The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
08 Mar 1998-Proceedings of The Royal Society A: Mathematical, Physical and Engineering Sciences (The Royal Society)-Vol. 454, Iss: 1971, pp 903-995
TL;DR: In this paper, a new method for analysing nonlinear and nonstationary data has been developed, which is the key part of the method is the empirical mode decomposition method with which any complicated data set can be decoded.
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...
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TL;DR: In this paper, the need to include higher order terms for small signal (modal) analysis was investigated and the practical significance of these terms in stability analysis using the method of Normal Forms was established and documented.
Abstract: This paper summarizes the work done by the Task Force on Assessing the Need to Include Higher Order Terms for Small-Signal (Modal) Analysis. This Task Force was created by the Power System Dynamic Performance Committee to investigate the need to include higher order terms for small signal (modal) analysis. The focus of the work reported here is on establishing and documenting the practical significance of these terms in stability analysis using the method of Normal Forms. Special emphasis was placed on determining and describing conditions when higher order terms need to be included to accurately describe modal interactions. Test cases were developed on a standard test system to demonstrate the application of appropriate indices to detect the occurrence of nonlinear interaction and hence the need for higher order terms in stability analyzes. The use of the higher order terms in the site selection for a damping controller is also documented.
117 citations
Cites methods from "The empirical mode decomposition an..."
...However, in the course of this investigation, the analysis of the system response using Intrinsic Mode Functions and the Hilbert transform [32] suggested the presence of a 0....
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TL;DR: An approach based on the empirical mode decomposition technique and proper orthogonal decomposition is proposed to examine dynamic trends and phase relationships between key system signals from measured data and improves the ability of the EMD technique to capture abrupt changes in the observed data.
Abstract: An approach based on the empirical mode decomposition (EMD) technique and proper orthogonal decomposition is proposed to examine dynamic trends and phase relationships between key system signals from measured data. Drawing on the EMD approach, and the method of snapshots, a technique based on the notion of proper orthogonal modes, is used to express an ensemble of measured data as a linear combination of basis functions or modes. This approach improves the ability of the EMD technique to capture abrupt changes in the observed data. Analytical criteria to describe the energy relationships in the observed oscillations are derived and a physical interpretation of the system modes is suggested. It is shown that in addition to providing estimates of time dependent mode shapes, the analysis also provides a method to identify the modes with the most energy embedded in the underlying signals. The method is applied to conduct post-mortem analysis of measured data of a real event in northern Mexico and to transient stability data
117 citations
TL;DR: The results of this study indicate that the six hybrid models perform better in the hindcast experiment compared with the original ANN and ARMA models, while the hybrid models in the forecast experiment perform worse than the original models.
117 citations
TL;DR: New details of the theory of harmonic wavelet analysis are described which provide the basis for computational algorithms designed to improve map definition, which include the use of ridge identification and phase gradient as diagnostic features.
Abstract: It is difficult to generate high-definition time-frequency maps for rapidly changing transient signals. New details of the theory of harmonic wavelet analysis are described which provide the basis for computational algorithms designed to improve map definition. Features of these algorithms include the use of ridge identification and phase gradient as diagnostic features.
117 citations
TL;DR: Experimental results showed that the VMD-based GRNN ensemble forecasting paradigm could be a promising methodology for California electricity and Brent crude oil price prediction.
Abstract: Recently, variational mode decomposition (VMD) has been proposed as an advanced multiresolution technique for signal processing. This study presents a VMD-based generalized regression neural network ensemble learning model to predict California electricity and Brent crude oil prices. Its performance is compared to that of the empirical mode decomposition (EMD) based generalized regression neural network (GRNN) ensemble model. Particle swarm optimization is used to optimize each GRNN initial weight within the ensemble system. Experimental results showed that the VMD-based ensemble outperformed EMD-based ensemble forecasting system in terms of mean absolute error, mean absolute percentage error, and root mean-squared error. It also outperformed the conventional auto-regressive moving average model used for comparison purpose. As a result, the VMD-based GRNN ensemble forecasting paradigm could be a promising methodology for California electricity and Brent crude oil price prediction.
117 citations
Cites background from "The empirical mode decomposition an..."
...values, the empirical mode decomposition (EMD) [16] is receiving a growing interest in analysis of energy data for prediction purpose....
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...The EMD decomposes a signal into a sum of functions such that each of them has the same numbers of zero crossings (amplitudemodulated-frequency-modulated signals) and extrema, and is symmetric with respect to its local mean [16]....
