We present the application of a novel method of time-series analysis, the Hilbert-Huang Transform, to the search for gravitational waves. This algorithm is adaptive and does not impose a basis set on the data, and thus the time-frequency decomposition it provides is not limited by time-frequency uncertainty spreading. Because of its high time-frequency resolution it has important applications to both signal detection and instrumental characterization. Applications to the data analysis of the ground and space based gravitational wave detectors, LIGO and LISA, are described.