scholarly journals On the multi-scale nature of large geomagnetic storms: an empirical mode decomposition analysis

2012 ◽  
Vol 19 (6) ◽  
pp. 667-673 ◽  
Author(s):  
P. De Michelis ◽  
G. Consolini ◽  
R. Tozzi
Keyword(s):  
Time Series ◽  
Empirical Mode Decomposition ◽  
Geomagnetic Activity ◽  
Geomagnetic Storms ◽  
Decomposition Analysis ◽  
Activity Level ◽  
Activity Levels ◽  
Geomagnetic Disturbances ◽  
Multi Scale ◽  
Mode Decomposition

Abstract. Complexity and multi-scale are very common properties of several geomagnetic time series. On the other hand, it is amply demonstrated that scaling properties of geomagnetic time series show significant changes depending on the geomagnetic activity level. Here, we study the multi-scale features of some large geomagnetic storms by applying the empirical mode decomposition technique. This method, which is alternative to traditional data analysis and is designed specifically for analyzing nonlinear and nonstationary data, is applied to long time series of Sym-H index relative to periods including large geomagnetic disturbances. The spectral and scaling features of the intrinsic mode functions (IMFs) into which Sym-H time series can be decomposed, as well as those of the Sym-H time series itself, are studied considering different geomagnetic activity levels. The results suggest an increase of dynamical complexity and multi-scale properties for intermediate geomagnetic activity levels.

THE TIME-DEPENDENT INTRINSIC CORRELATION BASED ON THE EMPIRICAL MODE DECOMPOSITION

2010 ◽  
Vol 02 (02) ◽  
pp. 233-265 ◽  
Author(s):  
XIANYAO CHEN ◽  
ZHAOHUA WU ◽  
NORDEN E. HUANG
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Empirical Mode Decomposition ◽  
Sliding Window ◽  
Time Dependent ◽  
New Approach ◽  
Multi Scale ◽  
Mode Decomposition ◽  
Time Dependent Intrinsic Correlation ◽  
Intrinsic Correlation

A Time-Dependent Intrinsic Correlation (TDIC) method is introduced. This new approach includes both auto- and cross-correlation analysis designed especially to analyze, capture and track the local correlations between nonlinear and nonstationary time series pairs. The approach is based on Empirical Mode Decomposition (EMD) to decompose the nonlinear and nonstationary data into their intrinsic mode functions (IMFs) and uses the instantaneous periods of the IMFs to determine a set of the sliding window sizes for the computation of the running correlation coefficients for multi-scale data. This new method treats the selection of the sliding window sizes as an adaptive process determined by the data itself, not a "tuning" process. Therefore, it gives an intrinsic correlation analysis of the data. Furthermore, the multi-window approach makes the new method applicable to complicated data from multi-scale phenomena. The synthetic and time series from real world are used to demonstrate conclusively that the new approach is far more superior over the traditional method in its ability to reveal detailed and subtle correlations unavailable through any other methods in existence. Thus, the TDIC represents a major advance in statistical analysis of data from nonlinear and nonstationary processes.

scholarly journals Scale-dependent intrinsic entropies of complex time series

2016 ◽  
Vol 374 (2065) ◽  
pp. 20150204 ◽  
Author(s):  
Jia-Rong Yeh ◽  
Chung-Kang Peng ◽  
Norden E. Huang
Keyword(s):  
Time Series ◽  
Time Scales ◽  
Spatial Scales ◽  
Multiple Time Scales ◽  
Multiple Time ◽  
Complex Time ◽  
Multi Scale ◽  
Mode Decomposition ◽  
Simulated Time ◽  
Simulated Time Series

Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these systems need to operate across multiple temporal and spatial scales, such that their complexity is also multi-scale and hierarchical. Here, we present a systematic approach to apply the empirical mode decomposition algorithm, which can detrend time series on various time scales, prior to analysing a signal’s complexity by measuring the irregularity of its dynamics on multiple time scales. Simulated time series of fractal Gaussian noise and human heartbeat time series were used to study the performance of this new approach. We show that our method can successfully quantify the fractal properties of the simulated time series and can accurately distinguish modulations in human heartbeat time series in health and disease.

Spatiotemporal Trend and Variability of Precipitation in Taiwan Based on Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD)

2021 ◽  
Author(s):  
Chun-Hsiang Tang ◽  
Christina W. Tsai
Keyword(s):  
Time Series ◽  
Empirical Mode Decomposition ◽  
Ensemble Empirical Mode Decomposition ◽  
Intrinsic Mode Functions ◽  
Short Term ◽  
Time Frequency ◽  
Spatial Locality ◽  
Temperature And Precipitation ◽  
Mode Decomposition ◽  
Climatic Scenarios

<p>Abstract</p><p>Most of the time series in nature are nonlinear and nonstationary affected by climate change particularly. It is inevitable that Taiwan has also experienced frequent drought events in recent years. However, drought events are natural disasters with no clear warnings and their influences are cumulative. The difficulty of detecting and analyzing the drought phenomenon remains. To deal with the above-mentioned problem, Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD) is introduced to analyze the temperature and rainfall data from 1975~2018 in this study, which is a powerful method developed for the time-frequency analysis of nonlinear, nonstationary time series. This method can not only analyze the spatial locality and temporal locality of signals but also decompose the multiple-dimensional time series into several Intrinsic Mode Functions (IMFs). By the set of IMFs, the meaningful instantaneous frequency and the trend of the signals can be observed. Considering stochastic and deterministic influences, to enhance the accuracy this study also reconstruct IMFs into two components, stochastic and deterministic, by the coefficient of auto-correlation.</p><p>In this study, the influences of temperature and precipitation on the drought events will be discussed. Furthermore, to decrease the significant impact of drought events, this study also attempts to forecast the occurrences of drought events in the short-term via the Artificial Neural Network technique. And, based on the CMIP5 model, this study also investigates the trend and variability of drought events and warming in different climatic scenarios.</p><p> </p><p>Keywords: Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD), Intrinsic Mode Function(IMF), Drought</p>

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