emd.imftools.est_orthogonality

emd.imftools.est_orthogonality(imf)

Compute the index of orthogonality from a set of IMFs.

Method is described in equation 6.5 of Huang et al (1998) [1].

Parameters:

imfndarray

Input array of IMFs

Returns:

ndarray

Matrix of orthogonality values [nimfs x nimfs]

References

[1]

Huang, N. E., Shen, Z., Long, S. R., Wu, M. C., Shih, H. H., Zheng, Q., … Liu, H. H. (1998). The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 454(1971), 903–995. https://doi.org/10.1098/rspa.1998.0193