Zheng Shen

Bio: Zheng Shen is an academic researcher from California Institute of Technology. The author has contributed to research in topics: Hilbert spectrum & Hilbert spectral analysis. The author has an hindex of 8, co-authored 9 publications receiving 18579 citations. Previous affiliations of Zheng Shen include Johns Hopkins University.

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

Abstract: A new method for analysing nonlinear and non-stationary data has been developed. The key part of the method is the empirical mode decomposition method with which any complicated data set can be dec...

A new view of nonlinear water waves: the Hilbert spectrum

Abstract: We survey the newly developed Hilbert spectral analysis method and its applications to Stokes waves, nonlinear wave evolution processes, the spectral form of the random wave field, and turbulence. Our emphasis is on the inadequacy of presently available methods in nonlinear and nonstationary data analysis. Hilbert spectral analysis is here proposed as an alternative. This new method provides not only a more precise definition of particular events in time-frequency space than wavelet analysis, but also more physically meaningful interpretations of the underlying dynamic processes.

The Mechanism for Frequency Downshift in Nonlinear Wave Evolution

Abstract: It has long been recognized that the frequency downshift in the wave field evolution is a consequence of nonlinear wave-wave interactions and that the frequency downshift is also necessary for the wind wave field to grow. Yet the detailed mechanism for the frequency change is still unknown: Is the process continuous and gradual? Or, is the frequency of a wave train varying gradually and continuously? Recently, Huang et al. (1995) found that the frequency downshift for a narrow band wave train is through wave fusion, an event described as two waves merging to form one wave, or n waves merging to form n—1 waves. The process was seen tobe local, abrupt, and discrete. Such an event cannot be studied by the traditional Fourier analysis. Using a Hilbert transform to produce the phase-amplitude diagram and the Hilbert Spectrum, we found that in addition to the narrow band waves, the wave fusion event could occur in finite band widths and wind wave fields as well; and it is indeed the mechanism responsible for the frequency downshift in nonlinear wave evolution in general. Specifically, the frequency downshift is an accumulation of wave fusion events, which is also the same phenomena of the “lost crest” observed by Lake and Yuen (1978), and the “crest pairing” observed by Ramamonjiarisoa and Mollo-Christensen (1979). We have made quantitative measure of this fusion through Hilbert analysis techniques. Other than the fusion process, the local frequency can have small variations due to the amplitude modulations. Because of the abrupt and discrete localized variations of wave frequency, a new paradigm is needed to describe the nonlinear wave evolution processes.

Engineering analysis of biological variables: An example of blood pressure over 1 day

Abstract: Almost all variables in biology are nonstationarily stochastic. For these variables, the conventional tools leave us a feeling that some valuable information is thrown away and that a complex phenomenon is presented imprecisely. Here, we apply recent advances initially made in the study of ocean waves to study the blood pressure waves in the lung. We note first that, in a long wave train, the handling of the local mean is of predominant importance. It is shown that a signal can be described by a sum of a series of intrinsic mode functions, each of which has zero local mean at all times. The process of deriving this series is called the “empirical mode decomposition method.” Conventionally, Fourier analysis represents the data by sine and cosine functions, but no instantaneous frequency can be defined. In the new way, the data are represented by intrinsic mode functions, to which Hilbert transform can be used. Titchmarsh [Titchmarsh, E. C. (1948) Introduction to the Theory of Fourier Integrals (Oxford Univ. Press, Oxford)] has shown that a signal and i times its Hilbert transform together define a complex variable. From that complex variable, the instantaneous frequency, instantaneous amplitude, Hilbert spectrum, and marginal Hilbert spectrum have been defined. In addition, the Gumbel extreme-value statistics are applied. We present all of these features of the blood pressure records here for the reader to see how they look. In the future, we have to learn how these features change with disease or interventions.

