Empirical mode decomposition(EMD) is a signal processing technique to decompose data set into several intrinsic mode functions(IMF) by a sifting process.
经验模式分解（EMD）通过筛分过程将原始信号分解成若干个基本模式分量（IMF），可看作无需预设带宽的自适应高通滤波方法。
First we employ EMD method to decompose the crude oil prices in NYMEX, and obtain a series of intrinsic mode function (IMF), which are stationary and of strong periodicity, and a trend term.
首先利用EMD方法对NYMEX市场的原油期货价格进行分解，得到一系列平稳且具有较强周期性的本征模函数(IMF)和一个趋势项。
应用推荐