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NASA NTRS2001

Impacts of ENSO on the South American Summer Monsoon During 1997-1999

Using the National Center for Environmental Prediction (NCEP) Reanalysis, and CPC Merged Analysis Product (CMAP) rainfall, we have compared and contrasted the anomalies of the South American Summer Monsoon (SASM) during two extreme years of 1997/98 (EI Nino) and 1998/99 (La Nina). The results are assessed against a "canonical" ENSO response (CER) pattern for the SASM obtained from empirical mode decomposition based on a previous period (1980-1995). Overall, the SASM anomalies compare well with CER, but with some important differences. Anomalies occurring in the warm phase of the 1997-98 El Nino are very significant and robust, while those occurring in 1998/99 La Nina, appear to be reversed from 1997/98, but are relatively weak and less well-defined. The most pronounced signal in DJF 1997/98 is the development of drought conditions in northern Brazil, excessive rainfall over northern Peru and Ecuador, and over Uruguay and southern Brazil. The tropical rainfall anomalies are associated with the eastward shift of the Walker circulation, which is represented by pronounced low-level anomalous westerlies over the equatorial eastern Pacific and easterlies over northern Brazil. The easterlies are deflected sharply southeastward by the steep topography of the Andes, enhancing the low-level jet (LLJ) along the eastern foothills of the Andes near 15-20 S. The LLJ penetrates deep into the extratropics, yielding rainfall anomalies further poleward compared to CER. During DJF 1997/98, the eastward expansion of the warm tropospheric temperature over the Nino-3 region causes anomalous geopotential height to develop in the upper troposphere above the Altiplano, leading to a strengthened Bolivian High. An upper-tropospheric jet anomaly maximum is found over the subtropical continent near 30 S, due to increasing meridional gradient of tropospheric temperature, as well as teleconnection patterns linking the South Pacific and the South Atlantic. Consistent with the CER, the South Pacific High is weakened, and the South Atlantic High is strengthened in DJF 1997/98. However, rather than appearing as a coherent large scale signal over the entire Atlantic as in CER, the South Atlantic High anomalies in DJF 1997/98 split into two separate high pressure centers; one located south of the Amazon basin, and another over the southeastern South Atlantic. The former is induced as a Rossby-wave response by ENSO-Induced sinking motion over nor-them and eastern Brazil, and the latter may be associated with extratropical teleconnection signals. Anomalous convection observed over equatorial western Africa may also have contributed to the different circulation response over the Atlantic in DFJ 1997/99 compared to the CER. Comparison of the evolution of the SASM anomalies in 1997-99 with their corresponding annual cycles, suggest that the anomalies are phase-locked to and represent either enhancement or reduction of the annual variations. Results suggest that, from a system perspective the SASM was strengthened during the 1997/98 El Nino and weakened, albeit to a lesser extent, during the 1998/99 La Nina.

Lau, K.-M.↗
NASA NTRS2001

Applications of the Hilbert-Huang Transform

A new method, the Hilbert-Huang Transform, has been developed for analyzing nonlinear and nonstationary data. The key part of the method is the Empirical Mode Decomposition with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An M is defined as any function having the same numbers of zero-crossing and extrema, and also having symmetric envelopes defined by the local maxima and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to nonlinear and nonstationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies'as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum. With this technique we can examine the detailed dynamics characteristics of a nonlinear system through the instantaneous frequency rather than harmonics. Thus it constitutes a new view of the nonlinear dynamics. Examples of classic nonlinear equations and other nonlinear and nonstationary data sets will be used as examples to illustrate the advantage of the application of this new data analysis method.

Huang, Norden E.↗
NASA NTRS2003

On the Confidence Limit of Hilbert Spectrum

Confidence limit is a routine requirement for Fourier spectral analysis. But this confidence limit is established based on ergodic theory: For stationary process, temporal average equals the ensemble average. Therefore, one can divide the data into n-sections and treat each section as independent realization. Most natural processes in general, and climate data in particular, are not stationary; therefore, there is a need for the Hilbert Spectral analysis for such processes. Here ergodic theory is no longer applicable. We propose to use various adjustable parameters in the shifting processes of the Empirical Mode Decomposition (EMD) method to obtain an ensemble of Intrinsic Mode Function 0 sets. Based on such an ensemble, we introduce a statistical measure in. a form of confidence limits for the Intrinsic Mode Functions, and consequently, the Hilbert spectra. The criterion of selecting the various adjustable parameters is based on the orthogonality test of the resulting M F sets. Length-of-day data from 1962 to 2001 will be used to illustrate this new approach. Its implication in climate data analysis will also be discussed.

