Empirical mode decomposition with shape-preserving spline interpolation

Abstract Empirical mode decomposition (EMD) is a popular, novel, user-friendly algorithm to decompose a given signal into its constituting components, utilizing spline interpolation. In this paper, we equip EMD with a shape-preserving interpolation scheme based on quadratic B-splines. Using numerical experiments, we show that our scheme, which we coin Geometric EMD, or GEMD, outperforms the original EMD, both qualitatively and quantitatively.

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