Zero-crossing characteristics of intrinsinc Mode Functions for fractional Gaussian noise

In this paper the statistical characteristics of zero-crossing intervals (ZCI) and zero-crossing amplitudes (ZCA) (the time interval and the absolute value of extrema between two successive zero-crossings) of Intrinsic Mode Functions (IMF) extracted by Empirical Mode Decomposition (EMD) of fractional Gaussian noise (fGn) are studied. The probability distribution functions of ZCIs and ZCAs are obtained via extensive simulations and the results are provided. An analytical approach to the distribution function of ZCA's are also discussed. It is shown that the ZCI and ZCA distributions of the signal provides usefull information about the type of the analyzed noise.