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Comparison between Windowed FFT and Hilbert-Huang Transform for Analyzing Time Series with Poissonian Fluctuations: A Case Study
作者姓名:Dong  Han  and  Shuang-Nan  Zhang
作者单位:Dong Han and Shuang-Nan Zhang Department of Engineering Physics & Center for Astrophysics,Tsinghua University,Beijing 100084; Department of Physics & Center for Astrophysics,Tsinghua University,Beijing 100084 Key Laboratory of Particle Astrophysics,Institute of High Energy Physics,Chinese Academy of Sciences,Beijing 100049
基金项目:Supported by the National Natural Science Foundation of China.
摘    要:Hilbert-Huang Transform (HHT) is a novel data analysis technique for nonlinear and non-stationary data. We present a time-frequency analysis of both simulated light curves and an X-ray burst from the X-ray burster 4U 1702-429 with both the HHT and the Windowed Fast Fourier Transform (WFFT) methods. Our results show that the HHT method has failed in all cases for light curves with Poissonian fluctuations which are typical for all photon counting instruments used in astronomy, whereas the WFFT method can sensitively detect the periodic signals in the presence of Poissonian fluctuations; the only drawback of the WFFT method is that it cannot detect sharp frequency variations accurately.


Comparison between Windowed FFT and Hilbert-Huang Transform for Analyzing Time Series with Poissonian Fluctuations: A Case Study
Dong Han and Shuang-Nan Zhang.Comparison between Windowed FFT and Hilbert-Huang Transform for Analyzing Time Series with Poissonian Fluctuations: A Case Study[J].Chinese Journal of Astronomy and Astrophysics,2006,6(4).
Authors:Dong Han  Shuang-Nan Zhang
Abstract:Hilbert-Huang Transform (HHT) is a novel data analysis technique for nonlinear and non-stationary data. We present a time-frequency analysis of both simulated light curves and an X-ray burst from the X-ray burster 4U 1702-429 with both the HHT and the Windowed Fast Fourier Transform (WFFT) methods. Our results show that the HHT method has failed in all cases for light curves with Poissonian fluctuations which are typical for all photon counting instruments used in astronomy, whereas the WFFT method can sensitively detect the periodic signals in the presence of Poissonian fluctuations; the only drawback of the WFFT method is that it cannot detect sharp frequency variations accurately.
Keywords:methods: data analysis - stars: oscillations (including pulsations) - X-rays: bursts
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