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

DOI10.1098/RSPA.1998.0193zbMath0945.62093OpenAlexW2007221293WikidataQ30464706 ScholiaQ30464706MaRDI QIDQ4223912

Quanan Zheng, Chi-Chao Tung, Zheng Shen, Henry H. Liu, Norden Huang, Nai-Chyuan Yen, Steven R. Long, Hsing-Hua Shih, Manli C. Wu

Publication date: 11 March 1999

Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1998.0193

zbMATH Keywords

nonlinear differential equationsintrinsic mode functionsnonstationary time seriesHilbert spectral analysisempirical model decomposition

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Applications of functional analysis in probability theory and statistics (46N30) Numerical problems in dynamical systems (65P99)

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