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Online Empirical Mode Decomposition

Abstract: 

The success of Empirical Mode Decomposition (EMD) resides in its practical approach to dissect non-stationary data. EMD repetitively goes through the entire data span to iteratively extract Intrinsic Mode Functions (IMFs). This approach, however, is not suitable for data stream as the entire data set has to be reconsidered every time a new point is added. To overcome this, we propose Online EMD, an algorithm that extracts IMFs on the fly. The two key elements of Online EMD are a sliding window to compute local IMFs, and a stitching procedure to gradually append local IMFs to the final result. Using synthetic data we show that the decomposition quality of Online EMD is similar to classical EMD. We also present results obtained with a real data set to expose the practical advantages of Online EMD when dealing with data stream or large data set.

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Paper Details

Authors:
Romain Fontugne, Pierre Borgnat, Patrick Flandrin
Submitted On:
28 February 2017 - 4:29am
Short Link:
Type:
Poster
Event:
Presenter's Name:
Romain Fontugne
Paper Code:
SPTM-P6.2
Document Year:
2017
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Document Files

icassp17_poster_onlineEMD.pdf

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[1] Romain Fontugne, Pierre Borgnat, Patrick Flandrin, "Online Empirical Mode Decomposition", IEEE SigPort, 2017. [Online]. Available: http://sigport.org/1491. Accessed: Jun. 22, 2017.
@article{1491-17,
url = {http://sigport.org/1491},
author = {Romain Fontugne; Pierre Borgnat; Patrick Flandrin },
publisher = {IEEE SigPort},
title = {Online Empirical Mode Decomposition},
year = {2017} }
TY - EJOUR
T1 - Online Empirical Mode Decomposition
AU - Romain Fontugne; Pierre Borgnat; Patrick Flandrin
PY - 2017
PB - IEEE SigPort
UR - http://sigport.org/1491
ER -
Romain Fontugne, Pierre Borgnat, Patrick Flandrin. (2017). Online Empirical Mode Decomposition. IEEE SigPort. http://sigport.org/1491
Romain Fontugne, Pierre Borgnat, Patrick Flandrin, 2017. Online Empirical Mode Decomposition. Available at: http://sigport.org/1491.
Romain Fontugne, Pierre Borgnat, Patrick Flandrin. (2017). "Online Empirical Mode Decomposition." Web.
1. Romain Fontugne, Pierre Borgnat, Patrick Flandrin. Online Empirical Mode Decomposition [Internet]. IEEE SigPort; 2017. Available from : http://sigport.org/1491