Thoughts on data science, statistics and machine learning.

Limitations of the Fourier Transform

My implementation of the Hilbert Huang transform (PyHHT) is quite close to a beta release. After nearly three years of inactivity, I’ve found some time to develop the PyHHT library in the last few weeks. In all this time many people have written to me about a lot of things - from the inability to use the module because of the lack of documentation, to comparison between the results of HHT and conventional time series analysis techniques.


Edge Effects in Empirical Mode Decomposition

It has been a little over three years since I started working on a Python implementation of the Hilbert Huang Transform. When I first presented it at SciPy India 2011 (video) it was just a collection of small scripts, without packaging, testing or even docstrings. Over time PyHHT has garnered some interest, and I have, since the last few weeks, found the time to regularly work on it. I have been able to come up with a decent implementation of empirical mode decomposition, pretty much in line with everything described in the original paper by Huang et al.


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