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: Experimental results from the IMEn analysis applied to GSL signs corresponding to 60-word lexicon repeated ten times by three native signers have shown more than 93% mean classification accuracy using IMEn as the only source of the classification feature set.
Abstract: Sign language forms a communication channel among the deaf; however, automated gesture recognition could further expand their communication with the hearers. In this work, data from five-channel surface electromyogram and 3-D accelerometer from the signer's dominant hand were analyzed using intrinsic-mode entropy (IMEn) for the automated recognition of Greek sign language (GSL) isolated signs. Discriminant analysis was used to identify the effective scales of the intrinsic-mode functions and the window length for the calculation of the IMEn that contributes to the efficient classification of the GSL signs. Experimental results from the IMEn analysis applied to GSL signs corresponding to 60-word lexicon repeated ten times by three native signers have shown more than 93% mean classification accuracy using IMEn as the only source of the classification feature set. This provides a promising bed-set toward the automated GSL gesture recognition.
104 citations
Cites background or methods from "The empirical mode decomposition an..."
...Despite that, in the IMEn analysis the feature set is generated from a single process, i.e., EMD; hence, this could be advantageous when the focus is placed on the minimization of the computational burden and contributes to a fast realization of the IMEn analysis....
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...This presents increased robustness to the variability of local trends in biomedical signals [33], such as sEMG, and fosters the classification ability of IMEn analysis....
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...This paper stems from the work reported in [29] and explores the classification power of one feature, i.e., the sample entropy [32] combined with the empirical mode decomposition (EMD) [33], namely intrinsic-mode entropy (IMEn) [34], for the classification of 60 GSL signs, when applied to sEMG and 3-D-Acc data....
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...The latter allows the computation of the SampEn over the different EMD levels, enabling the evolution of the signal regularity....
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...If K is the total number of modes yielded by the EMD decomposition and the residual rK (t) is considered as the (K+1)th mode, then CK +1IMF corresponds to the original signal x(t)....
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TL;DR: In the stroke and hypertensive groups, the resulting BP-BFV phase shift was significantly smaller compared to the normotensive group, and a standard autoregulation index did not differentiate the groups.
Abstract: This study evaluated the effects of stroke on regulation of cerebral blood flow in response to fluctuations in systemic blood pressure (BP). The autoregulatory dynamics are difficult to assess because of the nonstationarity and nonlinearity of the component signals. We studied 15 normotensive, 20 hypertensive and 15 minor stroke subjects (48.0 ± 1.3 years). BP and blood flow velocities (BFV) from middle cerebral arteries (MCA) were measured during the Valsalva maneuver (VM) using transcranial Doppler ultrasound. A new technique, multimodal pressure-flow analysis (MMPF), was implemented to analyze these short, nonstationary signals. MMPF analysis decomposes complex BP and BFV signals into multiple empirical modes, representing their instantaneous frequency-amplitude modulation. The empirical mode corresponding to the VM BP profile was used to construct the continuous phase diagram and to identify the minimum and maximum values from the residual BP (BPR) and BFV (BFVR) signals. The BP-BFV phase shift was calculated as the difference between the phase corresponding to the BPR and BFVR minimum (maximum) values. BP-BFV phase shifts were significantly different between groups. In the normotensive group, the BFVR minimum and maximum preceded the BPR minimum and maximum, respectively, leading to large positive values of BP-BFV shifts. In the stroke and hypertensive groups, the resulting BP-BFV phase shift was significantly smaller compared to the normotensive group. A standard autoregulation index did not differentiate the groups. The MMPF method enables evaluation of autoregulatory dynamics based on instantaneous BP-BFV phase analysis. Regulation of BP-BFV dynamics is altered with hypertension and after stroke, rendering blood flow dependent on blood pressure.
104 citations
Posted Content•
TL;DR: In this paper, a nonlinear matching pursuit method was proposed to solve the problem of finding the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions.
Abstract: In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and non-stationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form $\{a(t) \cos(\theta(t))\}$, where $a \in V(\theta)$, $V(\theta)$ consists of the functions smoother than $\cos(\theta(t))$ and $\theta'\ge 0$. This problem can be formulated as a nonlinear $L^0$ optimization problem. In order to solve this optimization problem, we propose a nonlinear matching pursuit method by generalizing the classical matching pursuit for the $L^0$ optimization problem. One important advantage of this nonlinear matching pursuit method is it can be implemented very efficiently and is very stable to noise. Further, we provide a convergence analysis of our nonlinear matching pursuit method under certain scale separation assumptions. Extensive numerical examples will be given to demonstrate the robustness of our method and comparison will be made with the EMD/EEMD method. We also apply our method to study data without scale separation, data with intra-wave frequency modulation, and data with incomplete or under-sampled data.
103 citations
Patent•
10 Oct 2003
TL;DR: In this paper, a method and system for intrinsic timescale decomposition, filtering, and automated analysis of signals of arbitrary origin or timescale including receiving an input signal, determining a baseline segment and a monotonic residual segment with strictly negative minimum and strictly positive maximum between two successive extrema of the input signal and producing a baseline output signal and a residual output signal.
Abstract: A method and system for intrinsic timescale decomposition, filtering, and automated analysis of signals of arbitrary origin or timescale including receiving an input signal, determining a baseline segment and a monotonic residual segment with strictly negative minimum and strictly positive maximum between two successive extrema of the input signal, and producing a baseline output signal and a residual output signal. The method and system also includes determining at least one instantaneous frequency estimate from a proper rotation signal, determining a zero-crossing and a local extremum of the proper rotation signal, and applying interpolation thereto to determine an instantaneous frequency estimate thereof. The method and system further includes determining at least one instantaneous frequency estimate from a proper rotation signal, extracting an amplitude-normalized half wave therefrom and applying an arcsine function to the amplitude-normalized half wave to determine an instantaneous frequency estimate of the proper rotation signal.
103 citations
TL;DR: Wang et al. as discussed by the authors proposed a seasonal decomposition based least squares support vector regression (LSSVR) ensemble learning model for Chinese hydropower consumption forecasting, which outperformed all the other benchmark methods listed in this study in both level accuracy and directional accuracy.
103 citations
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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