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On the computational complexity of the empirical mode decomposition algorithm

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  • Wang, Yung-Hung
  • Yeh, Chien-Hung
  • Young, Hsu-Wen Vincent
  • Hu, Kun
  • Lo, Men-Tzung

Abstract

It has been claimed that the empirical mode decomposition (EMD) and its improved version the ensemble EMD (EEMD) are computation intensive. In this study we will prove that the time complexity of the EMD/EEMD, which has never been analyzed before, is actually equivalent to that of the Fourier Transform. Numerical examples are presented to verify that EMD/EEMD is, in fact, a computationally efficient method.

Suggested Citation

  • Wang, Yung-Hung & Yeh, Chien-Hung & Young, Hsu-Wen Vincent & Hu, Kun & Lo, Men-Tzung, 2014. "On the computational complexity of the empirical mode decomposition algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 159-167.
    • Handle: RePEc:eee:phsmap:v:400:y:2014:i:c:p:159-167
    DOI: 10.1016/j.physa.2014.01.020
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    References listed on IDEAS

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    4. Bashan, Amir & Bartsch, Ronny & Kantelhardt, Jan W. & Havlin, Shlomo, 2008. "Comparison of detrending methods for fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5080-5090.
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    Keywords

    EMD; EEMD; Time; Space; Complexity;
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