Advanced spectral analysis and cross correlation based on the empirical mode decomposition: application to the environmental time series

Type Article
Date 2015-09
Language English
Author(s) Ben Ismail Dhouha Kbaier1, Lazure PascalORCID2, Puillat IngridORCID2
Affiliation(s) 1 : IFREMER, REM RDT LSCM, F-29280 Plouzane, France.
2 : IFREMER, ODE DYNECO PHYSED, F-29280 Plouzane, France.
Source Ieee Geoscience And Remote Sensing Letters (1545-598X) (Ieee-inst Electrical Electronics Engineers Inc), 2015-09 , Vol. 12 , N. 9 , P. 1968-1972
DOI 10.1109/LGRS.2015.2441374
WOS© Times Cited 11
Keyword(s) Augmented Dickey-Fuller tests, cross correlation, empirical mode decomposition (EMD), Hilbert spectral analysis (HSA), Hilbert-Huang transform (HHT), stationarity, time-dependent intrinsic correlation (TDIC), time series, wavelets
Abstract Abstract—In marine sciences, time series are often nonlinear and nonstationary. Adequate and specific methods are needed to analyze such series. In this paper, an application of the Empirical Mode Decomposition method (EMD) associated to the Hilbert Spectral Analysis (HSA) is presented. Furthermore, EMD based Time Dependent Intrinsic Correlation (TDIC) analysis is applied to consider the correlation between two nonstationary time series. Four temperature time series obtained from automatic measurements in nearshore waters of the Réunion island are considered, recorded every ten minutes from July 2011 to January 2012. The application of the EMD on these series and the estimation of their power spectra using the HSA are illustrated. The authors identify low-frequency tidal waves and display the pattern of correlations at different scales and different locations. By TDIC analysis, it was concluded that the high frequency modes have small correlation, whereas the trends are perfectly correlated.
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