A New Method for Nonlinear and Nonstationary Time Series Analysis and Its Application to the Earthquake and Building Response Records

A new method for analyzing nonlinear and nonstationary data has been developed. The key part of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero-crossing and extrema, and also having symmetric envelopes defined by the local maxima and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to nonlinear and nonstationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time that give sharp identifications of imbedded structures. The final presentation of the results is an energy-frequency-time distribution, designated as the Hilbert Spectrum, Example of application of this method to earthquake and building response will be given. The results indicate those low frequency components, totally missed by the Fourier analysis, are clearly identified by the new method. Comparisons with Wavelet and window Fourier analysis show the new method offers much better temporal and frequency resolutions.