Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis
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AbstractInvestigating long-range correlation by the Hurst exponent, H, is crucial in the study of time series. Recently, empirical-mode-decomposition-based arbitrary-order Hilbert spectral analysis (EMD-HSA) has been proposed to numerically obtain without proof a scaling relationship, generated from the amplitude-frequency distribution, related to H. We propose a formalism to empirically study EMD-HSA, to deduce its scaling exponent xi (q) from the perspective of EMD-based arbitrary-order Hilbert marginal spectrum (EMD-HMS), and to numerically compare the results with the expected H. EMD-HSA and EMD-HMS experiments show that, by incompletely removing (quasi-)periodic trends, the sunspot series should have an H value around 0.12. (c) 2013 Published by Elsevier B.V.
All Author(s) ListZhou Y, Leung Y, Ma JM
Journal namePhysica A: Statistical Mechanics and its Applications
Volume Number392
Issue Number6
Pages1336 - 1346
LanguagesEnglish-United Kingdom
KeywordsHilbert-Huang transform; Long-range correlation; Scaling behavior; Sunspot series
Web of Science Subject CategoriesPhysics; Physics, Multidisciplinary; PHYSICS, MULTIDISCIPLINARY

Last updated on 2020-06-07 at 00:47