All About Trading!

All About Trading!

Variational Mode Decomposition - An Elegant Tool for Time Series

Exotic Time Series Models for Your Benefit

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Oct 28, 2025
∙ Paid

Imagine your time series as a blend of several overlapping waves — like music that’s a mix of bass, mid, and treble tones. Variation model decomposition’s job is to separate those pure tones without knowing them beforehand.

Let’s get to know this algorithm.

Keep reading with a 7-day free trial

Subscribe to All About Trading! to keep reading this post and get 7 days of free access to the full post archives.

Already a paid subscriber? Sign in
© 2025 Sofien Kaabar
Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture