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jaidevd / pyhht

Python toolbox for the Hilbert-Huang transform
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EMD not stable while data rolling on #60

Open BlockWaving opened 5 years ago

BlockWaving commented 5 years ago

Hi, I am testing pyhht to do rolling emd decomposition to de-trend time series. however, I find there are two issues, 1) with rolling test progress on, sometimes the residual emd's shape completely changed, and sometime later it could revert back to earlier one, this makes the de-trended data not stable and thus not usable. 2) with test rolling on, sometimes the number of imfs increase, sometimes decrease. I am using the default configuration, except set n_imfs = 5.
Is there a way control the two issues above?

Thanks and really appreciate sharing pyhht to community!

jaidevd commented 5 years ago

Hi @BlockWaving

Sorry for picking this up so late. Can you help me understand what rolling EMD is? Also, can you please share some instructions so that I can reproduce this issue?

Thanks a lot,