基于非线性时间序列分析经验模态分解和小波分解异同性的研究  

On the difference between empirical mode decomposition and wavelet decomposition in the nonlinear time series

作　　者：龚志强[1] 邹明玮[1] 高新全[2] 董文杰[2] 

机构地区：[1]扬州大学物理科学与技术学院,扬州225009 [2]国家气候中心气候研究开放实验室,北京100081

出　　处：《物理学报》2005年第8期3947-3957,共11页Acta Physica Sinica

基　　金：国家重点基础研究发展规划(批准号:2004CB418300);国家自然科学基金(批准号:90411008;40231006)资助的课题.~~

摘　　要：基于经验模态分解(EMD)的希尔伯特变换(HT),是对非线性时间序列基于EMD进行分解,然后通过HT获得频谱.利用理想时间序列和青藏高原古里雅冰芯18O时间序列,系统地分析比较了EMD和小波分解(WD)以及HT和小波变换在非线性时间序列处理中的优劣,并针对它们各自的缺点提出了可能改进的设想.研究结果表明,将基于EMD的方法和基于WD的方法有机结合起来应用,可以更有效地识别原时间序列的特征信息.The method of empirical mode decomposition (EMD) based Hilbert transformation is that separate the nonlinear time series into intrinsic mode functions (IMFs) with different time scale by using EMD, then apply the Hilbert transformation to every IMF to get the Hilbert spectrum. By systematically comparing the advantages and disadvantages between EMD and wavelet decomposition (WD), between Hilbert transformation and wavelet transformation in transacting nonlinear time series using ideal time series and O-18 time series of Guliya ice core on the Tibetan Plateau, we present some improving measures to reduce the disadvantages. The result of investigation show that the combination of EMD-based and WD-based methods may be more effectively in recognizing the main information of the time series.

关 键 词：非线性时间序列分析 小波分解 经验模态分解(EMD) 异同 希尔伯特变换 时间序列处理 古里雅冰芯 青藏高原 小波变换 分析比较 研究结果 有机结合 特征信息 

分 类 号：O415[理学—理论物理]