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Introduction to the Empirical Mode Decomposition Method
Introduction to the Empirical Mode Decomposition Method
  • 2012.07.18
  • Victor
  • www.mql5.com
This article serves to familiarize the reader with the empirical mode decomposition (EMD) method. It is the fundamental part of the Hilbert–Huang transform and is intended for analyzing data from nonstationary and nonlinear processes. This article also features a possible software implementation of this method along with a brief consideration of its peculiarities and gives some simple examples of its use.