Algorithm 2 Frequency–Domain Feature Extraction.

Require: $[X_1,X_2,\cdots ,X_n]\in Q$ Ensure: $S_Q$  1: count ← 0  2: for $X_i$ in Q do  3:       for each time interval t do  4:             Statistics $\left(x_t\right)$  5:             if $count\le w$ then  6:                   $X\left(t\right)\left|\right|x_t$; where $\left|\right|$ stands for concatenation.  7:                   $count++$  8:             else  9:                   $X\left(t\right)\leftarrow x_2^w\left|\right|x_t$  10:            end if  11:            $S_{X\left(t\right)}\leftarrow HHT\left(X\left(t\right)\right)$; where $S_{X\left(t\right)}\in {\mathbb{R}}^{w\times w}$  12:       end for  13:       $S_{{\left(X\left(t\right)\right)}_{t=1,\cdots ,n}}\in S_Q$; where $S_Q\in {\mathbb{R}}^{w\times w\times n}$  14: end for