Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis
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 amp...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier BV * North-Holland
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/56403 |
| _version_ | 1848759866736246784 |
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| author | Zhou, Y. Leung, Yee-Hong Ma, J. |
| author_facet | Zhou, Y. Leung, Yee-Hong Ma, J. |
| author_sort | Zhou, Y. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 ?(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. © 2013 Published by Elsevier B.V. |
| first_indexed | 2025-11-14T10:06:42Z |
| format | Journal Article |
| id | curtin-20.500.11937-56403 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T10:06:42Z |
| publishDate | 2013 |
| publisher | Elsevier BV * North-Holland |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-564032017-09-13T16:11:34Z Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis Zhou, Y. Leung, Yee-Hong Ma, J. 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 ?(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. © 2013 Published by Elsevier B.V. 2013 Journal Article http://hdl.handle.net/20.500.11937/56403 10.1016/j.physa.2012.11.055 Elsevier BV * North-Holland restricted |
| spellingShingle | Zhou, Y. Leung, Yee-Hong Ma, J. Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis |
| title | Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis |
| title_full | Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis |
| title_fullStr | Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis |
| title_full_unstemmed | Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis |
| title_short | Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis |
| title_sort | empirical study of the scaling behavior of the amplitude-frequency distribution of the hilbert-huang transform and its application in sunspot time series analysis |
| url | http://hdl.handle.net/20.500.11937/56403 |