• The Korean Journal of Applied Statistics
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• v.22 no.3
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• pp.499-513
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• 2009

An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

• Journal of Astronomy and Space Sciences
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• v.30 no.2
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• pp.79-82
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• 2013

We present the Hilbert-Huang transform (HHT) analysis on the quasi-periodic modulation of SMC X-1. SMC X-1, consisting of a neutron star and a massive companion, exhibits superorbital modulation with a period varying between ~40 d and ~65 d. We applied the HHT on the light curve observed by the All-Sky Monitor onboard Rossi X-ray Timing Explorer (RXTE) to obtain the instantaneous frequency of the superorbital modulation of SMC X-1. The resultant Hilbert spectrum is consistent with the dynamic power spectrum while it shows more detailed information in both the time and frequency domains. According to the instantaneous frequency, we found a correlation between the superorbital period and the modulation amplitude. Combining the spectral observation made by the Proportional Counter Array onboard RXTE and the superorbital phase derived in the HHT, we performed a superorbital phase-resolved spectral analysis of SMC X-1. An analysis of the spectral parameters versus the orbital phase for different superorbital states revealed that the diversity of $n_H$ has an orbital dependence. Furthermore, we obtained the variation in the eclipse profiles by folding the All Sky Monitor light curve with orbital period for different superorbital states. A dip feature, similar to the pre-eclipse dip of Her X-1, can be observed only in the superorbital ascending and descending states, while the width is anti-correlated with the X-ray flux.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1450-1454
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• 2006

Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.

• Journal of Mechanical Science and Technology
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• v.20 no.11
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• pp.1781-1789
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• 2006

Fourier methods are not generally an appropriate approach in the investigation of faults signals with transient components. This work presents the application of a new signal processing technique, the Hilbert-Huang transform and its marginal spectrum, in analysis of vibration signals and faults diagnosis of gear. The Empirical mode decomposition (EMD), Hilbert-Huang transform (HHT) and marginal spectrum are introduced. Firstly, the vibration signals are separated into several intrinsic mode functions (IMFs) using EMD. Then the marginal spectrum of each IMF can be obtained. According to the marginal spectrum, the wear fault of the gear can be detected and faults patterns can be identified. The results show that the proposed method may provide not only an increase in the spectral resolution but also reliability for the faults diagnosis of the gear.

• Publications of The Korean Astronomical Society
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• v.30 no.2
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• pp.605-607
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• 2015

The development of time-frequency analysis techniques allow astronomers to successfully deal with the non-stationary time series that originate from unstable physical mechanisms. We applied a recently developed time-frequency analysis method, the Hilbert-Huang transform (HHT), to two non-stationary phenomena: the superorbital modulation in the high-mass X-ray binary SMC X-1 and the quasi-periodic oscillation (QPO) of the AGN RE J1034+396. From the analysis of SMC X-1, we obtained a Hilbert spectrum that shows more detailed information in both the time and frequency domains. Then, a phase-resolved analysis of both the spectra and the orbital profiles was presented. From the spectral analysis, we noticed that the iron line production is dominated by different regions of this binary system in different superorbital phases. Furthermore, a pre-eclipse dip lying at orbital phase ~0:6-0:85 was discovered during the superorbital transition state. We further applied the HHT to analyze the QPO of RE J1034+396. From the Hilbert spectrum and the O-C analysis results, we suggest that it is better to divide the evolution of the QPO into three epochs according to their different periodicities. The correlations between the QPO periods and corresponding fluxes were also different in these three epochs. The change in periodicity and the relationships could be interpreted as the change in oscillation mode based on the diskoseismology model.

• Smart Structures and Systems
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• v.16 no.5
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• pp.919-935
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• 2015

The Hilbert-Huang transform (HHT) consists of empirical mode decomposition (EMD) and Hilbert spectral analysis. EMD has been successfully applied for identification of mode shapes of structures based on input-output approaches. This paper aims to extend application of EMD for output-only identification of mode shapes of linear structures. In this regard, a new simple and efficient method based on band-pass filtering and EMD is proposed. Having rather accurate estimates of modal frequencies from measured responses, the proposed method is capable to extract the corresponding mode shapes. In order to evaluate the accuracy and performance of the proposed identification method, two case studies are considered. In the first case, the performance of the method is validated through the analysis of simulated responses obtained from an analytical structural model with known dynamical properties. The low-amplitude responses recorded from the UCLA Factor Building during the 2004 Parkfield earthquake are used in the second case to identify the first three mode shapes of the building in three different directions. The results demonstrate the remarkable ability of the proposed method in correct estimation of mode shapes of the linear structures based on rather accurate modal frequencies.

