eemd.rar_EEMD

% This is an EMD/EEMD program % % function allmode=eemd(Y,Nstd,NE) % % INPUT: % Y: Inputted data; % Nstd: ratio of the standard deviation of the added noise and that of Y; % NE: Ensemble number for the EEMD % OUTPUT: % A matrix of N*(m+1) matrix, where N is the length of the input % data Y, and m=fix(log2(N))-1. Column 1 is the original data, columns 2, 3, ... % m are the IMFs from high to low frequency, and comlumn (m+1) is the % residual (over all trend). % % NOTE: % It should be noted that when Nstd is set to zero and NE is set to 1, the % program degenerates to a EMD program. % % References can be found in the "Reference" section. % % The code is prepared by Zhaohua Wu. For questions, please read the "Q&A" section or % contact % zwu@fsu.edu % function allmode=eemd(Y,Nstd,NE) xsize=length(Y); dd=1:1:xsize; Ystd=std(Y); Y=Y/Ystd; TNM=fix(log2(xsize))-1; TNM2=TNM+2; for kk=1:1:TNM2, for ii=1:1:xsize, allmode(ii,kk)=0.0; end end for iii=1:1:NE, for i=1:xsize, temp=randn(1,1)*Nstd; X1(i)=Y(i)+temp; end for jj=1:1:xsize, mode(jj,1) = Y(jj); end xorigin = X1; xend = xorigin; nmode = 1; while nmode <= TNM, xstart = xend; iter = 1; while iter<=10, [spmax, spmin, flag]=extrema(xstart); upper= spline(spmax(:,1),spmax(:,2),dd); lower= spline(spmin(:,1),spmin(:,2),dd); mean_ul = (upper + lower)/2; xstart = xstart - mean_ul; iter = iter +1; end xend = xend - xstart; nmode=nmode+1; for jj=1:1:xsize, mode(jj,nmode) = xstart(jj); end end for jj=1:1:xsize, mode(jj,nmode+1)=xend(jj); end allmode=allmode+mode; end allmode=allmode/NE; allmode=allmode*Ystd;