• Title/Summary/Keyword: hilbert transform

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SOME BILINEAR ESTIMATES

  • Chen, Jiecheng;Fan, Dashan
    • Journal of the Korean Mathematical Society
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    • v.46 no.3
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    • pp.609-620
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    • 2009
  • We establish some estimates on the hyper bilinear Hilbert transform on both Euclidean space and torus. We also use a transference method to obtain a Kenig-Stein's estimate on bilinear fractional integrals on the n-torus.

A Hilbert-Huang Transform Approach Combined with PCA for Predicting a Time Series

  • Park, Min-Jeong
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.995-1006
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    • 2011
  • A time series can be decomposed into simple components with a multiscale method. Empirical mode decomposition(EMD) is a recently invented multiscale method in Huang et al. (1998). It is natural to apply a classical prediction method such a vector autoregressive(AR) model to the obtained simple components instead of the original time series; in addition, a prediction procedure combining a classical prediction model to EMD and Hilbert spectrum is proposed in Kim et al. (2008). In this paper, we suggest to adopt principal component analysis(PCA) to the prediction procedure that enables the efficient selection of input variables among obtained components by EMD. We discuss the utility of adopting PCA in the prediction procedure based on EMD and Hilbert spectrum and analyze the daily worm account data by the proposed PCA adopted prediction method.

Seismic damage potential described by intensity parameters based on Hilbert-Huang Transform analysis and fundamental frequency of structures

  • Tyrtaiou, Magdalini;Elenas, Anaxagoras
    • Earthquakes and Structures
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    • v.18 no.4
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    • pp.507-517
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    • 2020
  • This study aims to present new frequency-related seismic intensity parameters (SIPs) based on the Hilbert-Huang Transform (HHT) analysis. The proposed procedure is utilized for the processing of several seismic accelerograms. Thus, the entire evaluated Hilbert Spectrum (HS) of each considered seismic velocity time-history is investigated first, and then, a delimited area of the same HS around a specific frequency is explored, for the proposition of new SIPs. A first application of the suggested new parameters is to reveal the interrelation between them and the structural damage of a reinforced concrete frame structure. The index of Park and Ang describes the structural damage. The fundamental frequency of the structure is considered as the mentioned specific frequency. Two statistical methods, namely correlation analysis and multiple linear regression analysis, are used to identify the relationship between the considered SIPs and the corresponding structural damage. The results confirm that the new proposed HHT-based parameters are effective descriptors of the seismic damage potential and helpful tools for forecasting the seismic damages on buildings.

A Multi-Resolution Approach to Non-Stationary Financial Time Series Using the Hilbert-Huang Transform

  • Oh, Hee-Seok;Suh, Jeong-Ho;Kim, Dong-Hoh
    • 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.

Free and transient responses of linear complex stiffness system by Hilbert transform and convolution integral

  • Bae, S.H.;Cho, J.R.;Jeong, W.B.
    • Smart Structures and Systems
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    • v.17 no.5
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    • pp.753-771
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    • 2016
  • This paper addresses the free and transient responses of a SDOF linear complex stiffness system by making use of the Hilbert transform and the convolution integral. Because the second-order differential equation of motion having the complex stiffness give rise to the conjugate complex eigen values, its time-domain analysis using the standard time integration scheme suffers from the numerical instability and divergence. In order to overcome this problem, the transient response of the linear complex stiffness system is obtained by the convolution integral of a green function which corresponds to the unit-impulse free vibration response of the complex system. The damped free vibration of the complex system is theoretically derived by making use of the state-space formulation and the Hilbert transform. The convolution integral is implemented by piecewise-linearly interpolating the external force and by superimposing the transient responses of discretized piecewise impulse forces. The numerical experiments are carried out to verify the proposed time-domain analysis method, and the correlation between the real and imaginary parts in the free and transient responses is also investigated.

Event Trigger Generator for Gravitational-Wave Data based on Hilbert-Huang Transform

  • Son, Edwin J.;Chu, Hyoungseok;Kim, Young-Min;Kim, Hwansun;Oh, John J.;Oh, Sang Hoon;Blackburn, Lindy;Hayama, Kazuhiro;Robinet, Florent
    • 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.

