL), namely CEEMD-ARIMA&SBL-SBL (CEEMD-A&S-SBL), is developed in this study. Firstly, the decomposition method CEEMD, which can reduce the end effects and mode mixing, was employed to decompose the original crude oil price time series into intrinsic mode functions (IMFs) and one residue. Then, ARIMA and SBL with combined kernels were applied to predict target values for the residue and each single IMF independently. Finally, the predicted values of the above two models for each component were adaptively selected based on the training precision, and then aggregated as the final forecasting results using SBL without kernel-tricks. Experiments were conducted on the crude oil spot prices of the West Texas Intermediate (WTI) and Brent crude oil to evaluate the performance of the proposed CEEMD-A&S-SBL. The experimental results demonstrated that, compared with some state-of-the-art prediction models, CEEMD-A&S-SBL can significantly improve the prediction accuracy of crude oil prices in terms of the root mean squared error (RMSE), the mean absolute percent error (MAPE), and the directional statistic (Dstat).

The fluctuations of economic and financial time series are influenced by various kinds of factors and usually demonstrate strong nonstationary and high complexity. Therefore, accurately forecasting economic and financial time series is always a challenging research topic. In this study, a novel multidecomposition and self-optimizing hybrid approach integrating multiple improved complete ensemble empirical mode decompositions with adaptive noise (ICEEMDANs), whale optimization algorithm (WOA), and random vector functional link (RVFL) neural networks, namely, MICEEMDAN-WOA-RVFL, is developed to predict economic and financial time series. First, we employ ICEEMDAN with random parameters to separate the original time series into a group of comparatively simple subseries multiple times. Second, we construct RVFL networks to individually forecast each subseries. Considering the complex parameter settings of RVFL networks, we utilize WOA to search the optimal parameters for RVFL networks simultaneously. Then, we aggregate the prediction results of individual decomposed subseries as the prediction results of each decomposition, respectively, and finally integrate these prediction results of all the decompositions as the final ensemble prediction results. The proposed MICEEMDAN-WOA-RVFL remarkably outperforms the compared single and ensemble benchmark models in terms of forecasting accuracy and stability, as demonstrated by the experiments conducted using various economic and financial time series, including West Texas Intermediate (WTI) crude oil prices, US dollar/Euro foreign exchange rate (USD/EUR), US industrial production (IP), and Shanghai stock exchange composite index (SSEC).