Joint Empirical Mode Decomposition and Sparse Binary Programming for Underlying Trend Extraction

2013 ◽  
Vol 62 (10) ◽  
pp. 2673-2682 ◽  
Author(s):  
Zhijing Yang ◽  
Bingo Wing-Kuen Ling ◽  
Chris Bingham
2012 ◽  
Vol 591-593 ◽  
pp. 2072-2076 ◽  
Author(s):  
Ye Qu Chen ◽  
Wen Zheng ◽  
Xie Ben Wei

Huang’s data-driven technique of Empirical Mode Decomposition (EMD) is presented, and issues related to its effective implementation are discussed. Integrating signal directly will produce a trend, it will cause distortion and interfere with the calculation results. This paper discusses the reasons that cause the integrated signal trend, compares the different methods for extracting trend. The traditional steps use the linear fitting and a high-pass filter to remove low frequency signal to extract trend. This paper uses Empirical Mode Decomposition (EMD) method to extract integrated signals trend, discussed the advantages of Empirical Mode Decomposition (EMD) method in this case, proves that Empirical Mode Decomposition (EMD) has a good application in integrated signal trend extraction.


2012 ◽  
Vol 459 ◽  
pp. 377-380
Author(s):  
Yu Hua Dong ◽  
Jun Xing Zhang

This paper proposed a de-trend method for vibration signal of telemetry based on the empirical mode decomposition (EMD) by correlation coefficient matrix. The signal is decomposed to a series of intrinsic mode component and the remainder item by EMD. It mainly distinguishes between the remainder item and the signal trend, according to the correlation coefficient matrix to determine whether some intrinsic mode component belongs to the trend item or not. The results show that signal trends can be extracted accurately through the effective combination EMD with correlation coefficient matrix and the proposed method has good applicability for different signals and different trends.


2015 ◽  
Vol 742 ◽  
pp. 261-271 ◽  
Author(s):  
An Bing Zhang ◽  
Tian Yang Chen ◽  
Xin Xia Liu ◽  
Yu Jie Zhang ◽  
Yan Tao Yang

Analyses of GPS signals by wavelet algorithms and empirical mode decomposition (EMD) have demonstrated the strength of these techniques in discriminating signals from noise. However, the denoising precision seriously affects the final EMD error, especially for signals containing incremental developments in information. We present a new noise filter and trend extraction model based on the orthogonal wavelet transform and EMD. Simulated and real data are used to evaluate the proposed method. The results suggest that: 1) The orthogonal wavelet transform and EMD method can better mitigate the random errors hidden in periodic signals; 2) For signals with a linear trend, the orthogonal wavelet transform filtering method is superior to EMD. We suggest a method of trend extraction by EMD after noise filtering using the wavelet; 3) For signals with a nonlinear trend, theoretical analysis and simulation results show that the new noise filter and trend extraction model is superior to EMD and the simple combination of wavelets with EMD. The proposed approach not only extracts instantaneous features, but also reduces the number of decomposition layers of the signals and the cumulative errors in later decomposition. This method significantly improves the accuracy of the extracted deformation; 4) After mitigating the influence of multipath and other error effects with the new model, we attain millimeter accuracy for the vertical component position in GPS dynamic deformation.


2011 ◽  
Vol 03 (03) ◽  
pp. 363-383 ◽  
Author(s):  
FAROUK MHAMDI ◽  
JEAN-MICHEL POGGI ◽  
MÉRIEM JAÏDANE

In this paper, we investigate eligibility of trend extraction through the empirical mode decomposition (EMD) and performance improvement of applying the ensemble EMD (EEMD) instead of the EMD for trend extraction from seasonal time series. The proposed method is an approach that can be applied on any time series with any time scales fluctuations. In order to evaluate our algorithm, experimental comparisons with three other trend extraction methods: EMD-energy-ratio approach, EEMD-energy-ratio approach, and the Hodrick–Prescott filter are conducted.


Sign in / Sign up

Export Citation Format

Share Document