...and noise. Lots of noise.
I wrote, "there is probably an N-year periodic component, some shorter-period components, and a linear trend."
I should have written, "there is probably an N-year periodic component, some shorter-period components, a linear trend, and noise."

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18 Dec 2014

Hilbert-Huang Transform
This submission is a realization of the Hilbert-Huang transform (HHT).

I have a question about the applicability of HHT/EMD.
Suppose I have a time series dataset in which there is probably an N-year periodic component, some shorter-period components, and a linear trend. Unfortunately, my dataset is considerably shorter than N years. My goal is not to find the periodic components (though that would be mildly interesting), but to more accurately find the linear trend, by removing the influence of the periodic components.
Is HHT/EMD useful for this? Can it help me make a more accurate determination of the linear trend than simple linear regression analysis would do?

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03 Nov 2014

Hilbert-Huang Transform
This submission is a realization of the Hilbert-Huang transform (HHT).

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