Equivalent Effect Function and Fast Intrinsic Mode Decomposition
Provides a new mathematical tool for signal decomposition, but the impact is limited to specific applications without clear performance comparisons.
The paper defines the Equivalent Effect Function (EEF) for intrinsic mode decomposition, enabling trend and fluctuation extraction from time series and 2D image decomposition. Results on stock data and photo images demonstrate the method's effectiveness.
The Equivalent Effect Function (EEF) is defined as having the identical integral values on the control points of the original time series data; the EEF can be obtained from the derivative of the spline function passing through the integral values on the control points. By choosing control points with different criteria, the EEF can be used to find the intrinsic mode function(IMF, fluctuation) and the residue (trend); to fit the curve of the original data function; and to take samples on original data with equivalent effect. As examples of application, results of trend and fluctuation on real stock historical data are calculated on different time scales. A new approach to extend the EEF to 2D intrinsic mode decomposition is introduced to resolve the inter slice non continuity problem, some photo image decomposition examples are presented.