ANALYZING NONSTATIONARY FINANCIAL TIME SERIES VIA HILBERT-HUANG TRANSFORM (HHT)

Patent №

US 7,464,006

Granted

2008-12-09

Filed 2004

Owner

NATIONAL AERONAUTICS AND SPACE ADMINISTRATION, UNITED STATES GOVERNMENT, AS REPRESENTED BY THE ADMINISTRATOR OF THE

Lab

AI components

1

planning

Assignment

Recorded

Dataset

AIPD

2023_r1 edition

Application

10963470

An apparatus, computer program product and method of analyzing non-stationary time varying phenomena. A representation of a non-stationary time varying phenomenon is recursively sifted using Empirical Mode Decomposition (EMD) to extract intrinsic mode functions (IMFs). The representation is filtered to extract intrinsic trends by combining a number of IMFs. The intrinsic trend is inherent in the data and identifies an IMF indicating the variability of the phenomena. The trend also may be used to detrend the data.

AI classification

Planning0.99
Machine learning0.09
Vision0.05
AI hardware0.00
Natural language0.00
Evolutionary computation0.00
Knowledge representation0.00
Speech0.00

Ownership

NATIONAL AERONAUTICS AND SPACE ADMINISTRATION, UNITED STATES GOVERNMENT, AS REPRESENTED BY THE ADMINISTRATOR OF THE

assignment · 158910036

Assignors

HUANG, NORDEN E.

On an employer assignment, the assignors are typically the inventors.

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