New method for nonlinear and nonstationary time series analysis: empirical mode decomposition and Hilbert spectral analysis

Norden E. Huang

doi:10.1117/12.381681

5 April 2000 New method for nonlinear and nonstationary time series analysis: empirical mode decomposition and Hilbert spectral analysis

Norden E. Huang

Author Affiliations +

Proceedings Volume 4056, Wavelet Applications VII; (2000) https://doi.org/10.1117/12.381681
Event: AeroSense 2000, 2000, Orlando, FL, United States

Abstract

A new method for analyzing nonlinear and nonstationary data has been developed. The key pat of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is define das any function having the same numbers of zero- crossing and extrema, and also having symmetric envelopes defined by the local maxima and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of het data, it is applicable to nonlinear and nonstationary processes. With the Hilbert transform, the IMF yield instantaneous frequencies as functions of time that give sharp identifications of embedded structures. The final presentation of the result is an energy-frequency-time distribution, designated as the Hilbert Spectrum. Comparisons with Wavelet and window Fourier analysis show the new method offers much better temporal and frequency resolutions.

Citation Download Citation

Norden E. Huang "New method for nonlinear and nonstationary time series analysis: empirical mode decomposition and Hilbert spectral analysis", Proc. SPIE 4056, Wavelet Applications VII, (5 April 2000); https://doi.org/10.1117/12.381681

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