emd.sift.stop_imf_rilling#

emd.sift.stop_imf_rilling(upper_env, lower_env, sd1=0.05, sd2=0.5, tol=0.05, niters=None)[source]#

Compute the Rilling et al 2003 sift stopping metric.

This metric tries to guarantee globally small fluctuations in the IMF mean while taking into account locally large excursions that may occur in noisy signals.

Parameters:
upper_envndarray

The upper envelope of a proto-IMF

lower_envndarray

The lower envelope of a proto-IMF

sd1float

The maximum threshold for globally small differences from zero-mean

sd2float

The maximum threshold for locally large differences from zero-mean

tolfloat (0 < tol < 1)

(1-tol) defines the proportion of time which may contain large deviations from zero-mean

nitersint

Number of sift iterations currently completed

Returns:
bool

A flag indicating whether to stop siftingg

float

The SD metric value

Notes

This method is described in section 3.2 of: Rilling, G., Flandrin, P., & Goncalves, P. (2003, June). On empirical mode decomposition and its algorithms. In IEEE-EURASIP workshop on nonlinear signal and image processing (Vol. 3, No. 3, pp. 8-11). NSIP-03, Grado (I). http://perso.ens-lyon.fr/patrick.flandrin/NSIP03.pdf