An analysis of quaternion-valued intrinsic mode functions (IMFs) within three dimensional empirical mode decomposition is presented. This is achieved by using the delay vector variance (DVV) method, which examines the signal predictability in phase space to assess the determinism and nonlinearity within the signal. The study illustrates that the contribution of the first few IMFs contain information related to the stochastic/nonlinear signal nature, whereas the lower order IMFs are largely deterministic. The analysis is supported by simulation results on a quaternion signal composed of linear/nonlinear benchmark signals and on real world wind data.
Naveed ur Rehman, Danilo P. Mandic