EMD of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions

dc.creatorSchlotthauer, Gaston
dc.creatorTorres, Maria Eugenia
dc.creatorRufiner, Hugo Leonardo
dc.creatorFlandrin, Patrick
dc.date.accessioned2020-05-08T19:46:25Z
dc.date.accessioned2022-10-15T11:02:10Z
dc.date.available2020-05-08T19:46:25Z
dc.date.available2022-10-15T11:02:10Z
dc.date.created2020-05-08T19:46:25Z
dc.date.issued2009-09
dc.identifierSchlotthauer, Gaston; Torres, Maria Eugenia; Rufiner, Hugo Leonardo; Flandrin, Patrick; EMD of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions; World Scientific Publishing; Advances in Adaptive Data Analysis; 1; 4; 9-2009; 517-527
dc.identifier1793-7175
dc.identifierhttp://hdl.handle.net/11336/104667
dc.identifier1793-5369
dc.identifierCONICET Digital
dc.identifierCONICET
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/4378573
dc.description.abstractThis work presents a discussion on the probability density function of Intrinsic Mode Functions (IMFs) provided by the Empirical Mode Decomposition of Gaussian white noise, based on experimental simulations. The influence on the probability density functions of the data length and of the maximum allowed number of iterations is analyzed by means of kernel smoothing density estimations. The obtained results are confirmed by statistical normality tests indicating that the IMFs have non-Gaussian distributions. Our study also indicates that large data length and high number of iterations produce multimodal distributions in all modes.
dc.languageeng
dc.publisherWorld Scientific Publishing
dc.relationinfo:eu-repo/semantics/altIdentifier/url/https://www.worldscientific.com/doi/abs/10.1142/S1793536909000217
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/https://doi.org/10.1142/S1793536909000217
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subjectEMPIRICAL MODE DESCOMPOSITION
dc.subjectINTRINSIC MODE FUNTION
dc.subjectGAUSSIAN WHITE NOISE
dc.subjectSIFTING
dc.titleEMD of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:ar-repo/semantics/artículo
dc.typeinfo:eu-repo/semantics/publishedVersion


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