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On the stopping criterion to apply the Hilbert Huang Transform

method to sea wave records

Article · January 2005

DOI: 10.1201/9781439833728.ch134

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 Maritime Transportation and Exploitation of Ocean and
Coastal Resources – Guedes Soares, Garbatov & Fonseca (eds)
© 2005 Taylor & Francis Group, London, ISBN 0 415 39036 2

On the stopping criterion to apply the Hilbert Huang Transform method

to sea wave records

R. Pascoal & C. Guedes Soares

Unit of Marine Technology and Engineering, Technical University of Lisbon, Instituto Superior Técnico,
Av. Rovisco Pais, Lisbon, Portugal

A.D. Veltcheva
IO-BAS, Bulgaria, Present address: ECOH Co. Yokohama, Japan

ABSTRACT: Some specific properties of the Hilbert Huang Transform (HHT) method are examined on the
basis of application of this new time series analysis method of nonlinear and non-stationary sea wave data. Field
data, collected at the Portuguese coast are used in this study. The performance and limitations of the Empirical
Mode Decomposition (EMD), a key part of HHT method, are discussed and examined in detail. The decomposi-
tion is based on the local characteristic time scale of the data and thus the wave data are decomposed into a finite
number of Intrinsic Mode Functions (IMF), a set that is unique to each record. An important step in HHT method
is to determine an adequate stopping criterion in order to obtain physically meaningful IMFs. In this study, several
stopping criteria are used and the Empirical Mode Decomposition is performed for the wave records. The confi-
dence limit for EMD is determined. The orthogonality of the sets of Intrinsic Mode Function is also checked. The
characteristics of the obtained sets of IMFs are compared in order to investigate the effect of stopping criterion on
the extracted modes. The contribution of different Intrinsic Mode Functions to the wave data is examined.

1 INTRODUCTION Actually there is no way to determine this from the

Nowadays it is still very common to use the assumption
of linearity, stationarity and homogeneity when analyz-
ing sea wave data. A number of numerical design pro-
cedures for ocean structures are also based on these
assumptions and need parameters determined under
these hypotheses. However a deeper insight of wave
data analysis will result not only in better understanding
of the sea wave phenomenon, but it will also enlarge the
horizon for improving dependent procedures.
It is a fact that most sea data are nonlinear to a
degree that should not be underestimated. For instance,
several design procedures are already using at least
second order theory to better model sensitive phenom-
ena such as wave impact on the bow of floating plat-
forms (Guedes Soares et al. 2004), or a green water
on the deck (Hellan et al. 2001). The wave theories
are based on perturbation methods together with fre-
quency domain analysis of the nonlinear wave differ-
ential equations, such that the analysis is based on
the appearance of sum and difference frequency
components.
Each record of wave elevation data is usually under-
stood as a realization of the elevation random variable.
data because the surface elevation, even for freely
propagating waves, is already a response of a dynamic
system to some form of excitation, such as wind for
instance, which itself is best modeled as a random
process.
The development of methods that do not assume
stationarity, and therefore do not assume ergodicity, is
a topic of research. The wavelet transform has been
applied for analysis of sea wave data, for instance by
Massel (2001), and by Liu and Mori (2000). The resolu-
tion in the time-frequency domain of the wavelet
spectrum is restricted due to the Heisenberg’s Uncer-
tainty Principle as the wavelet solves the resolution
dilemma only to a certain extent. Some nonparamet-
ric methods still rely on the assumption of slowly
varying processes and therefore apply “short span”
version of methodologies meant to be applied to sta-
tionary processes. An example of such a method is
the Short Time Fourier Transform, or the spectrogram
(Guedes Soares and Cherneva 2004) frequently used
to produce time-frequency power spectral densities.
There are also adaptive parametric methods such as the
Adaptive Auto-Regressive method. The effort has been
to make no assumption whatsoever of linearity or

