On the computational complexity of the empirical mode decomposition algorithm

Yung-Hung Wang, Chien-Hung Yeh, Hsu-Wen Vincent Young, Kun Hu and Men-Tzung Lo

Physica A: Statistical Mechanics and its Applications, 2014, vol. 400, issue C, 159-167

Abstract: It has been claimed that the empirical mode decomposition (EMD) and its improved version the ensemble EMD (EEMD) are computation intensive. In this study we will prove that the time complexity of the EMD/EEMD, which has never been analyzed before, is actually equivalent to that of the Fourier Transform. Numerical examples are presented to verify that EMD/EEMD is, in fact, a computationally efficient method.

Keywords: EMD; EEMD; Time; Space; Complexity (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (26)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:400:y:2014:i:c:p:159-167

DOI: 10.1016/j.physa.2014.01.020

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