Empirical Mode Decomposition and Significance Tests of Temperature Time Series

摘要

Empirical mode decomposition (EMD) has become a powerful tool for adaptive analysis of non-stationary and nonlinear time series. In this paper,we will perform a multi-scale analysis of the Central England Temperature and the proxy temperature from Greenland ice core time series by using EMD. We will make a significance test against the null hypothesis of red noise and determine both the dominant modes of variability and how those modes vary in time.