1113
slow variation of the averages (all types – autocorre-
lation and higher order included). The last result of
research in this direction is probably the Hilbert-
Huang Transform (HHT). HHT method uses the data
itself to determine the adequate time scales but assumes
no prior knowledge of the underlying dynamics, as
discussed by Veltcheva et al. (2005).
A major step in the HHT method is the identifica-
tion and extraction of the intrinsic time scales of the
data by Empirical Mode Decomposition (EMD) into a
set of Intrinsic Mode Functions (IMF), orthogonal to a
desired precision. This is a remarkable result, provid-
ing a link to the much explored normal modes in linear
systems. An important constraint during this step is to
have a stopping criterion, one that leads to physically
meaningful IMFs, and this is discussed in detail here.
Interestingly, a formal presentation of the existence of
normal modes in nonlinear systems has been set up and
methods used in the analysis of nonlinear dynamic sys-
tems have been introduced by Vakakis et al. (1996).
Several stopping criteria, like Cauchy convergence
criterion (Huang et al. 1998), simplified stopping cri-
terion (Huang et al. 1999), confidence limit of HHT
(Huang 2003) and stopping criterion proposed by
Rilling et al. (2003), are utilized in the decomposition
of wave data in this work.
The characteristics of the obtained sets of IMFs are
compared in order to investigate the effect of the stop-
ping criterion on the extracted modes. The ability of
the Empirical Mode Decomposition to extract the dif-
ferent oscillation modes, embedded in the sea surface
elevation records, is demonstrated. The contribution
of different Intrinsic Mode Functions to the wave data
is examined.
2 HILBERT HUANG TRANSFORM METHOD
The Hilbert Huang Transform method relies on data
sifting according to an intrinsic time scale. A time
interval between successive extremes in the time series
is defined as a relevant time scale. The main idea of
EMD is first to identify the time scale that will reveal
the physical characteristics of the studied process
recorded as a time series, and to extract them into
Intrinsic Mode Functions. The EMD is a data sifting
process to eliminate locally riding waves as well as to
eliminate locally the asymmetry of the time series
profile. A procedure for data sifting and several appli-
cations of HHT method are presented in Huang et al.
(1998, 1999). On the basis of the results of EMD of
the field wave data, Veltcheva (2002) investigated wave
and group transformation in the coastal zone. The
energy hierarchy of Intrinsic Mode Functions in decom-
position of wave records was examined by Veltcheva
and Guedes Soares (2004) to identify the components
of wave spectra.
1114
The time series X(t) is first decomposed by EMD
into a finite number, n, IMF, Cj, j
1, n, which extract
the energy associated with various intrinsic time scales
and residual rn. The superposition of the IMF and the
residues reconstruct the data record:
(1)
By definition, an IMF has to satisfy two conditions.
First, the number of extremes must be equal or differ
at most by one from the number of zero-crossings,
which is similar to the traditional narrow band require-
ments for the stationary Gaussian process. In practice
this condition corresponds to elimination of riding
waves in the time series. Second, at any point the
mean value of the envelope, defined by the local max-
ima and the envelope defined by the local minima is
zero. These upper and lower envelopes are determined
by using cubic splines as suggested by Huang et al.
(1998). This second condition ensures a phase function
without bias and consequently well-defined instanta-
neous frequency. The important condition for IMF is
that only one maximum or minimum exists between
successive zeros. The sifting process of the EMD is
repeated until some conditions, termed as a stopping
criterion, are satisfied.
The set of IMF obtained in this way is unique and
specific for the particular time series, since it is based
on and derived from the local characteristics of these
data. IMF could be considered as a more general case of
the simple harmonic functions, but it can be claimed
that, due to their specific derivation, IMF have also a
physical meaning in addition to mathematical one.
In the second step of data analysis, the Hilbert
transform is applied to these IMF:
(2)
where P indicates the Cauchy principal value. The
amplitude aj, the phase
j and the instantaneous fre-
quency j are calculated by
(3)
(4)
(5)
Using (3), (4) and (5) the original data X(t) can be
expressed as a real part (Re) of the complex expansion

