Statistical Significance Test of Intrinsic Mode Functions

Wu, Zhaohua; Huang, Norden E.

doi:10.1142/9789812703347_0005

Cited by 67 publications

(35 citation statements)

References 10 publications

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“…A similar study was carried out by the same authors on Gaussian white noise, with 7-10 sifting iterations deriving similar conclusions. 5 However, in none of this works a normality test was applied and the conclusions were based on a Gaussian-like histogram estimation, using 50,000 data points in Refs. 4 and 5.…”

Section: Introductionmentioning

confidence: 99%

Emd of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions

Schlotthauer

Torres

Rufiner

et al. 2009

Adv. Adapt. Data Anal.

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This work presents a discussion on the probability density function of Intrinsic Mode Functions (IMFs) provided by the Empirical Mode Decomposition of Gaussian white noise, based on experimental simulations. The influence on the probability density functions of the data length and of the maximum allowed number of iterations is analyzed by means of kernel smoothing density estimations. The obtained results are confirmed by statistical normality tests indicating that the IMFs have non-Gaussian distributions. Our study also indicates that large data length and high number of iterations produce multimodal distributions in all modes.

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Section: Introductionmentioning

confidence: 99%

Emd of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions

Schlotthauer

Torres

Rufiner

et al. 2009

Adv. Adapt. Data Anal.

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“…The statistical significance of the IMF is tested using the method proposed by Wu and Huang (2005). The purpose of the significance test is to determine what IMF can be rejected from pure noise at the 95% confidence level.…”

Section: Resultsmentioning

confidence: 99%

Atlantic and Pacific Multidecadal Variability Influence on Taiwan Winter Temperature Centennial Trend During the Period 1911 - 2010

Lu¹,

Cho²,

Lin³

et al. 2016

Terr. Atmos. Ocean. Sci.

Self Cite

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The sea surface temperature (SST) of the marginal seas off the East coast of China is known for its large warming trend during the twentieth century. The station data in Taiwan is of particular importance as a reliable complementing measurement for SST. This paper analyzes the temperature from 1911 -2010 at six stations using the data adaptive method Ensemble Empirical Mode Decomposition (EEMD). Multidecadal modes (period > 40 years) in winter with the warm (1931 -1950) and cold (1971 -1980) phases are identified. In addition to the warm and cold phases, the 1951 -1970 period is identified as the cooling phase, a transition phase from a warm to a cold regime, while the 1911 -1930 and 1991 -2010 periods are identified as the warming phase. The multidecadal variability in the Taiwan winter temperature is robust because it is rooted in the major multidecadal variability modes of the global SST, the Atlantic multidecadal oscillation (AMO), and the Pacific Decadal Oscillation (PDO). The centennial secular trend (ST) shows much larger warming rate than the linearly regressed. Because the multidecadal mode has been in a warming phase since 1991, the surpassed warming rate is likely due to a compensation effect to the decadal or sub-decadal scale cooling variations, while the possibility of anthropogenic influence cannot be ruled out.

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“…For this study, the movements of Meddies were analyzed based on the IMFs, while HHS and marginal spectrums were used to understand their interactions with sea surface height variability. It is worth to note that a significance test of each IMF mode was conducted using spread functions of mean energy density [Wu and Huang, 2005] in order to validate the results of the transform. Before analyzing the decomposed SSHA time scales, we conducted a significance test based on mean energy density and selected modes at the 95% confidence level limit.…”

Section: Hilbert-huang Transform (Hht)mentioning

confidence: 99%

An analysis of the evolution of Meddies in the North Atlantic using floats and multisensor satellite data

Ienna

Yan

2015

JGR Oceans

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Previous studies focusing on the remote detection of Mediterranean Eddies (Meddies) have reported that the isopycnal surface changes derived from satellite multisensor measurements at the approximate depth of 400 m can be used to sense the presence of underlying Meddies. While the isopycnal surface near that depth does indeed reveal the locations of Meddies, an analysis of isopycnal surface changes in response to the evolution of Meddies has yet to be made. Accordingly, this research focuses on analyzing the relationship between isopycnal surface changes and the evolution of Meddies. The vertical isopycnal surface variability of Meddies, which is directly related to contributions from rotational velocity, interior thermal variation, and vertical displacement of Meddies, is observed and studied using float observations from A Mediterranean Undercurrent Seeding Experiment (AMUSE). The contributions of each of the three aforementioned parameters are estimated, enabling us to understand their relative role in changing the isopycnal surface above Meddies. Furthermore, in order to further understand Meddies' evolution and their associated forcing, the dominant frequencies of their horizontal and vertical displacements, as well as the sea surface height variability above the Meddy, are analyzed using the Hilbert-Huang Transform. Finally, the horizontal and the vertical eddy viscosity dissipation of Meddies is computed and compared with a theoretical model. The empirical horizontal and the vertical eddy viscosities are found to be 7 3 10 6 cm 2 s 21 and 200 cm 2 s 21 , respectively. This study will therefore contribute to understanding how the isopycnal surface is related to the presence of Meddies, what frequencies dominate its variability, and the values of eddy viscosity which can be used for a numerical model.

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Statistical Significance Test of Intrinsic Mode Functions

Cited by 67 publications

References 10 publications

Emd of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions

Emd of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions

Atlantic and Pacific Multidecadal Variability Influence on Taiwan Winter Temperature Centennial Trend During the Period 1911 - 2010

An analysis of the evolution of Meddies in the North Atlantic using floats and multisensor satellite data

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