Consulta: subjectFacets:"Augmented Dickey-Fuller tests"
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Data/hora: 10/06/2024 06:23:15

Advanced spectral analysis and cross correlation based on the empirical mode decomposition: application to the environmental time series
Provedor de dados: 5
Autores: Ben Ismail, Dhouha Kbaier; Lazure, Pascal; Puillat, Ingrid.
Abstract—In marine sciences, time series are often nonlinear and nonstationary. Adequate and specific methods are needed to analyze such series. In this paper, an application of the Empirical Mode Decomposition method (EMD) associated to the Hilbert Spectral Analysis (HSA) is presented. Furthermore, EMD based Time Dependent Intrinsic Correlation (TDIC) analysis is applied to consider the correlation between two nonstationary time series. Four temperature time series obtained from automatic measurements in nearshore waters of the Réunion island are considered, recorded every ten minutes from July 2011 to January 2012. The application of the EMD on these series and the estimation of their power spectra using the HSA are illustrated. The authors identify...
Tipo: Text
Palavras-chave: Augmented Dickey-Fuller tests; Cross correlation; Empirical mode decomposition (EMD); Hilbert spectral analysis (HSA); Hilbert-Huang transform (HHT); Stationarity; Time-dependent intrinsic correlation (TDIC); Time series; Wavelets.
Ano: 2015
URL: http://archimer.ifremer.fr/doc/00270/38077/36205.pdf