(6)
which is considered as a generalized form of the Fourier
expansion. Here both amplitude aj(t) and instantaneous
frequency j(t) are function of time t in contrast with
the constant amplitude and frequency in the Fourier
expansion.
The frequency-time distribution of the squared
amplitude is designated as Hilbert spectrum H(, t).
3 STOPPING CRITERION OF THE EMD
The important step in the HHT method is the deter-
mination of the stopping criterion in order to obtain
physically meaningful IMFs. The sifting process is ter-
minated when some conditions are fulfilled. Huang
et al. (1998) introduced the Cauchy convergence cri-
terion for stoppage of the sifting process by limiting
the size of the standard deviation , computed from
two consecutive sifting results
(7)
where hj,k1 and hj,k are candidates to be the “j” IMF Cj,
obtained on the k  1 and k step, respectively of the sift-
ing procedure, and T is the duration of the data record.
Huang et al. (1998) discussed in detail the specific
peculiarities of the sifting process and proposed some
values for the limit . The choice of the value of  is
not clear from a physical point of view. This stoppage
criterion is not connected with specific peculiarities
of given data series and seems to be subjective one.
Later Huang et al. (1999) stressed that the Cauchy con-
vergence criterion “should be used with great care,
because the deviations between successive sifting are
controlled primarily by the appearance of new extremes
from their previously hidden state”.
The criterion (7) was revised and a simplified form
for stopping proposed by Huang et al. (1999): the sifting
process has to stop when the number of extremes equals
the number of zero-crossings for S successive sifting
steps. This new simplified stoppage criterion relied on
the peculiarities of the specific data series. Although it
has the advantage of having a physical motivation, the
choice of value of S still remains an open question.
The number of successive steps, S, of the simpli-
fied criterion or limit  of Cauchy stopping criterion
is a free parameter of sifting. Different sets of IMFs
will be produced by EMD for different values of S or .
There is no generally accepted criterion about how to
choose these parameters in order to obtain meaningful
results. Huang et al. (2003) provided good guidelines
1115
in this direction, determining a confidence limit for
the EMD. Several sets of IMF are obtained by EMD,
performed by different stopping criterion S and their
mean and standard deviation are calculated. Next, the
variation of the deviation of the individual cases from
the mean is examined in order to find a range of stop-
ping criteria S, that produce relatively stable results in
either IMFs or the Hilbert spectrum. As especially
stressed by Huang et al. (2003) the confidence limit
can be applied to individual IMF, if the number of
IMF in the ensemble is the same. Whenever the num-
ber of IMF is not same in different IMF sets then, the
confidence limit has to be applied to the Hilbert spec-
tra. The last is the situation observed in this work and it
is the most general, so the confidence limit is applied
to Hilbert spectra here.
The sifting is performed for several values of param-
eter S and the mean value of the Hilbert spectrum is
determined as
(8)
where H(Sj)


