EMD of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions

GASTÓN SCHLOTTHAUER; MARÍA EUGENIA TORRES; HUGO LEONARDO RUFINER; PATRICK FLANDRIN

Advances in Adaptive Data Analysis

World Scientific Publishing

Año: 2009 vol. 1 p. 517 - 527

1793-5369

This work presents a discussion on the PDF distribution of IMFs provided by EMD of Gaussian white noise, based on experimental simulations. The influence on the PDFs of the data length and of the maximum allowed number of iterations is analyzed by means of kernel smoothing density estimations. The obtained results are confirmed by statistical normality tests indicating that the IMFs have non-Gaussian distributions. Our study also indicates that large data length and high number of iterations produce multimodal PDFs in all modes.