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Time series analysis with the Hilbert–Huang transform

✍ Scribed by Donnelly, Denis; Rogers, Edwin

Book ID
115495891
Publisher
American Institute of Physics
Year
2009
Tongue
English
Weight
627 KB
Volume
77
Category
Article
ISSN
0002-9505

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## 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