EMD.jl

Empirical Mode Decomposition in Julia

Usage

Install this way.

Pkg.add("https://github.com/jarrison/EMD.jl")

Set-up a signal to be decomposed using the EMD.

julia> using EMD, Plots
julia> t = LinRange(0,1.0,10^3)
julia> s = 3*sin.(2π*8*t) + sin.(2π*4*t)

Apply the decomposition with default values.

julia> imfs = sEMD(s)
julia> plot(imfs)

Typically we want fewer IMFs, the number of sifts will greatly affect the orthogonality of the resulting IMFs.

julia> imfs = sEMD(s,maximfs=5, nsifts=2)
julia> plot(imfs)

References

sfEMD

Order-Statistics envelopes for extracting IMFs.
(1) Li, H.; Hu, Y.; Li, F.; Meng, G. Succinct and Fast Empirical Mode Decomposition. Mech. Syst. Signal Process. 2017, 85 (August 2015), 879–895.

bEMD

B-Spline midpoint interpolation method.
(2) Li, H.; Wang, C.; Zhao, D. An Improved EMD and Its Applications to Find the Basis Functions of EMI Signals. 2015, 2015.