On the computational complexity of the empirical mode decomposition algorithm

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 Transf...

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Bibliographic Details
Published in:Physica A Vol. 400; pp. 159 - 167
Main Authors: Wang, Yung-Hung, Yeh, Chien-Hung, Young, Hsu-Wen Vincent, Hu, Kun, Lo, Men-Tzung
Format: Journal Article
Language:English
Published: Elsevier B.V 15.04.2014
Subjects:
Complexity
Computation
Computational efficiency
Decomposition
EEMD
EMD
Empirical analysis
Equivalence
Fourier transforms
Space
Statistical mechanics
Time
DIV
COMP
Space
ADD
IMFs
BFV
MUL
EEMD
Time
MEMD
EMD
Complexity
ISSN:0378-4371, 1873-2119
Online Access:Get full text
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Summary: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. •The order of the computational complexity of the EMD is equivalent to FFT.•Optimized program is proposed to speed up the computation of EMD up to 1000 times.•Fast HHT with optimized EMD/EEMD algorithm can operate in real-time.
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ISSN:0378-4371
1873-2119
DOI:10.1016/j.physa.2014.01.020