Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis

摘要

Investigating long-range correlation by the Hurst exponent, H, is crucial in the study of time series. Recently, empirical-mode-decomposition-based arbitrary-order Hilbert spectral analysis (EMD-HSA) has been proposed to numerically obtain without proof a scaling relationship, generated from the amplitude-frequency distribution, related to H. We propose a formalism to empirically study EMD-HSA, to deduce its scaling exponent ξ(q) from the perspective of EMD-based arbitrary-order Hilbert marginal spectrum (EMD-HMS), and to numerically compare the results with the expected H. EMD-HSA and EMD-HMS experiments show that, by incompletely removing (quasi-)periodic trends, the sunspot series should have an H value around 0.12.