On the computational complexity of the empirical mode decomposition algorithm

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

Research output: Contribution to journalArticlepeer-review

284 Scopus citations

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.

Original languageEnglish
Pages (from-to)159-167
Number of pages9
JournalPhysica A: Statistical Mechanics and its Applications
Volume400
DOIs
StatePublished - 15 Apr 2014

Keywords

  • Complexity
  • EEMD
  • EMD
  • Space
  • Time

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