To accommodate the inherent non-linearity and non-stationarity of many
natural time series, empirical mode decomposition (EMD) and
Hilbert-Huang transform (HHT) provide an adaptive and efficient method.
The HHT is based on the local characteristic time scale of the data. The
HHT method provides not only a precise definition in time-frequency
representation than the other conventional signal processing methods,
but also more physically meaningful interpretation of the underlying
dynamic processes. The EMD also works as a filter to extract the
variability of signals with different scales and is applicable to
non-linear and n- stationary processes. This promising algorithm has
been applied in many fields since it was developed, but it has not been
applied to hydrological and climatic time series. The discussion in this
book starts with several simulated data sets in order to investigate the
capability of this method and to compare it to other conventional
frequency-domain analysis methods that assume stationarity. Rainfall,
streamflow, temperature, wind speed time series and lake temperature
data are investigated in this study. The aim of the work is to
investigate periodicity, long term oscillations and trends embedded in
these data by using HHT. The analysis is performed in both the time and
frequency domains. The results from HHT are compared to those from the
multi-taper method (MTM) which is based on Fourier Transform of the
data.