Skip to content
On this page

Hilbert-Huang Transform

Hilbert-Huang Transform

  • The Hilbert Huang Transform (HHT) is designed to work well with non-stationary and nonlinear data,
  • Non-stationary data can have means, variances, and covariances that change over time, and non-stationary behavior can be trends, cycles, random walks, or combinations of the three. 
  • The HHT is useful for analyzing signals that have multiple causes happening in different time intervals, and it preserves the characteristics of varying frequency. 
  • The HHT uses empirical mode decomposition (EMD) to decompose a signal into intrinsic mode functions (IMFs) with a trend, and applies Hilbert spectral analysis (HSA) to the IMFs to obtain instantaneous frequency data. 
  • The HSA method is used to examine each IMF's instantaneous frequency as functions of time, and the final result is a frequency-time distribution of signal amplitude (or energy) called the Hilbert spectrum.
  • Python libraries for Hilbert Huang Transform (HHT): NumPy, SciPy,

EMD Python Libraries

EMD algorithms

  • EMD
  • EEMD
  • Complementary EEMD, complete EEMD, partly EEMD

References

Example

IF alternative to EMD

Edit this page
Last updated on 3/7/2023