This article considers extending the scope of the empirical mode decomposition (EMD) method. The extension is aimed at noisy data and irregularly spaced data, which is necessary for widespread applicability of EMD. The proposed algorithm, called statistical EMD (SEMD), uses a smoothing technique instead of an interpolation when constructing upper and lower envelopes. Using SEMD, we discuss how to identify non-informative fluctuations such as noise, outliers, and ultra-high frequency components from the signal, and to decompose irregularly spaced data into several components without distortions.
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