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Advanced spectral analysis and cross correlation based on the empirical mode decomposition: application to the environmental time series ArchiMer
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
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Application of Hilbert-Huang decomposition to temperature and currents data in the Réunion island ArchiMer
Kbaier-ben Ismail, Dhouha; Lazure, Pascal; Puillat Felix, Ingrid.
In marine sciences, time series are often nonlinear and nonstationary. Their analysis faces new challenges and thus requires the implementation of adequate and specific methods. We use the Hilbert-Huang Transform (HHT) for the spectral analysis of high frequency sampled time series in near shore waters of the Réunion island, located in the Indian Ocean 700 km east of Madagascar. We focus particularly on automatic measurements of sea level fluctuations, temperature records and current data sets at four different stations in the island. We look at the contribution of different Intrinsic Mode Functions (IMFs) obtained by the Empirical Mode Decomposition (EMD) and also compare the Hilbert spectra with the wavelet spectra. The inertial wave and several...
Tipo: Text Palavras-chave: Cross correlation; Empirical mode decomposition (EMD); Hilbert spectral analysis (HSA); Hilbert-Huang transform (HHT); Stationarity; Time-dependent intrinsic correlation (TDIC); Time series; Wavelets.
Ano: 2016 URL: http://archimer.ifremer.fr/doc/00383/49392/49822.pdf
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