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References
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TL;DR: In this paper, it was shown that nonperiodic solutions are ordinarily unstable with respect to small modifications, so that slightly differing initial states can evolve into considerably different states, and systems with bounded solutions are shown to possess bounded numerical solutions.
Abstract: Finite systems of deterministic ordinary nonlinear differential equations may be designed to represent forced dissipative hydrodynamic flow. Solutions of these equations can be identified with trajectories in phase space For those systems with bounded solutions, it is found that nonperiodic solutions are ordinarily unstable with respect to small modifications, so that slightly differing initial states can evolve into considerably different states. Systems with bounded solutions are shown to possess bounded numerical solutions.
16,554 citations
"The empirical mode decomposition an..." refers background in this paper
...(ii) Lorenz equation The famous Lorenz equation (Lorenz 1963) was proposed initially to study deterministic non-periodic flow....
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Book•
01 Jan 1974
TL;DR: In this paper, a general overview of the nonlinear theory of water wave dynamics is presented, including the Wave Equation, the Wave Hierarchies, and the Variational Method of Wave Dispersion.
Abstract: Introduction and General Outline. HYPERBOLIC WAVES. Waves and First Order Equations. Specific Problems. Burger's Equation. Hyperbolic Systems. Gas Dynamics. The Wave Equation. Shock Dynamics. The Propagation of Weak Shocks. Wave Hierarchies. DISPERSIVE WAVES. Linear Dispersive Waves. Wave Patterns. Water Waves. Nonlinear Dispersion and the Variational Method. Group Velocities, Instability, and Higher Order Dispersion. Applications of the Nonlinear Theory. Exact Solutions: Interacting Solitary Waves. References. Index.
8,808 citations
Book•
01 Jan 1971
TL;DR: A revised and expanded edition of this classic reference/text, covering the latest techniques for the analysis and measurement of stationary and nonstationary random data passing through physical systems, is presented in this article.
Abstract: From the Publisher:
A revised and expanded edition of this classic reference/text, covering the latest techniques for the analysis and measurement of stationary and nonstationary random data passing through physical systems. With more than 100,000 copies in print and six foreign translations, the first edition standardized the methodology in this field. This new edition covers all new procedures developed since 1971 and extends the application of random data analysis to aerospace and automotive research; digital data analysis; dynamic test programs; fluid turbulence analysis; industrial noise control; oceanographic data analysis; system identification problems; and many other fields. Includes new formulas for statistical error analysis of desired estimates, new examples and problem sets.
6,693 citations
"The empirical mode decomposition an..." refers background in this paper
...A brief tutorial on the Hilbert transform with the emphasis on its physical interpretation can be found in Bendat & Piersol (1986)....
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01 Jan 1946
5,910 citations
"The empirical mode decomposition an..." refers methods in this paper
...In order to obtain meaningful instantaneous frequency, restrictive conditions have to be imposed on the data as discussed by Gabor (1946), Bedrosian (1963) and, more recently, Boashash (1992): for any function to have a meaningful instantaneous frequency, the real part of its Fourier transform has…...
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TL;DR: In this paper, the authors used the representations of the noise currents given in Section 2.8 to derive some statistical properties of I(t) and its zeros and maxima.
Abstract: In this section we use the representations of the noise currents given in section 2.8 to derive some statistical properties of I(t). The first six sections are concerned with the probability distribution of I(t) and of its zeros and maxima. Sections 3.7 and 3.8 are concerned with the statistical properties of the envelope of I(t). Fluctuations of integrals involving I2(t) are discussed in section 3.9. The probability distribution of a sine wave plus a noise current is given in 3.10 and in 3.11 an alternative method of deriving the results of Part III is mentioned. Prof. Uhlenbeck has pointed out that much of the material in this Part is closely connected with the theory of Markoff processes. Also S. Chandrasekhar has written a review of a class of physical problems which is related, in a general way, to the present subject.22
5,806 citations
"The empirical mode decomposition an..." refers background in this paper
...In general, if more quantitative results are desired, the original skeleton presentation is better; if more qualitative results are desired, the smoothed presentation is better....
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...Therefore, the parameter, ν, defined as N21 −N20 = 1 π2 m4m0 −m22 m2m0 = 1 π2 ν2, (3.7) offers a standard bandwidth measure (see, for example, Rice 1944a, b, 1945a, b; Longuet-Higgins 1957)....
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