Two-dimensional EMD with shape-preserving spline interpolation

Abstract

Abstract Empirical mode decomposition (EMD) is a popular, user-friendly, data-driven algorithm to decompose a given (non-stationary) signal into its constituting components, utilizing spline interpolation. This algorithm was first proposed in 1998 in the one-dimensional setting, and it employed standard cubic spline interpolation. Since then, different two-dimensional extensions of EMD have been proposed. In this paper, we consider one of these two-dimensional extensions and adapt it to use a shape-preserving interpolation scheme based on quadratic B-splines, ensuring that monotonicity and concavity in the input data are preserved. Using multiple numerical experiments, we show that this new scheme outperforms the original EMD, both qualitatively and quantitatively.