Huang, Norden↗
NASA NTRS2003

Applications of Hilbert Spectral Analysis for Speech and Sound Signals

A new method for analyzing nonlinear and nonstationary data has been developed, and the natural applications are to speech and sound signals. The key part of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero-crossing and extrema, and also having symmetric envelopes defined by the local maxima and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to nonlinear and nonstationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time, which give sharp identifications of imbedded structures. This method invention can be used to process all acoustic signals. Specifically, it can process the speech signals for Speech synthesis, Speaker identification and verification, Speech recognition, and Sound signal enhancement and filtering. Additionally, as the acoustical signals from machinery are essentially the way the machines are talking to us. Therefore, the acoustical signals, from the machines, either from sound through air or vibration on the machines, can tell us the operating conditions of the machines. Thus, we can use the acoustic signal to diagnosis the problems of machines.

Huang, Norden E.↗
NASA NTRS2004

On the Hilbert-Huang Transform Theoretical Foundation

The Hilbert-Huang Transform [HHT] is a novel empirical method for spectrum analysis of non-linear and non-stationary signals. The HHT is a recent development and much remains to be done to establish the theoretical foundation of the HHT algorithms. This paper develops the theoretical foundation for the convergence of the HHT sifting algorithm and it proves that the finest spectrum scale will always be the first generated by the HHT Empirical Mode Decomposition (EMD) algorithm. The theoretical foundation for cutting an extrema data points set into two parts is also developed. This then allows parallel signal processing for the HHT computationally complex sifting algorithm and its optimization in hardware.

Kizhner, Semion↗
NASA NTRS2005

Aeroelastic Flight Data Analysis with the Hilbert-Huang Algorithm

This paper investigates the utility of the Hilbert-Huang transform for the analysis of aeroelastic flight data. It is well known that the classical Hilbert transform can be used for time-frequency analysis of functions or signals. Unfortunately, the Hilbert transform can only be effectively applied to an extremely small class of signals, namely those that are characterized by a single frequency component at any instant in time. The recently-developed Hilbert-Huang algorithm addresses the limitations of the classical Hilbert transform through a process known as empirical mode decomposition. Using this approach, the data is filtered into a series of intrinsic mode functions, each of which admits a well-behaved Hilbert transform. In this manner, the Hilbert-Huang algorithm affords time-frequency analysis of a large class of signals. This powerful tool has been applied in the analysis of scientific data, structural system identification, mechanical system fault detection, and even image processing. The purpose of this paper is to demonstrate the potential applications of the Hilbert-Huang algorithm for the analysis of aeroelastic systems, with improvements such as localized/online processing. Applications for correlations between system input and output, and amongst output sensors, are discussed to characterize the time-varying amplitude and frequency correlations present in the various components of multiple data channels. Online stability analyses and modal identification are also presented. Examples are given using aeroelastic test data from the F/A-18 Active Aeroelastic Wing aircraft, an Aerostructures Test Wing, and pitch-plunge simulation.

Brenner, Marty↗
NASA NTRS2005

On the Hilbert-Huang Transform Theoretical Developments

One of the main heritage tools used in scientific and engineering data spectrum analysis is the Fourier Integral Transform and its high performance digital equivalent - the Fast Fourier Transform (FFT). Both carry strong a-priori assumptions about the source data, such as linearity, of being stationary, and of satisfying the Dirichlet conditions. A recent development at the National Aeronautics and Space Administration (NASA) Goddard Space Flight Center (GSFC), known as the Hilbert-Huang Transform (HHT), proposes a novel approach to the solution for the nonlinear class of spectrum analysis problems. Using a-posteriori data processing based on the Empirical Mode Decomposition (EMD) sifting process (algorithm), followed by the normalized Hilbert Transform of the decomposition data, the HHT allows spectrum analysis of nonlinear and nonstationary data. The EMD sifting process results in a non-constrained decomposition of a source real value data vector into a finite set of Intrinsic Mode Functions (IMF). These functions form a near orthogonal adaptive basis, a basis that is derived from the data. The IMFs can be further analyzed for spectrum interpretation by the classical Hilbert Transform. A new engineering spectrum analysis tool using HHT has been developed at NASA GSFC, the HHT Data Processing System (HHT-DPS). As the HHT-DPS has been successfully used and commercialized, new applications post additional questions about the theoretical basis behind the HHT and EMD algorithms. Why is the fastest changing component of a composite signal being sifted out first in the EMD sifting process? Why does the EMD sifting process seemingly converge and why does it converge rapidly? Does an IMF have a distinctive structure? Why are the IMFs near orthogonal? We address these questions and develop the initial theoretical background for the HHT. This will contribute to the developments of new HHT processing options, such as real-time and 2-D processing using Field Programmable Array (FPGA) computational resources, enhanced HHT synthesis, and broaden the scope of HHT applications for signal processing.

