The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

1998, 454 (1971) | Norden Huang, Zheng Shen, Steven Long, Manli Wu, Hsing Shih, Quanan Zheng, Nai-Chyuan Yen, Chi Chao Tung, Henry Liu
The paper introduces a new method for analyzing nonlinear and non-stationary time series data, called the Empirical Mode Decomposition (EMD) and Hilbert Spectrum. The EMD method decomposes data into a finite number of Intrinsic Mode Functions (IMFs), which are well-behaved and can be transformed using the Hilbert transform to obtain instantaneous frequencies. This method is adaptive and suitable for nonlinear and non-stationary processes. The Hilbert spectrum provides an energy-frequency-time distribution, which is ideal for analyzing such data. The method is demonstrated using examples from classical nonlinear systems and natural phenomena. The paper also reviews existing methods for non-stationary data analysis, such as the spectrogram, wavelet analysis, Wigner-Ville distribution, evolutionary spectrum, and empirical orthogonal function expansion. These methods are found to be limited in their ability to handle nonlinear and non-stationary data. The EMD method is shown to be more effective in capturing the local characteristics of the data and providing a more accurate representation of the energy-frequency-time distribution. The paper also discusses the concept of instantaneous frequency and its definition, highlighting the importance of local symmetry and the need for a meaningful instantaneous frequency in the analysis of nonlinear data. The method is applied to various data sets, demonstrating its effectiveness in capturing the underlying physical processes.The paper introduces a new method for analyzing nonlinear and non-stationary time series data, called the Empirical Mode Decomposition (EMD) and Hilbert Spectrum. The EMD method decomposes data into a finite number of Intrinsic Mode Functions (IMFs), which are well-behaved and can be transformed using the Hilbert transform to obtain instantaneous frequencies. This method is adaptive and suitable for nonlinear and non-stationary processes. The Hilbert spectrum provides an energy-frequency-time distribution, which is ideal for analyzing such data. The method is demonstrated using examples from classical nonlinear systems and natural phenomena. The paper also reviews existing methods for non-stationary data analysis, such as the spectrogram, wavelet analysis, Wigner-Ville distribution, evolutionary spectrum, and empirical orthogonal function expansion. These methods are found to be limited in their ability to handle nonlinear and non-stationary data. The EMD method is shown to be more effective in capturing the local characteristics of the data and providing a more accurate representation of the energy-frequency-time distribution. The paper also discusses the concept of instantaneous frequency and its definition, highlighting the importance of local symmetry and the need for a meaningful instantaneous frequency in the analysis of nonlinear data. The method is applied to various data sets, demonstrating its effectiveness in capturing the underlying physical processes.
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