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Classification of Epileptic Seizure Signals Using Wavelet Transform and Hilbert Transform (웨이블릿 변환과 힐버트 변환을 이용한 간질 파형 분류)

  • Lee, Sang-Hong
    • Journal of Digital Convergence
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    • v.14 no.4
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    • pp.277-283
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    • 2016
  • This study proposed new methods to classify normal and epileptic seizure signals from EEG signals using peaks extracted by wavelet transform(WT) and Hilbert transform(HT) based on a neural network with weighted fuzzy membership functions(NEWFM). This study has the following three steps for extracting inputs for NEWFM. In the first step, the WT was used to remove noise from EEG signals. In the second step, the HT was used to extract peaks from the wavelet coefficients. We also selected the peaks bigger than the average of peaks to extract big peaks. In the third step, statistical methods were used to extract 16 features used as inputs for NEWFM from peaks. The proposed methodology shows that accuracy, specificity, and sensitivity are 99.25%, 99.4%, 99% with 16 features, respectively. Improvement in feature selection method in view to enhancing the accuracy is planned as the future work for selecting good features from 16 features.

Applications of the improved Hilbert-Huang transform method to the detection of thermo-acoustic instabilities (열음향학적 불안정성 검출에 대한 개선된 힐버트-후앙 변환의 적용)

  • Cha, Ji-Hyeong;Kim, Young-Seok;Ko, Sang-Ho
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2012.05a
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    • pp.555-561
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    • 2012
  • The Hilbert Huang Transform (HHT) technigue with Empirical Mode Decomposition (EMD) is one of the time-frequency domain analysis methods and it has several advantages such that analyzing non-stationary and nonlinear signal is possible. However, there are shortcomings in detecting near-range of frequencies and added noise signals. In this paper, to analyze characteristics of each method, HHT and Short-Time Fourier Transform (STFT) effective in dealing with stationary signals are compared. And with thermoacoustic instabilities signals from a Rijke tube test, HHT and the improved HHT with Ensemble Empirical Mode Decomposition (EEMD) are compared. The results show that the improved HHT is more appropriate than the original HHT due to the relative insensitivity to noise. Therefore it will result in more accurate analysis.

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Transient response of vibration systems with viscous-hysteretic mixed damping using Hilbert transform and effective eigenvalues

  • Bae, S.H.;Jeong, W.B.;Cho, J.R.;Lee, J.H.
    • Smart Structures and Systems
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    • v.20 no.3
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    • pp.263-272
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    • 2017
  • This paper presents the time response of a mixed vibration system with the viscous damping and the hysteretic damping. There are two ways to derive the time response of such a vibration system. One is an analytical method, using the contour integral of complex functions to compute the inverse Fourier transforms. The other is an approximate method in which the analytic functions derived by Hilbert transform are expressed in the state space representation, and only the effective eigenvalues are used to efficiently compute the transient response. The unit impulse responses of the two methods are compared and the change in the damping properties which depend on the viscous and hysteretic damping values is investigated. The results showed that the damping properties of a mixed damping vibration system do not present themselves as a linear combination of damping properties.

Damage Detection Method for Bridge Structures Using Hilbert-Huang Transform Technique (Hilbert-Huang Transform을 이용한 교량구조물의 손상추정기법)

  • 윤정방;장신애;심성한;이종재
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.10a
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    • pp.453-458
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    • 2002
  • A recently developed Hilbert-Huang transform (HHT) technique is applied to the detection of the damage locations of bridge structures. The HHT may be used to identify the locations of damages which exhibit nonlinear and non-stationary behavior, since the instantaneous frequency characteristics of the measured signal can be analyzed by the HHT. Numerical simulations were conducted on two bridge systems with damages using controlled excitations with sweeping frequency. Nonlinear plastic model using a gap element is employed to model the behavior of the cracked elements in the numerical simulations. The results indicate that the HHT method can reasonably identify the damage locations based on a limited number of acceleration sensors. Experimental study has been 실so carried out on a steel frame to confirm the applicability of the HHT to detect a structural connection with loosened bolts.

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