Computing frequency by using generalized zero-crossing applied to intrinsic mode functions

This invention presents a method for computing Instantaneous Frequency by applying Empirical Mode Decomposition to a signal and using Generalized Zero-Crossing (GZC) and Extrema Sifting. The GZC approach is the most direct, local, and also the most accurate in the mean. Furthermore, this approach will also give a statistical measure of the scattering of the frequency value. For most practical applications, this mean frequency localized down to quarter of a wave period is already a well-accepted result. As this method physically measures the period, or part of it, the values obtained can serve as the best local mean over the period to which it applies. Through Extrema Sifting, instead of the cubic spline fitting, this invention constructs the upper envelope and the lower envelope by connecting local maxima points and local minima points of the signal with straight lines, respectively, when extracting a collection of Intrinsic Mode Functions (IMFs) from a signal under consideration

Computing Instantaneous Frequency by normalizing Hilbert Transform

This invention presents Normalized Amplitude Hilbert Transform (NAHT) and Normalized Hilbert Transform(NHT), both of which are new methods for computing Instantaneous Frequency. This method is designed specifically to circumvent the limitation set by the Bedorsian and Nuttal Theorems, and to provide a sharp local measure of error when the quadrature and the Hilbert Transform do not agree. Motivation for this method is that straightforward application of the Hilbert Transform followed by taking the derivative of the phase-angle as the Instantaneous Frequency (IF) leads to a common mistake made up to this date. In order to make the Hilbert Transform method work, the data has to obey certain restrictions

Analyzing nonstationary financial time series via hilbert-huang transform (HHT)

An apparatus, computer program product and method of analyzing non-stationary time varying phenomena. A representation of a non-stationary time varying phenomenon is recursively sifted using Empirical Mode Decomposition (EMD) to extract intrinsic mode functions (IMFs). The representation is filtered to extract intrinsic trends by combining a number of IMFs. The intrinsic trend is inherent in the data and identifies an IMF indicating the variability of the phenomena. The trend also may be used to detrend the data

Newly found evidence of Sun-climate relationships

Solar radiation cycles drive climatic changes intercyclically. These interdecadal changes were detected as variations in solar total irradiances over the time period of recorded global surface-air-temperature (SAT) and have been restored utilizing Earth Radiation Budget Channel 10C measurements (1978-1990), Greenwich Observatory faculae data (1874-1975), and Taipei Observatory Active Region data (1964-1991). Analysis of the two separate events was carried out by treating each as a discrete time series determined by the length of each solar cycle. The results show that the global SAT responded closely to the input of solar cyclical activities, S, with a quantitative relation of T = 1.62 * S with a correlation coefficient of 0.61. This correlation peaks at 0.71 with a built-in time lag of 32 months in temperature response. Solar forcing in interannual time scale was also detected and the derived relationship of T = 0.17 * S with a correlation coefficient of 0.66 was observed. Our analysis shows derived climate sensitivities approximately fit the theoretical feedback slope, 4T(sup 3)

A new view of nonlinear water waves: the Hilbert spectrum

We survey the newly developed Hilbert spectral analysis method and its applications to Stokes waves, nonlinear wave evolution processes, the spectral form of the random wave field, and turbulence. Our emphasis is on the inadequacy of presently available methods in nonlinear and nonstationary data analysis. Hilbert spectral analysis is here proposed as an alternative. This new method provides not only a more precise definition of particular events in time-frequency space than wavelet analysis, but also more physically meaningful interpretations of the underlying dynamic processes

Update on EMD and Hilbert-Spectra Analysis of Time Series

This method is especially well suited for analyzing time-series data that represent nonstationary and nonlinear physical phenomena. The method is based principally on the concept of empirical mode decomposition (EMD), according to which any complicated signal (as represented by digital samples) can be decomposed into a finite number of functions, called "intrinsic mode functions" (IMFs), that admit well-behaved Hilbert transforms. The local energies and the instantaneous frequencies derived from the IMFs through Hilbert transforms can be used to construct an energy-frequency-time distribution, denoted a Hilbert spectrum

Mass transport induced by wave motion

The problem of mass transport induced by waves is re-examined. Under the usual boundary-layer assumptions, the whole field is divided into three regions: surface-boundary layers, bottom-boundary layers, and the inviscid interior. Then, by considering Reynolds stress in the boundary layers, an expression of the mass-transport velocity in the viscous fluid is derived...

System and method of analyzing vibrations and identifying failure signatures in the vibrations

An apparatus, computer program product and method of analyzing structures. Intrinsic Mode Functions (IMFs) are extracted from the data and the most energetic IMF is selected. A spline is fit to the envelope for the selected IMF. The spline derivative is determined. A stability spectrum is developed by separating the positive and negative results into two different spectra representing stable (positive) and unstable (negative) damping factors. The stability spectrum and the non-linearity indicator are applied to the data to isolate unstable vibrations

Engineering analysis of biological variables: An example of blood pressure over 1 day

Almost all variables in biology are nonstationarily stochastic. For these variables, the conventional tools leave us a feeling that some valuable information is thrown away and that a complex phenomenon is presented imprecisely. Here, we apply recent advances initially made in the study of ocean waves to study the blood pressure waves in the lung. We note first that, in a long wave train, the handling of the local mean is of predominant importance. It is shown that a signal can be described by a sum of a series of intrinsic mode functions, each of which has zero local mean at all times. The process of deriving this series is called the “empirical mode decomposition method.” Conventionally, Fourier analysis represents the data by sine and cosine functions, but no instantaneous frequency can be defined. In the new way, the data are represented by intrinsic mode functions, to which Hilbert transform can be used. Titchmarsh [Titchmarsh, E. C. (1948) Introduction to the Theory of Fourier Integrals (Oxford Univ. Press, Oxford)] has shown that a signal and i times its Hilbert transform together define a complex variable. From that complex variable, the instantaneous frequency, instantaneous amplitude, Hilbert spectrum, and marginal Hilbert spectrum have been defined. In addition, the Gumbel extreme-value statistics are applied. We present all of these features of the blood pressure records here for the reader to see how they look. In the future, we have to learn how these features change with disease or interventions