H(, t) ddt is the integration over
time and frequency of the Hilbert spectrum H(, t),
when the EMD is performed by parameter S
Sj.
The squared deviation of each individual case from
this mean is
(9)
The parameter S is then determined from the min-
imal sd(Sj) range.
Additionally the orthogonality index (OI)
(10)
is checked as a function of stopping criterion S. The OI
provides a criterion to reject those IMF sets that are
non-orthogonal to the desired degree and it should be
as close to zero as possible because it corresponds to
a scaled sum of the absolute value of covariance matrix
off diagonal terms.
Other stopping criteria have been proposed, by
Rilling et al. (2003) who introduced thresholds that
force the final IMF to have globally low fluctuations
of the mean value but that allow locally large signal
excursions. These criteria have been put in the form of
three parameters, two thresholds, herein designated
by a and b, and one that controls the portions (in per-
cent) of signal for which the thresholds apply, called
. The threshold, a, that prescribes how much the
mean, m(t), can fluctuate with respect to the excursion
extremes, emax(t) and emin(t), is such that q(t)  m(t)/
(emax(t)  emin(t))  a for 1  . The other allows for
the locally large fluctuations of the mean q(t)  b and
they are chosen such that a  b and  is small. Rilling
et al. (2003) have proposed as defaults a
0.05,
b
10a and 
5%.
These proposed values are not connected with
peculiarities of the given data series and seem to be
subjective ones. It is thought they should be determined
in a way analogous to parameter S of confidence limit
of simplified criterion. Several combinations of (a, b)
have been used, the EMD was performed for each pair
and Hilbert spectrum H(, t) was calculated. The dif-
ferences between individual cases of Hilbert spec-
trum, integrated over time and frequency, and the overall
mean was computed. The optimal values of the pair
(a, b) are determined from the range, where the dif-
ferences reach a local minimum. This opens the possi-
bility of using some automated optimization procedure
to find the optimal value of the pair (a, b).
4 DATA
The field data of sea surface elevation used in this
work was collected at Figueira da Foz, Portugal, dur-
ing the period from March to June of 1994 (Paillard
et al. 2000). The measurements were performed by a
wave rider buoy at a depth of 90 m. The sea surface
elevation records are 20 min long at a sampling data
rate of 0.78 sec.
The peculiarities of the EMD and the importance
of the stopping criterion is demonstrated on the basis
of the application of EMD to three records, represent-
ing different types of sea states, and it is discussed in
detail here. The energy spectra of these selected records
are shown in Figure 1. The spectra of record 13 and
17, shown by dotted and thin line, are one peaked
and correspond to swell with peak period Tp
16.7 s
and wind waves with Tp
7.7 s respectively. The data of
record 11 represent a mixture of two wave systems and
has a two peaked spectrum, thick solid line, with first
peak period Tp1
9.5 s and second one Tp2
16.0 s.
1.0E+01
1.0E+00
0 0.05 0.1 0.15 0.2
Fourier Spectrum [m2.s]
1.0E-01
1.0E-02
1.0E-03
1.0E-04
frequency [Hz]
Figure 1. Fourier spectra of the wave records.
5 RESULTS OF FIELD DATA ANALYSIS
The choice of the stoppage criterion is important for
the sifting process as mentioned before. In this work an
attempt is made to investigate the effect of the stop-
page criterion on the proper extraction of the embed-
ded oscillations in the data.
The EMD is performed by selecting different stop-
ping criteria.
5.1 Stopping criterion
The limit  of Cauchy convergence criterion can be
considered as a size of the sieve, by which the sifting
process of EMD is performed. The number n of IMF
is examined as a function of  and results are pre-
sented in Figure 2 as the data of records 11, 13 and 17
are used together. The number n of IMF increases
with reduction of the limit .
The influence of the stopping criterion on the spec-
tral characteristics of IMF is investigated. The zero-th
moment mC0 j is proposed as a measure of integrally
determined energy of Cj IMF. The spectral peak fre-
quency of IMF fpCi is utilized as the representative fre-
quency. The peak frequency fp is determined here by
the simplest method, as a selection of the frequency
associated with the maximum spectral ordinate.
The uncertainty in the estimation of the spectral
peak frequency can be significant. However, it decreases
with increasing degrees of freedom of the spectral
estimates and with decreasing values of the normal-
ized frequency resolution df/fp, where df is the fre-
quency resolution (Young 1995). Here the normalized
frequency resolution is less than 0.05 and thus the
spectral peak frequency fp is determined with com-
paratively little variability.
The energy mC0 i and peak frequency fpCi of the Ci
IMF from record 11 are presented as a function of 
in Figure 3(a) and (b), respectively. For simplicity
20
Record 17
15
Number of IMF n
Record 13
Record 11
0.25 0.3
10
5
1.0E-08 1.0E-06 1.0E-04 1.0E-02 1.0E+00
ε
Figure 2. Number of IMF as a function of limit  of Cauchy
convergence criterion.
1116
only characteristics of the first five IMF of the
decomposition are drawn. The characteristics of the
IMF, determined by the utilization of the simplified
stoppage criterion are also listed in Table 1.
There is a tendency of increasing of the peak fre-
quency of IMF with decreasing of the limit . Utilizing
a finer size of the sieve, i.e., a small value of , shifts
the peak frequency f PCi of the IMF Ci into a higher fre-
quency range.
The two dominant wave oscillations of record 11
are well separated by EMD with the simplified stop-
page criterion and by criterion with limit 
104.
Similar estimations of energy and peak frequency are
provided by both stoppage criteria for some value of
the limit . Thus, with a special choice of limit , the
Cauchy convergence criterion and the simplified cri-
terion can be considered identical. However, it is
difficult to choose in advance the proper value of the
limit  of the Cauchy convergence criterion. The sim-
plified stoppage criterion relies on the specific pecu-
liarities of the data and it is physically well founded
and thus less subjective.
The confidence limit for the EMD is first deter-
mined as a sifting process performed for 10 selected
numbers of S: 3, 4, 5, 6, 7, 8, 9, 10, 15 and 20. The
squared deviation sd of the individual cases from an
ensemble mean for the 10 Hilbert spectra of records
11, 13 and 17 are presented in Figure 4. The variation
of orthogonal index OI as a function of stoppage num-
ber S is also shown in the same figures. The range of
stopping number S, where the difference from the
computed ensemble mean has a minimum, is deter-
mined for each record. For record 11 and 17 the range
of S, where sd has a minimum is 5–10, while for
record 13 it is 4–9. The orthogonality index, OI, has
also small values for these values of S and thus the
obtained sets of IMF could be considered orthogonal
too for these values of S. All wave records are ana-
lyzed in this way to determine firstly the confidence
limit for the Empirical Mode Decomposition.

