Empirical Mode Decomposition (EMD) and Nonstationary Oscillation Resampling (NSOR): I. their background and model description

  • Lee, Tae-Sam (Department of Civil Engineering, Gyeongsang National University) ;
  • Ouarda, TahaB.M.J. (Masdar Institute of Science and Technology) ;
  • Kim, Byung-Soo (INRS-ETE, Quebec, (QC))
  • Published : 2011.05.19

Abstract

Long-term nonstationary oscillations (NSOs) are commonly observed in hydrological and climatological data series such as low-frequency climate oscillation indices and precipitation dataset. In this work, we present a stochastic model that captures NSOs within a given variable. The model employs a data-adaptive decomposition method named empirical mode decomposition (EMD). Irregular oscillatory processes in a given variable can be extracted into a finite number of intrinsic mode functions with the EMD approach. A unique data-adaptive algorithm is proposed in the present paper in order to study the future evolution of the NSO components extracted from EMD.

Keywords