Application of support vector regression machines to the processing of end effects of Hilbert–Huang transform

The end effects of Hilbert–Huang transform are represented in two aspects. On the one hand, the end effects occur when the signal is decomposed by empirical mode decomposition (EMD) method. On the other hand, the end effects occur again while the Hilbert transforms are applied to the intrinsic mode functions (IMFs). To restrain the end effects of Hilbert–Huang transform, the support vector regression machines are used to predict the signals before the signal is decomposed by EMD method, thus the end effects could be restrained effectively and the IMFs with certain physical sense could be obtained. For the same purpose, the support vector regression machines are used again to predict the IMFs before the Hilbert transform of the IMFs, thus the accurate instantaneous frequencies and amplitudes could be obtained and the corresponding Hilbert spectrum with physical sense could be acquired. The analysis results from the simulation and experimental signals demonstrate that the end effects of Hilbert–Huang transform could be resolved effectively by the time series forecasting method based on support vector regression machines which is superior to that based on neural networks.