2 N. E. Huang
adaptive basis. An aprioridefined function cannot be relied on as a basis, no matter
how sophisticated the basis function might be. A few adaptive methods are available
for signal analysis, as summarized by Windrow and Stearns (1985). However, the
methods given in their book are all designed for stationary processes. For nonsta-
tionary and nonlinear data, where adaptation is absolutely necessary, no available
methods can be found. How can such a basis be defined? What are the mathemat-
ical properties and problems of the basis functions? How should the general topic
of an adaptive method for data analysis be approached? Being adaptive means
that the definition of the basis has to be data-dependent, an a posteriori-defined
basis, an approach totally different from the established mathematical paradigm
for data analysis. Therefore, the required definition presents a great challenge to
the mathematical community. Even though challenging, new methods to examine
data from the real world are certainly needed. A recently developed method, the
Hilbert–Huang transform (HHT), by Huang et al. (1996, 1998, 1999) seems to be
able to meet some of the challenges.
The HHT consists of two parts: empirical mode decomposition (EMD) and
Hilbert spectral analysis (HSA). This method is potentially viable for nonlinear
and nonstationary data analysis, especially for time-frequency-energy representa-
tions. It has been tested and validated exhaustively, but only empirically. In all the
cases studied, the HHT gave results much sharper than those from any of the tradi-
tional analysis methods in time-frequency-energy representations. Additionally, the
HHT revealed true physical meanings in many of the data examined. Powerful as it
is, the method is entirely empirical. In order to make the method more robust and
rigorous, many outstanding mathematical problems related to the HHT method
need to be resolved. In this section, some of the problems yet to be faced will be
listed, in the hope of attracting the attention of the mathematical community to
this interesting, challenging and critical research area. Some of the problems are
easy and might be resolved in the next few years; others are more difficult and will
probably require much more effort. In view of the history of Fourier analysis, which
was invented in 1807 but not fully proven until 1933 (Plancherel 1933), it should be
anticipated that significant time and effort will be required. Before discussing the
mathematical problem, a brief introduction to the methodology of the HHT will
first be given. Readers interested in the complete details should consult Huang et
al. (1998, 1999).
1.2. The Hilbert
Huang transform
The development of the HHT was motivated by the need to describe nonlinear
distorted waves in detail, along with the variations of these signals that naturally
occur in nonstationary processes. As is well known, the natural physical processes
are mostly nonlinear and nonstationary, yet the data analysis methods provide very
limited options for examining data from such processes. The available methods are
either for linear but nonstationary, or nonlinear but stationary and statistically de-