• 제목/요약/키워드: 경험적 모드분해법

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직교화 기법을 이용한 앙상블 경험적 모드 분해법의 고유 모드 함수와 모드 직교성 (Intrinsic Mode Function and its Orthogonality of the Ensemble Empirical Mode Decomposition Using Orthogonalization Method)

  • 손수덕;하준홍;비자야 P. 포크렐;이승재
    • 한국공간구조학회논문집
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    • 제19권2호
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    • pp.101-108
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    • 2019
  • In this paper, the characteristic of intrinsic mode function(IMF) and its orthogonalization of ensemble empirical mode decomposition(EEMD), which is often used in the analysis of the non-linear or non-stationary signal, has been studied. In the decomposition process, the orthogonal IMF of EEMD was obtained by applying the Gram-Schmidt(G-S) orthogonalization method, and was compared with the IMF of orthogonal EMD(OEMD). Two signals for comparison analysis are adopted as the analytical test function and El Centro seismic wave. These target signals were compared by calculating the index of orthogonality(IO) and the spectral energy of the IMF. As a result of the analysis, an IMF with a high IO was obtained by GSO method, and the orthogonal EEMD using white noise was decomposed into orthogonal IMF with energy closer to the original signal than conventional OEMD.

순환성분 추출을 위한 EMD와 HP 필터의 비교분석: 한국의 거시 경제 지표에의 응용 (Comparison of EMD and HP Filter for Cycle Extraction with Korean Macroeconomic Indices)

  • 박민정;성병찬
    • 응용통계연구
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    • 제27권3호
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    • pp.431-444
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    • 2014
  • 본 논문에서는 시간-진동수 영역에서 시계열을 여러 구성 성분으로 분해하는 방법인 경험적모드분해법(Empirical Mode Decomposition)을 소개하고, 이를 이용하여 한국의 주요 거시 경제 지표를 대상으로 순환변동과 추세 성분을 추출하고 예측에 활용한다. 그 효율성을 살펴보기 위하여, 추출된 구성 성분들의 변동성, 동행성, 지속성, 인과성, 비정상성 및 예측력을 계산하고, 가장 보편적으로 널리 사용되고 있는 Hodrick-Prescott 필터에 의한 결과와 비교한다.

앙상블 경험적 모드 분해법을 사용한 태평양의 지역별 해수면 변화 분석 (Regional Sea Level Variability in the Pacific during the Altimetry Era Using Ensemble Empirical Mode Decomposition Method)

  • 차상철;문재홍
    • Ocean and Polar Research
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    • 제41권3호
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    • pp.121-133
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    • 2019
  • Natural variability associated with a variety of large-scale climate modes causes regional differences in sea level rise (SLR), which is particularly remarkable in the Pacific Ocean. Because the superposition of the natural variability and the background anthropogenic trend in sea level can potentially threaten to inundate low-lying and heavily populated coastal regions, it is important to quantify sea level variability associated with internal climate variability and understand their interaction when projecting future SLR impacts. This study seeks to identify the dominant modes of sea level variability in the tropical Pacific and quantify how these modes contribute to regional sea level changes, particularly on the two strong El $Ni{\tilde{n}}o$ events that occurred in the winter of 1997/1998 and 2015/2016. To do so, an adaptive data analysis approach, Ensemble Empirical Mode Decomposition (EEMD), was undertaken with regard to two datasets of altimetry-based and in situ-based steric sea levels. Using this EEMD analysis, we identified distinct internal modes associated with El $Ni{\tilde{n}}o$-Southern Oscillation (ENSO) varying from 1.5 to 7 years and low-frequency variability with a period of ~12 years that were clearly distinct from the secular trend. The ENSO-scale frequencies strongly impact on an east-west dipole of sea levels across the tropical Pacific, while the low-frequency (i.e., decadal) mode is predominant in the North Pacific with a horseshoe shape connecting tropical and extratropical sea levels. Of particular interest is that the low-frequency mode resulted in different responses in regional SLR to ENSO events. The low-frequency mode contributed to a sharp increase (decrease) of sea level in the eastern (western) tropical Pacific in the 2015/2016 El $Ni{\tilde{n}}o$ but made a negative contribution to the sea level signals in the 1997/1998 El $Ni{\tilde{n}}o$. This indicates that the SLR signals of the ENSO can be amplified or depressed at times of transition in the low-frequency mode in the tropical Pacific.