Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: a comparison study with detrended fluctuation analysis and wavelet leaders

Y. X. Huang, F. G. Schmitt, J. -P. Hermand +3

In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time…