Statistical significance test of Hilbert-Huang transformation
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I am using empirical mode decomposition and Hilbert-Huang transformation to detect trend of sea level rise. However, I need to perform statistical significance test to identify the suitability of the intrinsic mode functions (IMFs) and residuals. Matlab provides instantaneous energy at each point in the IMF. But I don't know the way to use instantaneous energy at each point to mean normalized energy. How I can estimate mean normalized energy and mean period of each IMF to perform significance test of IMFs?
Thanks in advance.
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