A New Fast EMD Algorithm for Streaming Data Analysis
Hu Li-ping,Song En-liang,Li Bao-qing,Yuan Xiao-bing
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Laboratory of Wireless Sensor Network, Shanghai Institute of Microsystem and Information Technology, Chinese Academy of Sciences, Shanghai 200050, China
A new fast EMD (Empirical Mode Decomposition) algorithm was developed relying on moving mean averages of the extrema as combinations of B splines and local stopping criteria estimating the symmetry of proto-mode function, which is suitable for streaming data analysis. Compared to classical EMD, both of time complexity and space complexity of the fast algorithm have been decreased markedly, and the decomposition precision retains. It is especially appropriate for streaming data analysis such as in occasion of war sensor networks for its timeliness and continuous intrinsic mode functions acquired.
Hu Li-ping;Song En-liang;Li Bao-qing;Yuan Xiao-bing.
A New Fast EMD Algorithm for Streaming Data Analysis[J]. Journal of Vibration and Shock, 2012, 31(8): 116-120