Proceedings of the Korea Water Resources Association Conference (한국수자원학회:학술대회논문집)
- 2006.05a
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- Pages.1450-1454
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- 2006
Analysis on Decomposition Models of Univariate Hydrologic Time Series for Multi-Scale Approach
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Kwon, Hyun-Han
(Columbia University Researcher) ;
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Moon, Young-Il
(The University of Seoul) ;
- Shin, Dong-Jun (The University of Seoul)
- Published : 2006.05.18
Abstract
Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.
Keywords
- Nonstationary time series;
- Wavelet transform analysis;
- Hilbert spectral analysis;
- Intrinsic mode decomposition