A confidence limit for the empirical mode decomposition and Hilbert spectral analysis

@article{Huang2003ACL,
  title={A confidence limit for the empirical mode decomposition and Hilbert spectral analysis},
  author={Norden E. Huang and Man-li C. Wu and Steven R. Long and Samuel S. P. Shen and Wendong Qu and Per Gloersen and Kuang-Lung Fan},
  journal={Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences},
  year={2003},
  volume={459},
  pages={2317 - 2345}
}
  • N. Huang, Man-li C. Wu, Kuang-Lung Fan
  • Published 8 September 2003
  • Mathematics
  • Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences
The confidence limit is a standard measure of the accuracy of the result in any statistical analysis. Most of the confidence limits are derived as follows. The data are first divided into subsections and then, under the ergodic assumption, the temporal mean is substituted for the ensemble mean. Next, the confidence limit is defined as a range of standard deviations from this mean. However, such a confidence limit is valid only for linear and stationary processes. Furthermore, in order for the… 

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