The Hilbert-Huang Transform is a novel, adaptive approach to time series
analysis that does not make assumptions about the data form. Its adaptive,
local character allows the decomposition of non-stationary signals with
hightime-frequency resolution but also renders it susceptible to degradation
from noise. We show that complementing the HHT with techniques such as
zero-phase filtering, kernel density estimation and Fourier analysis allows it
to be used effectively to detect and characterize signals with low signal to
noise ratio.Comment: submitted to PRD, 10 pages, 9 figures in colo