Multiscale zero-crossing statistics of intrinsic mode functions for white Gaussian noise

In this paper, the statistical characteristics of zero-crossing intervals and zero-crossing amplitudes (the time interval and the absolute value of extrema between two successive zerocrossings) of intrinsic mode functions of white Gaussian noise are studied. Intrinsic mode functions are extracted by empirical mode decomposition method. Numerous simulations are conducted and the probability distribution functions of zero-crossing intervals and amplitudes are obtained. Simulation results are included. These findings are important to determine the statistical significance of IMFs. These white noise-only case statistical characteristics can be used for signal detection and/or signal/noise separation and an efficient noise reduction can be achieved.