EMD: Empirical Mode Decomposition¶
EMD is a python package implementing the Empirical Mode Decomposition and functionality for ananlysis of instantaneous frequency.
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Features¶
- A range of sift algorithms including: sift, ensemble sift, complete ensemble sift, mask sift
- Instantaneous phase, frequency and amplitude computation
- Cycle detection and analysis
- Hilbert-Huang spectrum estimation (1d frequency spectrum or 2d time-frequency spectrum)
- Second layer sift to quantify structure in amplitude modulations
- Holospectrum estimation (3d instantaneous frequency x amplitude modulation frequency x time spectrum)
Quick Start¶
EMD can be install from PyPI using pip:
pip install emd
and used to decompose and describe non-linear timeseries.:
# Imports
import emd
import numpy as np
import matplotlib.pyplot as plt
# Definitions
sample_rate = 1000
seconds = 3
time_vect = np.linspace(0,seconds,seconds*sample_rate)
# A non-linear oscillation
x = emd.utils.abreu2010( 5, .25, -np.pi/4, sample_rate, seconds )
# ...plus a linear oscillation
x += np.cos( 2*np.pi*1*time_vect )
# Sift
imf = emd.sift.sift( x )
# Visualise Intrinsic Mode Functions
emd.plotting.plot_imfs( imf, scale_y=True, cmap=True )
# Compute instantaneous spectral stats
IP,IF,IA = emd.spectra.frequency_stats( imf, sample_rate ,'nht' )
# Compute Hilbert-Huang transform
edges,centres = emd.spectra.define_hist_bins(0,10,32)
hht = emd.spectra.hilberthuang( IF, IA, edges )
# Visualise time-frequency spectrum
plt.figure()
plt.pcolormesh( time_vect, centres, hht, cmap='hot_r')
plt.colorbar()
plt.xlabel('Time (seconds)')
plt.ylabel('Instantaneous Frequency (Hz)')