Multidimensional empirical mode decomposition: Difference between revisions

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The advantage of this algorithm is that an optimized division and an optimized selection of PC/EOF pairs for each region would lead to a higher rate of compression and result into significantly lower computation as compared to a Pseudo BEMD extended to higher dimensions.
 
=== Fast multidimensional ensemble empirical mode decomposition ===
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For a temporal signal of length ''M'', the complexity of cubic spline sifting through its local extrema is about the order of ''M,'' and so is that of the EEMD as it only repeats the spline fitting operation with a number that is not dependent on ''M''. However, as the sifting number (often selected as 10) and the ensemble number (often a few hundred) multiply to the spline sifting operations, hence the EEMD is time-consuming compared with many other time series analysis methods such as Fourier transforms and wavelet transforms. The MEEMD employs EEMD decomposition of the time series at each division grids of the initial temporal signal, the EEMD operation is repeated by the number of total grid points of the ___domain. The idea of the fast MEEMD is very simple. As PCA/EOF-based compression expressed the original data in terms of pairs of PCs and EOFs, through decomposing PCs, instead of time series of each grid, and using the corresponding spatial structure depicted by the corresponding EOFs, the computational burden can be significantly reduced.