x102
2 0.2
sd (a)
OI
1.5 0.15

OI
sd

1 0.1

0.5 0.05

0 0
0 3 6 9 12 15 18 21
S

x103
8 0.2
sd
OI (b)
6 0.15

0.1
sd

4
OI

2 0.05

0 0
0 3 6 9 12 15 18 21
S
Figure 3. Spectral characteristics of IMF as a function of x103
limit , (a) energy (b) spectral peak frequency. 3
sd
0.2
(c)
2.5 OI
0.15
2
Table 1. Characteristics using the
OI
sd

1.5 0.1
simplified stopping criterion.
1
0.05
IMF m0 fp 0.5

0 0
C1 0.0070 0.3400 0 3 6 9 12 15 18 21
S
C2 0.0228 0.1125
C3 0.0206 0.0600
C4 0.0046 0.0500 Figure 4. The orthogonal index OI and squared deviation
C5 0.0003 0.0275 sd as a function of stopping number S for (a) record 11 (b)
record 13 and (c) record 17.

1117
 100 Wave Data
C1
C2
C3
(b) C4
C5
C6
-1 C7
10
C8
C9
Fourier Spectrum

Figure 5. Level plot for the value (H  Hm)2, record 13. 10

-2

Next the Confidence limit for Rilling et al. (2003)

EMD algorithm is determined. Figure 5 represents the -3
10
surface plot for the values squared deviation, [H  Hm]2
for record 13. It is seen that independently of the rela-
tion a  b, that should be fulfilled due to physical con-
10-4
sideration, allowing strong local oscillations of the 0 0.05 0.1 0.15 0.2 0.25

envelope mean, it is further required that the values of Frequency [Hz]

a and b should be above a certain limit or else there is

over sifting. This limit is data dependent.
It has been observed that the minimization problem
is extremely sensitive. In Figure 5 the values greater
50 have been flattened to 50 so that the fine ridges of
low values can be distinguished. The minimum may
sometimes be found surrounded by much larger val-
ues, as practically happens in Figure 5. This indicates
that, to find the best EMD, the procedure should
always be carried out for useful combinations of (a, b)
to find the minimum to a desired precision. Maybe
global search routines, such as genetic algorithms, can
be used to this end.
5.2 Comparison of sets of IMF, determined by
different criteria
The effect of stopping criterion on the decomposition
is examined. The spectrum of wave record and its
IMF are calculated. The set of IMF are determined by
using the simplified stopping criterion and the criteria
proposed by Rilling et al. (2003). The spectra of IMF of
record 11, determined by sifting for S
7 successive
times are shown in Figure 6(a), while Figure 6(b) pres-
ents the results of EMD by Rilling’s criterion with
Figure 6. Spectrum of record 11 and its IMF, determined
by (a) simplified stopping criterion (b) Rilling’s criterion.
parameters a
0.045, b
0.21. These values of sift-
ing are determined from the confidence limit of HHT
method, discussed in details above.
The Fourier spectrum is estimated as an average of
the raw spectra, calculated in the overlapped segments,
by which the wave record is divided. The spectral esti-
mations are also smoothed with a Hamming window.
Under a sampling rate of these data, the highest fre-
quency of Fourier spectrum is 0.64 Hz, but for clear-
ness only until 0.25 Hz is shown.
A mixture of two wave systems is registered in the
record 11, whose Fourier spectrum is correspond-
ingly two-peaked, shown in thick solid line in Figure
6(a). These two dominant wave oscillations are well
separated by the EMD method into two different IMF-
C2 and C3 by both stopping criteria. The spectrum of
the first IMF C1, shown by a line with stars, covers
very well the tail of the wave spectrum. The peaks of
the spectrum of second C2 (open circles line) and third
C3 (open triangles line) components well coincide

