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 article, the authors investigated temporal and spatial patterns of vegetation greenness and rainfall variability in the African Sahel and their interrelationships based on analyses of Normalized Difference Vegetation Index (NDVI) time series for the period 1982-2003 and gridded satellite rainfall estimates.
Abstract: Contrary to assertions of widespread irreversible desertification in the African Sahel, a recent increase in seasonal greenness over large areas of the Sahel has been observed, which has been interpreted as a recovery from the great Sahelian droughts. This research investigates temporal and spatial patterns of vegetation greenness and rainfall variability in the African Sahel and their interrelationships based on analyses of Normalized Difference Vegetation Index (NDVI) time series for the period 1982–2003 and gridded satellite rainfall estimates. While rainfall emerges as the dominant causative factor for the increase in vegetation greenness, there is evidence of another causative factor, hypothetically a human-induced change superimposed on the climate trend. r 2005 Elsevier Ltd. All rights reserved.
824 citations
Cites methods from "The empirical mode decomposition an..."
...…differences, effects of changing solar zenith and viewing angles, volcanic aerosols, atmospheric water vapor and cloud cover using nonlinear empirical mode decomposition methods (Pinzon et al., 2004; Huang et al., 1998) and maximum value compositing to minimize cloud contamination (Holben, 1986)....
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TL;DR: Improvements are presented on this last technique, obtaining components with less noise and more physical meaning in the empirical mode decomposition of non-stationary signals that may stem from nonlinear systems.
811 citations
TL;DR: The proposed algorithm to use real-valued projections along multiple directions on hyperspheres in order to calculate the envelopes and the local mean of multivariate signals, leading to multivariate extension of EMD.
Abstract: Despite empirical mode decomposition (EMD) becoming a de facto standard for time-frequency analysis of nonlinear and non-stationary signals, its multivariate extensions are only emerging; yet, they are a prerequisite for direct multichannel data analysis. An important step in this direction is the computation of the local mean, as the concept of local extrema is not well defined for multivariate signals. To this end, we propose to use real-valued projections along multiple directions on hyperspheres ( n -spheres) in order to calculate the envelopes and the local mean of multivariate signals, leading to multivariate extension of EMD. To generate a suitable set of direction vectors, unit hyperspheres ( n -spheres) are sampled based on both uniform angular sampling methods and quasi-Monte Carlo-based low-discrepancy sequences. The potential of the proposed algorithm to find common oscillatory modes within multivariate data is demonstrated by simulations performed on both hexavariate synthetic and real-world human motion signals.
800 citations
TL;DR: A simple and logical definition of trend is given for any nonlinear and nonstationary time series as an intrinsically determined monotonic function within a certain temporal span, or a function in which there can be at most one extremum within that temporal span.
Abstract: Determining trend and implementing detrending operations are important steps in data analysis. Yet there is no precise definition of “trend” nor any logical algorithm for extracting it. As a result, various ad hoc extrinsic methods have been used to determine trend and to facilitate a detrending operation. In this article, a simple and logical definition of trend is given for any nonlinear and nonstationary time series as an intrinsically determined monotonic function within a certain temporal span (most often that of the data span), or a function in which there can be at most one extremum within that temporal span. Being intrinsic, the method to derive the trend has to be adaptive. This definition of trend also presumes the existence of a natural time scale. All these requirements suggest the Empirical Mode Decomposition (EMD) method as the logical choice of algorithm for extracting various trends from a data set. Once the trend is determined, the corresponding detrending operation can be implemented. With this definition of trend, the variability of the data on various time scales also can be derived naturally. Climate data are used to illustrate the determination of the intrinsic trend and natural variability.
787 citations
TL;DR: In this paper, an improved Hilbert-Huang transform (HHT) was proposed for rolling bearing fault detection. And the improved HHT's performance was compared with that of the wavelet-based scalogram through experimental case studies.
719 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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