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A New Method for Non-linear and Non-stationary Time Series Analysis:
The Hilbert Spectral Analysis

Video - : A new method for analysing non-linear 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 decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero crossing and extreme, and also having symmetric envelopes defined by the local maximal and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to non-linear and non-stationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum. Classical non-linear system models are used to illustrate the roles played by the non-linear and non-stationary effects in the energy-frequency-time distribution. Examples including Duffy equation, Rossler Equation, and non-linear wind wave data will be discussed to show the new Hilbert view of non-linear and non-stationary systems.

Organiser(s): Luigi Di Lella / EP Division

Note: Please note unusual day Tea & coffee will be served at 16.00 hrs.
Video - : Mathématiques appliquées

Date: 2000
Type: Conference Speech - Portraits of science - Language: eng

Available video(s): CERN-VIDEO-C-559
ACCESS is PUBLIC


- Video-1115835 view:




- Video-1115835 view:



Series: CERN Colloquium
Filming info: CERN, Geneva - 2000-07-10T16:30:00
From: CERN. Geneva

The video was digitized from its original recording as part of the CERN Digital Memory project
The video was reviewed and enriched with additional information.
Title: A New Method for Non-linear and Non-stationary Time Series Analysis : The Hilbert Spectral Analysis
Type: Conference Speech
Keywords: Data,Spectrogram,Wavelet,Wigner-Ville,Evolution,Orthogonal,Miscellaneous,Data,Hilbert Transform,Frequency,Matter,Wind,IMF,IF,Symmetry,Sifting,Parallel,Amplitude,Spectrum,LOD,Momentum,Planets,Channels,Fourier,Intra-Wave,Duffing Wave,Analysis,Linear,Spectra,HHT,Adaptive,Space Time,Nonlinear,Mechanics
category: Portraits of science
Date: 2000
Filmed people: E. Huang, Norden
Description (eng): This lecture is about waves and their frequency in data
Internal comment: Audio is very poor

Note from curator: Problème de vidéo

Physical medium: Source is Streaming video ; Source is Betacam
Physical location:
Tape from building 60 was packed in box CM-A00000332
Observations during digitization:
Tape : Audio present but not on all channels -



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