On the Application of Hilbert Spectral Analysis for Climate Studies

The Hilbert spectral analysis (Huang et al, 1998, Proceedings of the Royal Society of London, A 454, pp 903-995) consisted of two steps: First, the data has to be reduced into a finite number of Intrinsic Mode Function by the Empirical Mode Decomposition method, then the resulting Intrinsic Mode Functions are converted to time-frequency-energy distribution through Hilbert transform. In this approach, the Empirical Mode Functions served as the basis functions with which the data is expanded. This basis function is adaptive, and the decomposition is nonlinear. Furthermore, as the Hilbert transform is a singular transform, it retains a high degree of local information. The instantaneous frequency is determined by differentiation of the phase function; therefore, there is no restriction of the 'uncertainty principle' for all the time-frequency analysis resulting from a priori basis approach. With the adaptive basis and the instantaneous frequency, the Hilbert Spectral analysis can represent data from nonlinear and nonstationary processes without resorting to the harmonics. Another advantage of using instantaneous frequency is the ability to find out frequency from limited length of data, which is a critical problem in climate studies. As the processes driving the climate changes could be both nonlinear and nonstationary, the Hilbert Spectral Analysis could be of great use in examining the underlying mechanisms. A preliminary study based on the length of day data will be presented as example for the application of the Hilbert Spectral Analysis for climate study.