Describe the bug
When I used the EMD method, I can get a smoothed residual. However, if I used the CEEMD, I got a noised residual, the pattern is very fluctuated, such as a real noise term.
To Reproduce
Execute EMD on signal
model = PyEMD.EMD()
model.emd(s,T)
imfs, residue = model.get_imfs_and_residue()
N = imfs.shape[0]+2
plt.figure(figsize=(30,60))
Plot results
plt.subplot(N,1,1)
plt.plot(t, s, 'r')
plt.title("TSX60 index decomposition")
plt.xlabel("Time [s]")
for n, imf in enumerate(imfs):
plt.subplot(N,1,n+2)
plt.plot(t, imf, 'g')
plt.title("IMF "+str(n+1))
plt.xlabel("Time [s]")
Describe the bug When I used the EMD method, I can get a smoothed residual. However, if I used the CEEMD, I got a noised residual, the pattern is very fluctuated, such as a real noise term.
To Reproduce
Execute EMD on signal
model = PyEMD.EMD() model.emd(s,T) imfs, residue = model.get_imfs_and_residue()
N = imfs.shape[0]+2 plt.figure(figsize=(30,60))
Plot results
plt.subplot(N,1,1) plt.plot(t, s, 'r') plt.title("TSX60 index decomposition") plt.xlabel("Time [s]")
for n, imf in enumerate(imfs): plt.subplot(N,1,n+2) plt.plot(t, imf, 'g') plt.title("IMF "+str(n+1)) plt.xlabel("Time [s]")
plt.subplot(N,1,N) plt.plot(t, residue, 'r') plt.title("residue") plt.xlabel("Time [s]")
Format the x axis
plt.axes.xaxis.set_major_formatter(mdates.DateFormatter("%Y"))
plt.savefig('emd_example', dpi=120)
plt.show()
Expected behavior A clear and concise description of what you expected to happen.
Screenshots TSX60_index.csv TSX60_index.csv
If applicable, add screenshots to help explain your problem.
Running environment Provide operating system (OS) information, PyEMD version and describe virtual environment (if any).
Additional context Add any other context about the problem here.