Kizhner, Semion↗
NASA NTRS2006

On Certain Theoretical Developments Underlying the Hilbert-Huang Transform

One of the main traditional tools used in scientific and engineering data spectral analysis is the Fourier Integral Transform and its high performance digital equivalent - the Fast Fourier Transform (FFT). Both carry strong a-priori assumptions about the source data, such as being linear and stationary, and of satisfying the Dirichlet conditions. A recent development at the National Aeronautics and Space Administration (NASA) Goddard Space Flight Center (GSFC), known as the Hilbert-Huang Transform (HHT), proposes a novel approach to the solution for the nonlinear class of spectral analysis problems. Using a-posteriori data processing based on the Empirical Mode Decomposition (EMD) sifting process (algorithm), followed by the normalized Hilbert Transform of the decomposed data, the HHT allows spectral analysis of nonlinear and nonstationary data. The EMD sifting process results in a non-constrained decomposition of a source real-value data vector into a finite set of Intrinsic Mode Functions (IMF). These functions form a nearly orthogonal derived from the data (adaptive) basis. The IMFs can be further analyzed for spectrum content by using the classical Hilbert Transform. A new engineering spectral analysis tool using HHT has been developed at NASA GSFC, the HHT Data Processing System (HHT-DPS). As the HHT-DPS has been successfully used and commercialized, new applications pose additional questions about the theoretical basis behind the HHT and EMD algorithms. Why is the fastest changing component of a composite signal being sifted out first in the EMD sifting process? Why does the EMD sifting process seemingly converge and why does it converge rapidly? Does an IMF have a distinctive structure? Why are the IMFs nearly orthogonal? We address these questions and develop the initial theoretical background for the HHT. This will contribute to the development of new HHT processing options, such as real-time and 2-D processing using Field Programmable Gate Array (FPGA) computational resources,

Kizhner, Semion↗
NASA NTRS2006

Aeroelastic Flight Data Analysis with the Hilbert-Huang Algorithm

This report investigates the utility of the Hilbert Huang transform for the analysis of aeroelastic flight data. It is well known that the classical Hilbert transform can be used for time-frequency analysis of functions or signals. Unfortunately, the Hilbert transform can only be effectively applied to an extremely small class of signals, namely those that are characterized by a single frequency component at any instant in time. The recently-developed Hilbert Huang algorithm addresses the limitations of the classical Hilbert transform through a process known as empirical mode decomposition. Using this approach, the data is filtered into a series of intrinsic mode functions, each of which admits a well-behaved Hilbert transform. In this manner, the Hilbert Huang algorithm affords time-frequency analysis of a large class of signals. This powerful tool has been applied in the analysis of scientific data, structural system identification, mechanical system fault detection, and even image processing. The purpose of this report is to demonstrate the potential applications of the Hilbert Huang algorithm for the analysis of aeroelastic systems, with improvements such as localized online processing. Applications for correlations between system input and output, and amongst output sensors, are discussed to characterize the time-varying amplitude and frequency correlations present in the various components of multiple data channels. Online stability analyses and modal identification are also presented. Examples are given using aeroelastic test data from the F-18 Active Aeroelastic Wing airplane, an Aerostructures Test Wing, and pitch plunge simulation.

Brenner, Martin J.↗
NASA NTRS2006

Does The Nile Reflect Solar Variability?

Historical records of the Nile water level provide a unique opportunity to investigate the possibility that solar variability influences the Earth's climate. Particularly important are the annual records of the water level, which are uninterrupted for the years 622-1470 A.D. These records are non-stationary, so that standard spectral analyses cannot adequately characterize them. Here the Empirical Mode Decomposition technique, which is designed to deal with nonstationary, nonlinear time series, becomes useful. It allows the identification of two characteristic time scales in the water level data that can be linked to solar variability: the 88 year period and a time scale of about 200 years. These time scales are also present in the concurrent aurora data. Auroras are driven by coronal mass ejections and the rate of auroras is an excellent proxy for solar variability. Analysis of auroral data contemporaneous with the Nile data shows peaks at 88 years and about 200 years. This suggests a physical link between solar variability and the low frequency variations of the Nile water level. The link involves the influence of solar variability on the North Annual Mode of atmospheric variability and its North Atlantic and Indian Oceans patterns that affect rainfall over Eastern Equatorial Africa where the Nile originates.

statistical methods↗
NASA NTRS2006

Is Solar Variability Reflected in the Nile River?

