On the computational complexity of the empirical mode decomposition algorithm
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 Transf...
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| Published in | Physica A Vol. 400; pp. 159 - 167 |
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| Main Authors | , , , , |
| Format | Journal Article |
| Language | English |
| Published |
Elsevier B.V
15.04.2014
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| Subjects | |
| Online Access | Get full text |
| ISSN | 0378-4371 1873-2119 |
| DOI | 10.1016/j.physa.2014.01.020 |
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| 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.
•The order of the computational complexity of the EMD is equivalent to FFT.•Optimized program is proposed to speed up the computation of EMD up to 1000 times.•Fast HHT with optimized EMD/EEMD algorithm can operate in real-time. |
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| AbstractList | 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.
•The order of the computational complexity of the EMD is equivalent to FFT.•Optimized program is proposed to speed up the computation of EMD up to 1000 times.•Fast HHT with optimized EMD/EEMD algorithm can operate in real-time. 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. |
| Author | Hu, Kun Wang, Yung-Hung Yeh, Chien-Hung Lo, Men-Tzung Young, Hsu-Wen Vincent |
| Author_xml | – sequence: 1 givenname: Yung-Hung surname: Wang fullname: Wang, Yung-Hung organization: Research Center for Adaptive Data Analysis, National Central University, Chungli, Taiwan, ROC – sequence: 2 givenname: Chien-Hung surname: Yeh fullname: Yeh, Chien-Hung organization: Research Center for Adaptive Data Analysis, National Central University, Chungli, Taiwan, ROC – sequence: 3 givenname: Hsu-Wen Vincent surname: Young fullname: Young, Hsu-Wen Vincent organization: Research Center for Adaptive Data Analysis, National Central University, Chungli, Taiwan, ROC – sequence: 4 givenname: Kun surname: Hu fullname: Hu, Kun organization: Medical Biodynamics Program, Division of Sleep Medicine, Brigham and Women’s Hospital, Harvard Medical School, Boston, MA 02115, United States – sequence: 5 givenname: Men-Tzung surname: Lo fullname: Lo, Men-Tzung email: mzlo@ncu.edu.tw organization: Research Center for Adaptive Data Analysis, National Central University, Chungli, Taiwan, ROC |
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