Water Science and Technology Library60- Hilbert-Huang Transform Analysis of Hydrological and Environmental Time Series

To accommodate the inherent non-linearity and non-stationarity of many natural time series, empirical mode decomposition (EMD) and Hilbert-Huang transform (HHT) provide an adaptive and efficient method. The Hilbert-Huang Transform ((HHT) is a recently developed technique which is used to analyze nonstationary data. Hydrologic and environmental series are, in the main, analyzed by using techniques which were developed for stationary data. This has led to problems of interpretation of the results. Environmental and hydrologic series are quite often nonstationary. The basic objective of the material discussed in this book is to analyze these data by using methods based on the Hilbert-Huang transform. These results are compared to the results from the traditional methods such as those based on Fourier transform and other classical statistical tests. Audience This book will be of value to researchers interested in climate change and advanced graduate students in civil engineering, atmospheric sciences and statistics. To accommodate the inherent non-linearity and non-stationarity of many natural time series, empirical mode decomposition (EMD) and Hilbert-Huang transform (HHT) provide an adaptive and efficient method. The HHT is based on the local characteristic time scale of the data. The HHT method provides not only a precise definition in time-frequency representation than the other conventional signal processing methods, but also more physically meaningful interpretation of the underlying dynamic processes. The EMD also works as a filter to extract the variability of signals with different scales and is applicable to non-linear and n- stationary processes. This promising algorithm has been applied in many fields since it was developed, but it has not been applied to…