“…Empirical mode decomposition (EMD) is a fully data-driven method to decompose real world multicomponent signals into a reduced number of intrinsic mode functions (IMFs), which are typically AM-FM signals from which meaningful instantaneous amplitude and frequency are estimated [1], [2], [3], [4]. Properties of this decomposition, such as locality, completeness, data-driven nature and multi-resolution aspect, have made EMD a valuable tool for real world non-stationary signals analysis and particularly in deterministic situations [5], [6], [7], [8], [9], [10], [11]. For stochastic situations involving broadband noise, namely, fractional Gaussian noise (fGn), EMD acts as dyadic filter bank [12].…”