We investigate the possibility that solar variability influences North African climate by using annual records of the water level of the Nile collected in 622-1470 A.D. The time series of these records are nonstationary, in that the amplitudes and frequencies of the quasi-periodic variations are time-dependent. We apply the Empirical Mode Decomposition technique especially designed to deal with such time series. We identify two characteristic timescales in the records that may be linked to solar variability: a period of about 88 years and one exceeding 200 years. We show that these timescales are present in the number of auroras reported per decade in the Northern Hemisphere at the same time. The 11-year cycle is seen in the Nile's high-water level variations, but it is damped in the low-water anomalies. We suggest a possible physical link between solar variability and the low-frequency variations of the Nile water level. This link involves the influence of solar variability on the atmospheric Northern Annual Mode and on its North Atlantic Ocean and Indian Ocean patterns that affect the rainfall over the sources of the Nile in eastern equatorial Africa.

solar variability↗
NASA NTRS2006

Computing frequency by using generalized zero-crossing applied to intrinsic mode functions

This invention presents a method for computing Instantaneous Frequency by applying Empirical Mode Decomposition to a signal and using Generalized Zero-Crossing (GZC) and Extrema Sifting. The GZC approach is the most direct, local, and also the most accurate in the mean. Furthermore, this approach will also give a statistical measure of the scattering of the frequency value. For most practical applications, this mean frequency localized down to quarter of a wave period is already a well-accepted result. As this method physically measures the period, or part of it, the values obtained can serve as the best local mean over the period to which it applies. Through Extrema Sifting, instead of the cubic spline fitting, this invention constructs the upper envelope and the lower envelope by connecting local maxima points and local minima points of the signal with straight lines, respectively, when extracting a collection of Intrinsic Mode Functions (IMFs) from a signal under consideration.

Huang, Norden E.↗
NASA NTRS2008

Analyzing nonstationary financial time series via hilbert-huang transform (HHT)

An apparatus, computer program product and method of analyzing non-stationary time varying phenomena. A representation of a non-stationary time varying phenomenon is recursively sifted using Empirical Mode Decomposition (EMD) to extract intrinsic mode functions (IMFs). The representation is filtered to extract intrinsic trends by combining a number of IMFs. The intrinsic trend is inherent in the data and identifies an IMF indicating the variability of the phenomena. The trend also may be used to detrend the data.

Huang, Norden E.↗
NASA NTRS2010

Extracting Independent Local Oscillatory Geophysical Signals by Geodetic Tropospheric Delay

Zenith Tropospheric Delay (ZTD) due to water vapor derived from space geodetic techniques and numerical weather prediction simulated-reanalysis data exhibits non-linear and non-stationary properties akin to those in the crucial geophysical signals of interest to the research community. These time series, once decomposed into additive (and stochastic) components, have information about the long term global change (the trend) and other interpretable (quasi-) periodic components such as seasonal cycles and noise. Such stochastic component(s) could be a function that exhibits at most one extremum within a data span or a monotonic function within a certain temporal span. In this contribution, we examine the use of the combined Ensemble Empirical Mode Decomposition (EEMD) and Independent Component Analysis (ICA): the EEMD-ICA algorithm to extract the independent local oscillatory stochastic components in the tropospheric delay derived from the European Centre for Medium-Range Weather Forecasts (ECMWF) over six geodetic sites (HartRAO, Hobart26, Wettzell, Gilcreek, Westford, and Tsukub32). The proposed methodology allows independent geophysical processes to be extracted and assessed. Analysis of the quality index of the Independent Components (ICs) derived for each cluster of local oscillatory components (also called the Intrinsic Mode Functions (IMFs)) for all the geodetic stations considered in the study demonstrate that they are strongly site dependent. Such strong dependency seems to suggest that the localized geophysical signals embedded in the ZTD over the geodetic sites are not correlated. Further, from the viewpoint of non-linear dynamical systems, four geophysical signals the Quasi-Biennial Oscillation (QBO) index derived from the NCEP/NCAR reanalysis, the Southern Oscillation Index (SOI) anomaly from NCEP, the SIDC monthly Sun Spot Number (SSN), and the Length of Day (LoD) are linked to the extracted signal components from ZTD. Results from the synchronization analysis show that ZTD and the geophysical signals exhibit (albeit subtle) site dependent phase synchronization index.

