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The intrinsic mode function (IMF) provides adaptive function bases for nonlinear and non-stationary time series data. A fast convergent iterative method is introduced in this paper to find the IMF components of the data, the method is…

Numerical Analysis · Computer Science 2008-09-11 Louis Yu Lu

We propose a new solution to the blind source separation problem that factors mixed time-series signals into a sum of spatiotemporal modes, with the constraint that the temporal components are intrinsic mode functions (IMF's). The key…

Numerical Analysis · Mathematics 2018-06-25 Seth M. Hirsh , Bingni W. Brunton , J. Nathan Kutz

We present the method of complementary ensemble empirical mode decomposition (CEEMD) and Hilbert-Huang transform (HHT) for analyzing nonstationary financial time series. This noise-assisted approach decomposes any time series into a number…

Computational Finance · Quantitative Finance 2021-05-25 Tim Leung , Theodore Zhao

\emph{Multiresolution mode decomposition} (MMD) is an adaptive tool to analyze a time series $f(t)=\sum_{k=1}^K f_k(t)$, where $f_k(t)$ is a \emph{multiresolution intrinsic mode function} (MIMF) of the form \begin{eqnarray*}…

Numerical Analysis · Mathematics 2018-10-10 Gao Tang , Haizhao Yang

Empirical Mode Decomposition(EMD) is an adaptive data analysis technique for analyzing nonlinear and nonstationary data[1]. EMD decomposes the original data into a number of Intrinsic Mode Functions(IMFs)[1] for giving better physical…

Methodology · Statistics 2016-01-27 Sumit Kumar Ram , Marta Molinas

Human motions (especially dance motions) are very noisy, and it is hard to analyze and edit the motions. To resolve this problem, we propose a new method to decompose and modify the motions using the Hilbert-Huang transform (HHT). First,…

Graphics · Computer Science 2017-07-07 Ran Dong , Dongsheng Cai , Nobuyoshi Asai

The proposed method introduces a parameter determination approach based on the minimum Fractal box dimension (FBD) of Variational Mode Decomposition (VMD) components, aiming to address the issue of manual determination of VMD decomposition…

Signal Processing · Electrical Eng. & Systems 2024-05-17 Pei Yuhang , Yu Min , Yu Yan

This paper proposes the \emph{multiresolution mode decomposition} as a novel model for adaptive time series analysis. The main conceptual innovation is the introduction of the \emph{multiresolution intrinsic mode function} (MIMF) of the…

Numerical Analysis · Mathematics 2019-08-30 Haizhao Yang

The Hilbert-Huang transform (HHT) consists of empirical mode decomposition (EMD), which is a template-free method that represents the combination of different intrinsic modes on a time-frequency map (i.e., the Hilbert spectrum). The…

Instrumentation and Methods for Astrophysics · Physics 2025-06-05 Lupin Chun-Che Lin , Chin-Ping Hu , Chien-Chang Yen , Kuo-Chuan Pan , C. Y. Hui , Kwan-Lok Li , Yu-Chiung Lin , Yi-Sheng Huang , Albert K. H. Kong

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

Machine Learning · Computer Science 2023-03-14 Debdarsan Niyogi

In this paper, we establish a connection between the recently developed data-driven time-frequency analysis \cite{HS11,HS13-1} and the classical second order differential equations. The main idea of the data-driven time-frequency analysis…

Information Theory · Computer Science 2013-12-03 T. Y. Hou , Z. Shi , P. Tavallali

Huang's Empirical Mode Decomposition (EMD) is an algorithm for analyzing nonstationary data that provides a localized time-frequency representation by decomposing the data into adaptively defined modes. EMD can be used to estimate a…

Data Analysis, Statistics and Probability · Physics 2010-08-26 Daniel N. Kaslovsky , Francois G. Meyer

The Empirical Mode Decomposition (EMD) is a signal analysis method that separates multi-component signals into single oscillatory modes called intrinsic mode functions (IMFs), each of which can generally be associated to a physical meaning…

Methodology · Statistics 2019-07-11 Olav B. Fosso , Marta Molinas

Denoising Diffusion Probabilistic Models (DDPMs) can generate synthetic timeseries data to help improve the performance of a classifier, but their sampling process is computationally expensive. We address this by combining implicit…

Machine Learning · Computer Science 2025-11-27 Heiko Oppel , Andreas Spilz , Michael Munz

An extreme-point symmetric mode decomposition (ESMD) method is proposed to improve the Hilbert-Huang Transform (HHT) through the following prospects: (1) The sifting process is implemented by the aid of 1, 2, 3 or more inner interpolating…

General Physics · Physics 2013-08-30 Jin-Liang Wang , Zong-Jun Li

This work proposes an extension of the 1-D Hilbert Huang transform for the analysis of images. The proposed method consists in (i) adaptively decomposing an image into oscillating parts called intrinsic mode functions (IMFs) using a mode…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Jérémy Schmitt , Nelly Pustelnik , Pierre Borgnat , Patrick Flandrin , Laurent Condat

The Hilbert Huang Transform is a new technique for the analysis of non--stationary signals. It comprises two distinct parts: Empirical Mode Decomposition (EMD) and the Hilbert Transform of each of the modes found from the first step to…

Atmospheric and Oceanic Physics · Physics 2009-11-11 Mark P. J. L. Chang , Erick A. Roura , Carlos O. Font , Charmaine Gilbreath , Eun Oh

This paper is concerned with the inverse problem of recovering the unknown signal components, along with extraction of their instantaneous frequencies (IFs), governed by the adaptive harmonic model (AHM), from discrete (and possibly…

Machine Learning · Computer Science 2020-02-03 Charles K. Chui , Ningning Han , Hrushikesh N. Mhaskar

The parameters in a nuclear magnetic resonance (NMR) free induction decay (FID) signal contain information that is useful in magnetic field measurement, magnetic resonance sounding (MRS) and other related applications. A real time sampled…

Instrumentation and Detectors · Physics 2017-08-18 Huan Liu , Haobin Dong , Zheng Liu , Jian Ge , Bingjie Bai , Cheng Zhang

The Huang-Hilbert transform is applied to Seismic Electric Signal (SES) activities in order to decompose them into a number of Intrinsic Mode Functions (IMFs) and study which of these functions better represent the SES. The results are…

Data Analysis, Statistics and Probability · Physics 2017-02-01 K. A. Papadopoulou , E. S. Skordas
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