Tutorial for the HHT MATLAB program
A few examples of how to use these programs are given, with a given dataset
[Link], which is the annual mean global surface temperature anomaly. In
[Link], the first column is the time; and the second is the corresponding
data value.
1)
Load and display data
>>[Link];
>>plot(gsta(:,1),gsta(:,2));
>>axis([185020100.60.6]);
>>title('theannualmeanglobalsurfacetemperatureanomaly')
>>xlabel('year')
>>ylabel('Kelvin')
2)
Using the program as a traditional EMD tool
The eemd.m can be used as an EMD decomposition tool:
>>year=gsta(:,1);
>>inData=gsta(:,2);
>>
rslt=eemd(inData,0,1);
>>plot(year,rslt(:,2));
>>holdon;
>>plot(year,rslt(:,3)0.3);
>>plot(year,rslt(:,4)0.6);
>>plot(year,rslt(:,5)0.9);
>>plot(year,sum(rslt(:,6:8),2)1.3,'r');
>>holdoff
>>set(gca,'yTickLabel',[]);
>>axis([185020101.80.3]);
>>xlabel('year');
relt is a matrix containing the decomposition results, with the first
column the original input (gsta(:,2)) and the last column the trend.
In between are the IMFs of frequencies from high to low.
It should be noted that since in the eemd.m, the total number of IMFs m is
specified as log2(N)-1, in some occasions (such as the one in this
example), the components may be excessively extracted. In these cases, the
sum of the latest columns may already satisfy the definition of a trend.
3) Instantaneous frequency of an IMF
The instantaneous frequency can be obtained through calling ifndq.m
function:
>>
omega_m3=ifndq(rslt(:,4),1);
>>subplot(2,1,1);
>>plot(year,rslt(:,4));
>>axis([185020100.120.12]);
>>title('IMFC3');
>>ylabel('Kelvin');
>>grid;
>>subplot(2,1,2);
>>plot(year,omega_m3/2/pi,'r');
>>grid;
>>xlabel('year');
>>ylabel('cycle/year');
>>title('instantaneousfrequency');
>>axis([1850201000.12]);
It should be noted that the instantaneous frequency calculation program is
not suitable for under sampled oscillations, such as the first IMF (with an
averaged period about 3 data points).
However, for such under sampled
oscillations, the instantaneous frequency is no longer instantaneous
any way, and any method used to obtain such a quantity will have big
errors.
4) Using the program as a EEMD tool
The eemd.m can be used as an EEMD decomposition tool. In this case, the
noise assed has an amplitude (standard deviation) of 0.2 of the standard
deviation of the linearly detrended annual mean global surface temperature
anomaly; and the number of ensemble is 100:
>>rslt=eemd(inData,0.2,100);
>>t(1)=1850;
>>t(2)=2010;
>>y1(1)=0;
>>y1(2)=0;
>>y2(1)=0.3;
>>y2(2)=0.3;
>>y3(1)=0.6;
>>y3(2)=0.6;
>>y4(1)=0.9;
>>y4(2)=0.9;
>>y5(1)=1.2;
>>y5(2)=1.2;
>>y6(1)=1.6;
>>y6(2)=1.6;
>>plot(t,y1,'k');
>>holdon;
>>plot(t,y2,'k');
>>plot(t,y3,'k');
>>plot(t,y4,'k');
>>plot(t,y5,'k');
>>plot(t,y6,'k');
>>plot(year,rslt(:,1));
>>plot(year,rslt(:,3)0.3);
>>plot(year,rslt(:,4)0.6);
>>plot(year,rslt(:,5)0.9);
>>plot(year,rslt(:,6)1.2);
>>plot(year,sum(rslt(:,7:8),2)1.6,'r');
>>set(gca,'yTickLabel',[]);
>>title('EEMDdecompositionofGSTA(A_n=0.2;N_e_s_b=100)')
>>axis([185020102.10.2]);
>>xlabel('year');
5) Statistical significance test
Since the annual mean global surface temperature anomaly behaves completely
different from a white noise series, we use computer generated white noise
to illustrate how the significance.m can be used:
>>clear;
>>clf;
>>
data=randn(512,1);
>>rslt=eemd(data,0,1);
>>imfs=rslt(:,2:8);
>>[sigline95,logep]=significance(imfs,0.05);
>>[sigline99,logep]=significance(imfs,0.01);
>>plot(sigline95(:,1),sigline95(:,2));%95percentaline
>>holdon
>> plot(sigline99(:,1),sigline99(:,2),'m'); % 99 percenta
line
>>plot(logep(:,1),logep(:,2),'r*');
>>plot(logep(1,1),logep(1,2),'k*');
>>grid;
>>xlabel('LOG2(MeanPeriod)');
>>ylabel('LOG2(MeanNormalizedEnergy)');
>>title('SignificancetestofIMFsofwhitenoise');
>>axis([01070])
3)
Trend and detrending
For example, in the previous decomposition, the sum of the last three
columns satisfies the definition of trend well.
>>plot(year,rslt(:,1));
>>holdon;
>>plot(year,sum(rslt(:,7:8),2),'r');
>>plot(year,sum(rslt(:,6:8),2),'g');
>>plot(year,sum(rslt(:,5:8),2),'m');
>>title('Trendsofdifferenttimescales');
>>ylabel('Kelvin');
>>xlabel('year');
>>grid;