Botai, O. J.↗
NASA NTRS2005

Application of the Hilbert-Huang Transform to Financial Data

A paper discusses the application of the Hilbert-Huang transform (HHT) method to time-series financial-market data. The method was described, variously without and with the HHT name, in several prior NASA Tech Briefs articles and supporting documents. To recapitulate: The method is especially suitable for analyzing time-series data that represent nonstationary and nonlinear phenomena including physical phenomena and, in the present case, financial-market processes. The method involves the empirical mode decomposition (EMD), in which a complicated signal is decomposed into a finite number of functions, called "intrinsic mode functions" (IMFs), that admit well-behaved Hilbert transforms. The HHT consists of the combination of EMD and Hilbert spectral analysis. The local energies and the instantaneous frequencies derived from the IMFs through Hilbert transforms can be used to construct an energy-frequency-time distribution, denoted a Hilbert spectrum. The instant paper begins with a discussion of prior approaches to quantification of market volatility, summarizes the HHT method, then describes the application of the method in performing time-frequency analysis of mortgage-market data from the years 1972 through 2000. Filtering by use of the EMD is shown to be useful for quantifying market volatility.

Huang, Norden↗
NASA NTRS2003

Update on EMD and Hilbert-Spectra Analysis of Time Series

This method is especially well suited for analyzing time-series data that represent nonstationary and nonlinear physical phenomena. The method is based principally on the concept of empirical mode decomposition (EMD), according to which any complicated signal (as represented by digital samples) can be decomposed into a finite number of functions, called "intrinsic mode functions" (IMFs), that admit well-behaved Hilbert transforms. The local energies and the instantaneous frequencies derived from the IMFs through Hilbert transforms can be used to construct an energy-frequency-time distribution, denoted a Hilbert spectrum.

Huang, Norden E.↗
NASA NTRS2003

Acoustical Applications of the HHT Method

A document discusses applications of a method based on the Huang-Hilbert transform (HHT). The method was described, without the HHT name, in Analyzing Time Series Using EMD and Hilbert Spectra (GSC-13817), NASA Tech Briefs, Vol. 24, No. 10 (October 2000), page 63. To recapitulate: The method is especially suitable for analyzing time-series data that represent nonstationary and nonlinear physical phenomena. The method involves the empirical mode decomposition (EMD), in which a complicated signal is decomposed into a finite number of functions, called intrinsic mode functions (IMFs), that admit well-behaved Hilbert transforms. The HHT consists of the combination of EMD and Hilbert spectral analysis.

Huang, Norden E.↗
NASA NTRS2011

Receiver Gain Modulation Circuit

A receiver gain modulation circuit (RGMC) was developed that modulates the power gain of the output of a radiometer receiver with a test signal. As the radiometer receiver switches between calibration noise references, the test signal is mixed with the calibrated noise and thus produces an ensemble set of measurements from which ensemble statistical analysis can be used to extract statistical information about the test signal. The RGMC is an enabling technology of the ensemble detector. As a key component for achieving ensemble detection and analysis, the RGMC has broad aeronautical and space applications. The RGMC can be used to test and develop new calibration algorithms, for example, to detect gain anomalies, and/or correct for slow drifts that affect climate-quality measurements over an accelerated time scale. A generalized approach to analyzing radiometer system designs yields a mathematical treatment of noise reference measurements in calibration algorithms. By treating the measurements from the different noise references as ensemble samples of the receiver state, i.e. receiver gain, a quantitative description of the non-stationary properties of the underlying receiver fluctuations can be derived. Excellent agreement has been obtained between model calculations and radiometric measurements. The mathematical formulation is equivalent to modulating the gain of a stable receiver with an externally generated signal and is the basis for ensemble detection and analysis (EDA). The concept of generating ensemble data sets using an ensemble detector is similar to the ensemble data sets generated as part of ensemble empirical mode decomposition (EEMD) with exception of a key distinguishing factor. EEMD adds noise to the signal under study whereas EDA mixes the signal with calibrated noise. It is mixing with calibrated noise that permits the measurement of temporal-functional variability of uncertainty in the underlying process. The RGMC permits the evaluation of EDA by modulating the receiver gain using an external signal. Without the RGMC, samples of calibrated references from radiometers form an ensemble data set of the natural occurring fluctuations within a receiver. By driving the gain of an otherwise stable receiver with an external signal, the conceptual framework and generalization of the mathematics of EDA can be tested. A series of measurements was conducted to evaluate and characterize the performance of the RGMC. Test signals stepped the RGMC across its dynamic range of performance using a radiometer that sampled four noise references; analysis indicates that the RGMC successfully modulated the receiver gain with an external signal. Calibration algorithms applied to four noise references demonstrate the RGMC produced ensemble data sets of the external signal.

Jones, Hollis↗