arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1707.00487stat.CO
收藏

Libeemd简介:一个用于执行集合经验模态分解的程序包

Introducing libeemd: A program package for performing the ensemble empirical mode decomposition

P. J. J. Luukko, J. Helske, E. Räsänen

摘要:

集成经验模式分解(EEMD)及其完全变体(CEEMDAN)是自适应的,噪声辅助的数据分析方法,改进了普通的经验模式分解(EMD)。所有这些方法将可能的非线性和/或非平稳时间序列数据分解成由瞬时频率分离的有限数量的分量。这种分解提供了一种强大的方法来研究给定时间序列数据背后的不同过程,并提供了一种将短时间尺度事件与一般趋势分开的方法。我们提出了一个免费的软件实现的EMD,EEMD和CEEMDAN,并给出了一个概述的EMD方法和分解中使用的算法。我们发布了我们的实现libeemd,目的是为任何有兴趣在时间序列数据分析中使用(E)EMD的人提供一个用户友好,快速,稳定,良好记录和易于扩展的EEMD库。虽然用C编写是为了提高数值效率,但我们的实现包括Python和R语言的接口,其他语言的接口也很简单。

英文摘要:

The ensemble empirical mode decomposition (EEMD) and its complete variant (CEEMDAN) are adaptive, noise-assisted data analysis methods that improve on the ordinary empirical mode decomposition (EMD). All these methods decompose possibly nonlinear and/or nonstationary time series data into a finite amount of components separated by instantaneous frequencies. This decomposition provides a powerful method to look into the different processes behind a given time series data, and provides a way to separate short time-scale events from a general trend. We present a free software implementation of EMD, EEMD and CEEMDAN and give an overview of the EMD methodology and the algorithms used in the decomposition. We release our implementation, libeemd, with the aim of providing a user-friendly, fast, stable, well-documented and easily extensible EEMD library for anyone interested in using (E)EMD in the analysis of time series data. While written in C for numerical efficiency, our implementation includes interfaces to the Python and R languages, and interfaces to other languages are straightforward.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