Use of intrinsic modes in biology: Examples of indicial response of pulmonary blood pressure to ± step hypoxia

Abstract: Recently, a new method to analyze biological nonstationary stochastic variables has been presented. The method is especially suitable to analyze the variation of one biological variable with respect to changes of another variable. Here, it is illustrated by the change of the pulmonary blood pressure in response to a step change of oxygen concentration in the gas that an animal breathes. The pressure signal is resolved into the sum of a set of oscillatory intrinsic mode functions, which have zero “local mean,” and a final nonoscillatory mode. With this device, we obtain a set of “mean trends,” each of which represents a “mean” in a definitive sense, and together they represent the mean trend systematically with different degrees of oscillatory content. Correspondingly, the oscillatory content of the signal about any mean trend can be represented by a set of partial sums of intrinsic mode functions. When the concept of “indicial response function” is used to describe the change of one variable in response to a step change of another variable, we now have a set of indicial response functions of the mean trends and another set of indicial response functions to describe the energy or intensity of oscillations about each mean trend. Each of these can be represented by an analytic function whose coefficients can be determined by a least-squares curve-fitting procedure. In this way, experimental results are stated sharply by analytic functions.

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

Abstract: A new method for analysing nonlinear and non-stationary data has been developed. The key part of the method is the empirical mode decomposition method with which any complicated data set can be dec...

Ensemble empirical mode decomposition: a noise-assisted data analysis method

Abstract: A new Ensemble Empirical Mode Decomposition (EEMD) is presented. This new approach consists of sifting an ensemble of white noise-added signal (data) and treats the mean as the final true result. Finite, not infinitesimal, amplitude white noise is necessary to force the ensemble to exhaust all possible solutions in the sifting process, thus making the different scale signals to collate in the proper intrinsic mode functions (IMF) dictated by the dyadic filter banks. As EEMD is a time–space analysis method, the added white noise is averaged out with sufficient number of trials; the only persistent part that survives the averaging process is the component of the signal (original data), which is then treated as the true and more physical meaningful answer. The effect of the added white noise is to provide a uniform reference frame in the time–frequency space; therefore, the added noise collates the portion of the signal of comparable scale in one IMF. With this ensemble mean, one can separate scales naturall...

Variational Mode Decomposition

Abstract: During the late 1990s, Huang introduced the algorithm called Empirical Mode Decomposition, which is widely used today to recursively decompose a signal into different modes of unknown but separate spectral bands. EMD is known for limitations like sensitivity to noise and sampling. These limitations could only partially be addressed by more mathematical attempts to this decomposition problem, like synchrosqueezing, empirical wavelets or recursive variational decomposition. Here, we propose an entirely non-recursive variational mode decomposition model, where the modes are extracted concurrently. The model looks for an ensemble of modes and their respective center frequencies, such that the modes collectively reproduce the input signal, while each being smooth after demodulation into baseband. In Fourier domain, this corresponds to a narrow-band prior. We show important relations to Wiener filter denoising. Indeed, the proposed method is a generalization of the classic Wiener filter into multiple, adaptive bands. Our model provides a solution to the decomposition problem that is theoretically well founded and still easy to understand. The variational model is efficiently optimized using an alternating direction method of multipliers approach. Preliminary results show attractive performance with respect to existing mode decomposition models. In particular, our proposed model is much more robust to sampling and noise. Finally, we show promising practical decomposition results on a series of artificial and real data.

Linear and nonlinear waves, by G. B. Whitham. Pp.636. £50. 1999. ISBN 0 471 35942 4 (Wiley).

Abstract: to be done in this area. Face recognition is a problem that scarcely clamoured for attention before the computer age but, having surfaced, has involved a wide range of techniques and has attracted the attention of some fine minds (David Mumford was a Fields Medallist in 1974). This singular application of mathematical modelling to a messy applied problem of obvious utility and importance but with no unique solution is a pretty one to share with students: perhaps, returning to the source of our opening quotation, we may invert Duncan's earlier observation, 'There is an art to find the mind's construction in the face!'.

Empirical mode decomposition as a filter bank

Abstract: Empirical mode decomposition (EMD) has recently been pioneered by Huang et al. for adaptively representing nonstationary signals as sums of zero-mean amplitude modulation frequency modulation components. In order to better understand the way EMD behaves in stochastic situations involving broadband noise, we report here on numerical experiments based on fractional Gaussian noise. In such a case, it turns out that EMD acts essentially as a dyadic filter bank resembling those involved in wavelet decompositions. It is also pointed out that the hierarchy of the extracted modes may be similarly exploited for getting access to the Hurst exponent.