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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摘要Investigating 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.
著者Zhou Y, Leung Y, Ma JM
期刊名稱Physica A: Statistical Mechanics and its Applications
出版年份2013
月份3
日期15
卷號392
期次6
出版社Elsevier
頁次1336 - 1346
國際標準期刊號0378-4371
電子國際標準期刊號1873-2119
語言英式英語
關鍵詞Hilbert-Huang transform; Long-range correlation; Scaling behavior; Sunspot series
Web of Science 學科類別Physics; Physics, Multidisciplinary; PHYSICS, MULTIDISCIPLINARY

上次更新時間 2021-26-01 於 00:20