Ensemble Empirical Mode Decomposition of Australian monthly rainfall and temperature data

Abstract

Empirical Mode Decomposition (EMD), developed by Huang et al. (1998), is a form of adaptive time series decomposition. Traditional forms of spectral analysis, like Fourier, assume that a time series (either linear or nonlinear) can be decomposed into a set of linear components. However, as the degree of non-periodic behaviour and non-stationarity in a time series increases, the set of linear components describing that time series increases substantially when using Fourier techniques. In the physical sciences, time series are often non-periodic, more stochastic and even non-stationary, so Fourier based spectral analysis techniques often produce large sets of physically meaningless harmonics w..