Applications of Hilbert–Huang transform
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Norden E. Huang; Man-Li Wu; Wendong Qu; Steven R. Long; Samuel S. P. Shen
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Article
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2003
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John Wiley and Sons
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English
⚖ 583 KB
## Abstract A new method, the Hilbert–Huang Transform (HHT), developed initially for natural and engineering sciences has now been applied to financial data. The HHT method is specially developed for analysing non‐linear and non‐stationary data. The method consists of two parts: (1) the empirical m