Sensors & Transducers, Vol. 204, Issue 9, September 2016, pp. 21-28
21
Sensors & Transducers
© 2016 by IFSA Publishing, S. L.
http://www.sensorsportal.com
A Sliding Window Empirical Mode Decomposition
for Long Signals Algorithm
1
J. L. Sanchez,
2
Manuel D. Ortigueira,
3
Raul T. Rato,
4
Juan J. Trujillo
1
Departamento de Ingeniería Informática y de sistemas,
Universidad de La Laguna 38271 La Laguna, Tenerife, Spain
2
UNINOVA and DEE of Faculdade de Ciências e Tecnologia da UNL, Caparica, Portugal
3
UNINOVA and Escola Superior de Tecnologia do Instituto Politécnico de Setubal,
2910-761 Setubal, Portugal
4
Departamento de Análisis Matemático, Universidad de La Laguna 38271 La Laguna, Tenerife, Spain
1
Tel.: 34922845043
1
E-mail: jsanrosa@ull.edu.es
Received: 4 July 2016 /Accepted: 31 August 2016 /Published: 30 September 2016
Abstract: This document presents a sliding window algorithm for the calculation of the empirical mode
decomposition for long signals. The spline calculation of very long signals requires a long computation time. Our
aim is to improve the calculation time of the empirical mode decomposition for Long signals. Some authors have
used sliding windows for the whole decomposition. Our main contribution is to reduce the computation time
calculating each intrinsic mode function on a sliding window basis. That ensures the obtained intrinsic mode
function has no discontinuities on the junction regions between consecutive windows. Moreover, the sliding
window size changes adaptively according to the number of extrema in the previous intrinsic mode function. The
effectiveness of the proposed method increases with the length of the signal obtaining computation times of the
order of 30 % of the time required to obtain the decomposition using only a window as in the classical manner.
Those results are important to apply the empirical mode decomposition to long signals. Particularly, to biomedical
signals like long-term ECG or long term EEG. Copyright © 2016 IFSA Publishing, S. L.
Keywords: Empirical mode decomposition, Intrinsic mode function, Long signals, Sliding window.
1. Introduction
The Empirical Mode Decomposition (EMD), as
was proposed initially by Huang, et al. [1] is a signal
decomposition algorithm based on a successive
removal of elemental signals: the Intrinsic Mode
Functions (IMF). These are continuous functions such
that at any point, the mean value of the envelope
defined by the local maxima and the envelope defined
by the local minima is zero. They are obtained through
an iterative procedure called sifting that is a way of
removing the dissymmetry between the upper and
lower envelopes in order to transform the original
signal into an amplitude modulated (AM) signal.
Moreover, as the instantaneous frequency can change
from instant to instant, it can be said that each IMF is
a simultaneously amplitude and frequency modulated
signal (AM/FM). So, the EMD is nothing else than a
decomposition into a set of AM/FM modulated signals
[2-5].
It must be emphasized that EMD is merely a
computational algorithm that expresses a given signal
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