EMD: A Package for Empirical Mode Decomposition and Hilbert Spectrum

Authors

Donghoh Kim, Sejong University
Hee-Seok Oh, Seoul National University

Date of this Version

6-2009

Document Type

Article

Citation

The R Journal (June 2009) 1(1)

Comments

Copyright 2009, The R Foundation. Open access material. License: CC BY 3.0 Unported

Abstract

The concept of empirical mode decomposition (EMD)and the Hilber tspectrum (HS) has been developed rapidly in many disciplines of science and engineering since Huang et al. (1998) invented EMD. The key feature of EMD is to decompose a signal into so-called intrinsic mode function (IMF). Further more, the Hilbert spectral analysis of intrinsic mode functions provides frequency information evolving with time and quantifies the amount of variation due to oscillation at different time scales and time locations. In this article,we introduce an R package called EMD (KimandOh, 2008) that performs one and two-dimensional EMD and HS.