1118
 Wave Data
Wave Data C1
C1 0 (b) C2
C2
10 C3
C3 C4
0 C5
10 (b) C4
C5 C6
C6 C7
C7 C8
-1
C8 10 C9
C9
-1
10
Fourier Spectrum
Fourier Spectrum

-2
10
-2
10

-3
10
10-3

-4
10
-4 0 0.05 0.1 0.15 0.2 0.25
10
0 0.05 0.1 0.15 0.2 0.25 frequency [Hz]
frequency [Hz]

Figure 8. Spectrum of record 17 and its IMF, determined

Figure 7. Spectrum of record 13 and its IMF, determined
by (a) simplified stopping criterion (b) Rilling’s criterion.
with the major two peaks of spectrum of sea surface
elevation in both Figure 6(a) and 6(b).
The swell type of waves prevails in the data of record
13 – Figure 7. The sifting is performed with S
6 for
simplified criterion and a
0.035 and b
0.14 for
Rilling’s criterion. For this wave system, the second C2
IMF, whose spectrum is presented by open circle line in
Figure 7(a) and 7(b), carries the largest part of the
embedded energy in the record of sea surface elevation.
Record 17 contains mainly young short wind waves.
The wave spectrum of record 17 and its IMF are pre-
sented in Figure 8, as S
9 and a
0.045, b
0.08,
respectively. The largest part of wave energy is extracted
into the first C1 IMF by both simplified and Rilling’s
criteria, whose spectrum is shown by the line with
asterisks in Figure 8(a) and 8(b).
Qualitatively and quantitatively the results for Record
11 and 13 are very similar, but for Record 17 it is seen
the distribution of energy density of C3 is very differ-
ent, with Rilling’s criteria estimating that most energy
is close to the peak frequency of the signal while the
by (a) simplified stopping criterion (b) Rilling’s criterion.
simplified criterion estimates that energy is at a much
lower frequency, 0.0925 Hz against 0.040 Hz, respec-
tively. There is a small hump on the signal spectrum
for a frequency between 0.095–0.0975 Hz that appar-
ently is what has been picked up by C3 using Rilling’s
criteria but the origin of the hump is not directly
understood from simple wave-wave interaction because
around the peak frequency and EMD considers it to
be a unique mode.
The energy and time characteristics of individual
IMF are estimated and compared with wave charac-
teristics in order to estimate quantitatively the contri-
bution of different IMF to the wave data.
The spectral characteristics of records 11, 13 and
17 and their IMF, as determined by the simplified
stopping criterion, are presented on the two leftmost
columns of Table 2 to Table 4. The energy of the IMF
with index higher than 4 is significantly lower than
the energy of the first four IMF. This tendency is con-
firmed by the analysis of all other records, considered
in this study. From energetic point of view, the first
four IMF contribute mainly to the energy contents of