• Journal of the Korean Mathematical Society
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• v.47 no.4
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• pp.831-843
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• 2010

Let $\cal{H}$ and $\cal{K}$ be Hilbert spaces and let T, $\tilde{T}$ = T + ${\delta}T$ be bounded operators from $\cal{H}$ into $\cal{K}$. In this article, two facts related to the perturbation bounds are studied. The first one is to find the upper bound of $\parallel\tilde{T}^+\;-\;T^+\parallel$ which extends the results obtained by the second author and enriches the perturbation theory for the Moore-Penrose inverse. The other one is to develop explicit representations of projectors $\parallel\tilde{T}\tilde{T}^+\;-\;TT^+\parallel$ and $\parallel\tilde{T}^+\tilde{T}\;-\;T^+T\parallel$. In addition, some spectral cases related to these results are analyzed.

• The Bulletin of The Korean Astronomical Society
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• v.40 no.2
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• pp.55.4-56
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• 2015

The Hilbert-Huang Transform (HHT) is composed of the Empirical Mode Decomposition (EMD) and the Hilbert Spectral Analysis (HSA). The EMD decomposes any time series data into a small number of components called the Intrinsic Mode Functions (IMFs), compared to the Discrete Fourier Transform which decomposes a data into a large number of harmonic functions. Each IMF has varying amplitude and frequency with respect to time, which can be obtained by HSA. The time resolution of the modes in HHT is the same as that of the given time series, while in the Wavelet Transform, Constant Q Transform and Short-Time Fourier Transform, there is a tradeoff between the resolutions in frequency and time. Based on the time-dependent amplitudes of IMFs, we develop an Event Trigger Generator and demonstrate its efficiency by applying it to gravitational-wave data.

• 전기의세계
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• v.31 no.3
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• pp.209-217
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• 1982

This paper considers a finite spectrum assignment Problem for a functional retarded linear differential system with delays in control only. In this problem, by generalizing from an abstract linear system characterized by Semigroups on a Hilbert space to a finite dimensional linear system, we unify the relationship between a control-delayed system and its non-delayed system, and then by using the spectrum of the generator-decomposition of Semigroup, we try to get a feedback law which yields a finite spectrum of the closed-loop system, located at an arbitrarily preassigned sets of n points in the complex plane. The comparative examinations between the standard spectrum assignment method and the method of spectral projection for the feedback law which consists of proportional and finite interval terms over present and past values of control variables are also considered. The analysis is carry down to the elementary spectral projection level because, in spite of all the research efforts, so far there has been no significant attempt to obtain the feedback implementation directly from the abstract representation forms in the case of multivariables.

• Journal of IKEEE
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• v.18 no.2
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• pp.240-247
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• 2014

Intraocular pressure is measured after a cornea air puff by observing biomechanical properties such as thickness or displacement of the cornea. In this paper, we deal with a frequency domain analysis of corneal deformation in the air puff tonometry that is used to diagnose glaucoma or lasik. We distinguish the patient from the normal by measuring the oscillation frequency in the neighborhood of the central cornea section. A binary image was obtained from the video images, and cornea vertical oscillation profile was extracted from the difference between the vertical displacement data and the curve fitting. In terms of Fourier transform, a vibration frequency of 479.2Hz for the patient was obtained as well as more higher 702.8Hz for the normal due to stiffness. Hilbert-Huang transform's empirical mode decomposition generally describes local, nonlinear, and nonstationary data. After the data were decomposed into intrinsic mode functions, a spectrum and power were analysed. Finally, we confirm that the patient has 6 times more higher power ratio for the specific intrinsic mode function between the patient and the normal.