  Hilbert-Huang Transform (HHT) is a novel data analysis technique for
nonlinear and non-stationary data. We present a time-frequency analysis of both
simulated light curves and an X-ray burst from the X-ray burster 4U 1702-429
with both the HHT and the Windowed Fast Fourier Transform (WFFT) methods. Our
results show that the HHT method has failed in all cases for light curves with
Poissonian fluctuations which are typical for all photon counting instruments
used in astronomy, whereas the WFFT method can sensitively detect the periodic
signals in the presence of Poissonian fluctuations; the only drawback of the
WFFT method is that it cannot detect sharp frequency variations accurately.