1119
Table 2. Spectral characteristics for record 11. wave data, measured at 90 m depth. Shallow water
records of sea surface elevation could be dominated
Record 11, m0
0.055, fp1
0.0600, fp2
0.1125 by large low frequency waves and their decomposi-
tion picture data will be quite different. For complete
Rilling et al. (2003)
description of the analyzed data, the complete set of
Simplified criterion criterion
all IMF is necessary.
IMF fp [Hz] m0 [m2] fp [Hz] m0 [m2] In the two rightmost columns of Table 2 to Table 4
are presented the spectral characteristics of the IMF
C1 0.3400 0.0070 0.3400 0.0070 determined from Rilling et al. (2003) criteria. In com-
C2 0.1125 0.0228 0.1050 0.0228 parison with the results obtained from the simplified
C3 0.0600 0.0206 0.0600 0.0201 stopping criteria it is possible to find that both lead to
C4 0.0500 0.0046 0.0500 0.0048 EMD with most energy concentrated in the first four
C5 0.0275 0.0003 0.0300 0.0006 IMF. There are however differences in the spectral
C6 0.0100 0.0003 0.0100 0.0003 characteristics. For record 11, energies are within 5%
C7 0.0075 0.0002 0.0075 0.0001
C8 0.0050 9.3E5 0.0025 2.0E5
relative error reached at C4 (assuming the smaller value
C9 0.0050 1.1E4 0.0025 1.0E6 as correct) and spectral peak is within 7% reached at
C10 0.0050 1.0E6 0.0000 0.0E0 C2. It is relevant to note that the peak periods are
exactly the same for both criteria when comparing C1,
C3 and C4 from both criteria. For record 13, spectral
peak for C1 is very different as determined from both
Table 3. Spectral characteristics for record 13. criteria and this happens because of some slight shifts
of energy, other three are exactly equal. Record 17 has
Record 13, m0
0.1329, fp
0.0575 some large differences starting at C3 especially due to
a shift in energy to C2 as determined with Rilling’s
Rilling et al. (2003) criteria.
Simplified criterion criterion In any case it is interesting to note the following, as
IMF fp [Hz] m0 [m2] fp [Hz] m0 [m2]
per conventional frequency domain analysis; for record
11, C3 has the frequency of the signal’s first spectral
C1 0.3550 0.0041 0.0550 0.0059 peak, C2 has approximately the same frequency of the
C2 0.0675 0.0382 0.0675 0.0391 signal’s second peak and C4 corresponds to the differ-
C3 0.0575 0.0746 0.0575 0.0698 ence frequency between the two peaks. Thus some of
C4 0.0325 0.0056 0.0325 0.0035 the dominant IMF may correspond to modes of wave-
C5 0.0200 0.0010 0.0200 0.0009 wave interaction as conventionally described through
C6 0.0100 0.0002 0.0125 0.0002 sum and difference frequencies with the important
C7 0.0050 0.0002 0.0050 0.0002 particularity that the amplitude is not constant.
C8 0.0050 3.2E5 0.0025 1.1E5
C9 0.0050 3.0E6 0.0000 3.0E6
C10 0.0050 3.0E6 0.0000 0
6 CONCLUSIONS

Table 4. Spectral characteristics for record 17. The EMD methodology provides a new look at wave
data in a manner that can be considered a generaliza-
Record 17, m0
0.1113, fp
0.1275 tion of linear normal modes. There is however a bulk of
the understanding that still relies on frequency domain
Rilling et al. (2003) analysis in a traditional sense, which is based on lin-
Simplified criterion criterion
earity, but in this case the analysis is performed on the
IMF fp [Hz] m0 [m2] fp [Hz] m0 [m2] IMFs and not directly on the signal.
The EMD depends on adequate criteria to attain a
C1 0.1275 0.0871 0.1300 0.0620 reliable estimate of the IMFs. It has been shown that
C2 0.1125 0.0299 0.1150 0.0437 different criteria may lead to slightly different decom-
C3 0.0400 0.0022 0.0925 0.0043 positions, but the fact that there is a search for the
C4 0.0200 0.0004 0.0300 0.0006 minimum deviation of the Hilbert spectrum from the
C5 0.0100 0.0002 0.0175 0.0003 average based on several parameter combinations,
C6 0.0050 0.0004 0.0150 0.0002 appears to be a strong indication that the IMFs are
C7 0.0050 0.0001 0.0075 0.0003 adequate representation of the nonlinear modes that
C8 0.0025 3.5E5 0.0025 3.0E6
C9 0.0025 9.0E6 0.0000 0
form the original signal. It is extremely important that
C10 0.0000 1.0E6 0.0000 0 such determinism exists, because otherwise there would
be no basis to using one or other decomposition.

1120
 It has been shown that in double peaked spectra,
IMFs will contain information that is directly related
to wave-wave interaction as per conventional frequency
domain analysis, but richer because the amplitude is
variable.
The Intrinsic Mode Functions are data dependent
and finite number, about 10 or less are sufficient for
full reconstruction of ocean wave records.
ACKNOWLEDGMENTS
Work of the first author has been financed by the grant
SFRH/BD/10527/2002 from the Portuguese Foundation
for Science and Technology (Fundação para a Ciência
e Tecnologia).
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