An Adaptive Data Analysis Method for Nonlinear and Nonstationary Time Series: The Empirical Mode Decomposition and Hilbert Spectral Analysis

Author(s):  
Norden E. Huang
2009 ◽  
Vol 01 (01) ◽  
pp. 61-70 ◽  
Author(s):  
C.-K. PENG ◽  
MADALENA COSTA ◽  
ARY L. GOLDBERGER

We introduce a generic framework of dynamical complexity to understand and quantify fluctuations of physiologic time series. In particular, we discuss the importance of applying adaptive data analysis techniques, such as the empirical mode decomposition algorithm, to address the challenges of nonlinearity and nonstationarity that are typically exhibited in biological fluctuations.


2010 ◽  
Vol 02 (02) ◽  
pp. 135-156 ◽  
Author(s):  
JIA-RONG YEH ◽  
JIANN-SHING SHIEH ◽  
NORDEN E. HUANG

The phenomenon of mode-mixing caused by intermittence signals is an annoying problem in Empirical Mode Decomposition (EMD) method. The noise assisted method of Ensemble EMD (EEMD) has not only effectively resolved this problem but also generated a new one, which tolerates the residue noise in the signal reconstruction. Of course, the relative magnitude of the residue noise could be reduced with large enough ensemble, it would be too time consuming to implement. An improved algorithm of noise enhanced data analysis method is suggested in this paper. In this approach, the residue of added white noises can be extracted from the mixtures of data and white noises via pairs of complementary ensemble IMFs with positive and negative added white noises. Though this new approach yields IMF with the similar RMS noise as EEMD, it effectively eliminated residue noise in the IMFs. Numerical experiments were conducted to demonstrate the new approach and also illustrate the problems of mode splitting and translation.


2018 ◽  
Author(s):  
Nadya Jumraatul Yesha ◽  
Muhammad Rivandi

Banks are financial institutions that play an important role in the country's economy, one of which is by increasing the collection of funds from the public. The purpose of this study was to determine the effect of profit sharing and interest rates on mudharabah deposits at PT. Bank Nagari Utama Padang. The object of research at PT. Bank Nagari Utama Padang. Data used in the form of time series totaling 30 data. Data analysis method uses multiple linear regression. The results showed that the profit sharing and interest rates had a positive and significant effect on deposits at PT. Bank Nagari Utama Padang.


2019 ◽  
Vol 9 (1) ◽  
pp. 51-56
Author(s):  
Herman Diartho Cahyo

This research is a Descriptive research which aims to find out how much the level of labor elasticity of tourism subsector in Lumajnag regency, to know contribution of tourism subsector to local revenue (PAD) in Lumajang Regency, and to know the growth of labor absorption in tourism sector in Lumajang regency. The type of data used in this research is secondary data in the form of time series data with the object of research on the tourism subsector in Lumajang District and data obtained from the Department of Tourism, Department of Manpower and Dinas revenue Lumajang District in 2011-2017. Data analysis method used in this research is elasticity and proportion analysis. The results of this study indicate that the ability of the tourism subsector is not much in the absorption of labor that is equal to -1.49 percent of the number of workers who have worked or categorized as inelastic. In addition, the tourism subsector also did not contribute a considerable amount during the period of 2011-2017 to the Regional Original Income of Lumajang Regency which averaged only 1.41 percent. Overall contribution or contribution given by the tourism sector from year to year during the period 2011-2017 tends to decrease.


2020 ◽  
Vol 3 (1) ◽  
pp. 11
Author(s):  
Aida Fitri ◽  
Khairil Anwar

This study aims to determine how much Influence funds and village fund allocation have on poverty in Makmur District, Bireuen Regency. This study uses the panel data analysis method. Which is a combination of time-series data from 2015 to 2019, and a cross-section involving 27 villages and results in 135 observations. The results show that village funds have a negative and significant effect on poverty in the Makmur sub-district. Meanwhile, the allocation of village fund has no significant effect on poverty in the Makmur sub-district.Keywords:Village Fund, VillageFund Allocation, Poverty.


2009 ◽  
Vol 01 (01) ◽  
pp. 1-41 ◽  
Author(s):  
ZHAOHUA WU ◽  
NORDEN E. HUANG

A new Ensemble Empirical Mode Decomposition (EEMD) is presented. This new approach consists of sifting an ensemble of white noise-added signal (data) and treats the mean as the final true result. Finite, not infinitesimal, amplitude white noise is necessary to force the ensemble to exhaust all possible solutions in the sifting process, thus making the different scale signals to collate in the proper intrinsic mode functions (IMF) dictated by the dyadic filter banks. As EEMD is a time–space analysis method, the added white noise is averaged out with sufficient number of trials; the only persistent part that survives the averaging process is the component of the signal (original data), which is then treated as the true and more physical meaningful answer. The effect of the added white noise is to provide a uniform reference frame in the time–frequency space; therefore, the added noise collates the portion of the signal of comparable scale in one IMF. With this ensemble mean, one can separate scales naturally without any a priori subjective criterion selection as in the intermittence test for the original EMD algorithm. This new approach utilizes the full advantage of the statistical characteristics of white noise to perturb the signal in its true solution neighborhood, and to cancel itself out after serving its purpose; therefore, it represents a substantial improvement over the original EMD and is a truly noise-assisted data analysis (NADA) method.


2014 ◽  
Vol 23 (4) ◽  
pp. 405-421 ◽  
Author(s):  
M.S. Rudramurthy ◽  
Nilabh Kumar Pathak ◽  
V. Kamakshi Prasad ◽  
R. Kumaraswamy

AbstractSpeaker recognition (SR) under mismatched conditions is a challenging task. Speech signal is nonlinear and nonstationary, and therefore, difficult to analyze under realistic conditions. Also, in real conditions, the nature of the noise present in speech data is not known a priori. In such cases, the performance of speaker identification (SI) or speaker verification (SV) degrades considerably under realistic conditions. Any SR system uses a voice activity detector (VAD) as the front-end subsystem of the whole system. The performance of most VADs deteriorates at the front end of the SR task or system under degraded conditions or in realistic conditions where noise plays a major role. Recently, speech data analysis and processing using Norden E. Huang’s empirical mode decomposition (EMD) combined with Hilbert transform, commonly referred to as Hilbert–Huang transform (HHT), has become an emerging trend. EMD is an a posteriori, adaptive, data analysis tool used in time domain that is widely accepted by the research community. Recently, speech data analysis and speech data processing for speech recognition and SR tasks using EMD have been increasing. EMD-based VAD has become an important adaptive subsystem of the SR system that mostly mitigates the effect of mismatch between the training and the testing phase. Recently, we have developed a VAD algorithm using a zero-frequency filter-assisted peaking resonator (ZFFPR) and EMD. In this article, the efficacy of an EMD-based VAD algorithm is studied at the front end of a text-independent language-independent SI task for the speaker’s data collected in three languages at five different places, such as home, street, laboratory, college campus, and restaurant, under realistic conditions using EDIROL-R09 HR, a 24-bit wav/MP3 recorder. The performance of this proposed SI task is compared against the traditional energy-based VAD in terms of percentage identification rate. In both cases, widely accepted Mel frequency cepstral coefficients are computed by employing frame processing (20-ms frame size and 10-ms frame shift) from the extracted voiced speech regions using the respective VAD techniques from the realistic speech utterances, and are used as a feature vector for speaker modeling using popular Gaussian mixture models. The experimental results showed that the proposed SI task with the VAD algorithm using ZFFPR and EMD at its front end performs better than the SI task with short-term energy-based VAD when used at its front end, and is somewhat encouraging.


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