Water Science and Technology Library: Hilbert-Huang Transform Analysis of Hydrological and Environmental Time Series by E. -C. Hsu and A. R. Rao (2010, Trade Paperback)
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The EMD also works as a filter to extract the variability of signals with different scales and is applicable to non-linear and n- stationary processes. There are no exercises, although the book could be used in a teaching setting.