Empirical mode decomposition (EMD) is a data-driven technique that decomposes a signal into several zero-mean oscillatory waveforms according to the levels of oscillation. Most of the studies on EMD have focused on its use as an empirical tool. Recently, Rilling and Flandrin [2008] studied theoretical aspects of EMD with extensive simulations, which allow a better understanding of the method. H...

This paper mainly forecasts the daily closing price of stock markets. We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ). We use the proposed technique, EMD-LLQ, to forecast two stock index time series. Detailed experiments are implemented for the proposed method, in which EMD-LPQ, EMD, and Holt-Winter ...

This paper makes a detailed analysis regarding the definition of the intrinsic mode function and proves that Condition 1 of the intrinsic mode function can really be deduced from Condition 2. Finally, an improved definition of the intrinsic mode function is given. Keywords—Empirical Mode Decomposition (EMD), HilbertHuang transform(HHT), Intrinsic Mode Function(IMF).

In this paper, a novel technique based on the empirical mode decomposition (EMD) methodology is proposed and examined for the noise-robustness of automatic speech recognition systems. The EMD analysis is a generalization of the Fourier analysis for processing non-linear and non-stationary time functions, in our case, the speech feature sequences. We use the first and second intrinsic mode funct...

Stock prices as time series are, often, non-linear and non-stationary. This paper presents an ensemble forecasting model that integrates Empirical Mode Decomposition (EMD) and its variation Ensemble Empirical Mode Decomposition (EEMD) with Artificial Neural Network (ANN) for short-term forecasts of stock index. In first stage, the data is decomposed into a smaller set of Intrinsic Mode Function...

The current gold market shows a high degree of nonlinearity and uncertainty. In order to predict the gold price, Empirical Mode Decomposition (EMD) was introduced into Support vector machine (SVM). Firstly, we used the EMD method to decompose the original gold price series into a finite number of independent intrinsic mode functions (IMFs), and then grouped the IMFs according to different frequ...

This paper presents a two-stage crackle detection algorithm combining Empirical Mode Decomposition (EMD) and a simple energy peak detector. A discussion is presented of the main issues arising in the implementation of the EMD stage and the solutions adopted. The algorithm was implemented in MATLAB® and preliminarily tested on an annotated 10-second respiratory sound file, without any prior syst...

Current methods for estimating event-related potentials (ERPs) assume stationarity of the signal. Empirical Mode Decomposition (EMD) is a data-driven decomposition technique that does not assume stationarity. We evaluated an EMD-based method for estimating the ERP. On simulated data, EMD substantially reduced background EEG while retaining the ERP. EMD-denoised single trials also estimated shap...

Empirical mode decomposition (EMD) is a fully unsupervised and data-driven approach to the class of nonlinear and non-stationary signals. A new approach is proposed, namely PHEEMD, to image analysis by using Peano– Hilbert space filling curves to transform 2D data (image) into 1D data, followed by ensemble EMD (EEMD) analysis, i.e., a more robust realization of EMD based on white noise excitati...

Hybrid model is a popular forecasting model in renewable energy related forecasting applications. Wind speed forecasting, as a common application, requires fast and accurate forecasting models. This paper introduces an Empirical Mode Decomposition (EMD) followed by a k Nearest Neighbor (kNN) hybrid model for wind speed forecasting. Two configurations of EMD-kNN are discussed in details: an EMD-...