// Currently, extrema within (locality) of the boundaries are not allowed.
// A better algorithm might be to collect all the extrema, and then assume
// that extrema near the boundaries are valid, working toward the center.
private void emdMakeExtrema(ref EmdData emd, double[] curImf)
{
int i, lastMin = 0, lastMax = 0;
emd.minSize = 0;
emd.maxSize = 0;
for (i = 1; i < emd.size - 1; i++)
{
if (curImf[i - 1] < curImf[i])
{
if (curImf[i] > curImf[i + 1] && (i - lastMax) > emd.locality)
{
emd.maxPoints[emd.maxSize++] = i;
lastMax = i;
}
}
else
{
if (curImf[i] < curImf[i + 1] && (i - lastMin) > emd.locality)
{
emd.minPoints[emd.minSize++] = i;
lastMin = i;
}
}
}
}
private EmdData emdCreate(int size, int order, int iterations, int locality)
{
EmdData emd = emdSetup(order, iterations, locality);
emdResize(ref emd, size);
return(emd);
}
private EmdData emdDecompose(EmdData emd, double[] signal)
{
int i, j;
Array.Copy(signal, 0, emd.imfs[0], 0, emd.size); // memcpy(emd->imfs[0], signal, emd->size * sizeof(double));
Array.Copy(signal, 0, emd.residue, 0, emd.size); // memcpy(emd->residue, signal, emd->size * sizeof(double));
for (i = 0; i < emd.order - 1; i++)
{
double[] curImf = emd.imfs[i]; // double* curImf = emd->imfs[i];
for (j = 0; j < emd.iterations; j++)
{
emdMakeExtrema(ref emd, curImf);
if (emd.minSize < 4 || emd.maxSize < 4)
{
break; // can't fit splines
}
emdInterpolate(emd, curImf, ref emd.min, emd.minPoints, emd.minSize);
emdInterpolate(emd, curImf, ref emd.max, emd.maxPoints, emd.maxSize);
emdUpdateImf(emd, ref curImf);
}
emdMakeResidue(ref emd, curImf);
Array.Copy(emd.residue, 0, emd.imfs[i + 1], 0, emd.size); // memcpy(emd->imfs[i + 1], emd->residue, emd->size * sizeof(double));
}
return(emd);
}
public static void main(String[] args)
{
/*
* This code implements empirical mode decomposition in C.
* Required paramters include:
* - order: the number of IMFs to return
* - iterations: the number of iterations per IMF
* - locality: in samples, the nearest two extrema may be
* If it is not specified, there is no limit (locality = 0).
*
* Typical use consists of calling emdCreate(), followed by
* emdDecompose(), and then using the struct's "imfs" field
* to retrieve the data. Call emdClear() to deallocate memory
* inside the struct.
*/
double[] data = new double[] { 229.49, 231.94, 232.97, 234, 233.36, 235.15, 235.64, 235.78, 238.95, 242.09, 240.61, 240.29, 237.88, 252.11, 259.16, 263.4, 262.1, 254.85, 254.42, 261.27, 253.92, 259.04, 251.58, 248.96, 239.49, 229.39, 247.02, 249.48, 254.9, 251.27, 246.85, 245.43, 241.52, 231.23, 235.67, 239.99, 238.49, 237.41, 246.4, 249.83, 253.67, 256.71, 255.9, 248.93, 244.05, 242.49, 236.52, 243.63, 246.55, 247.3, 252.56, 259.91, 264.41, 266.55, 262.75, 266.33, 263.53, 261.62, 259.38, 260.94, 249.14, 244.63, 241.66, 240.16, 241.81, 251.57, 251.01, 252.49, 250.23, 244.89, 245.79, 244.55, 243.04, 238.84, 244.98, 247.26, 251.91, 252.81, 252.16, 256.83, 253.8, 251.03, 250.19, 254.66, 254.74, 255.76, 254.52, 252.95, 254.57, 252.29, 243.32, 244.88, 242.26, 240.84, 245.05, 246.12, 243.02, 242.79, 239.05, 233.34, 236.22, 233.69, 234.99, 235.84, 236.43, 243.46, 245.25, 251.67, 250.73, 255.7, 255.85, 256.18, 259.71, 260.7, 262.8, 268.98, 267.81, 275.46, 275.98, 279.85, 280.99, 284.3, 283.17, 278.99, 279.48, 275.96, 274.77, 270.99, 281.01, 281.25, 281.28, 286, 287.25, 290.35, 291.9, 294.01, 306.1, 309.27, 301, 302.01, 301.02, 299.03, 300.36, 299.59, 299.38, 296.86, 292.72, 295.83, 300.87, 304.21, 309.53, 308.43, 309.87, 307.4, 309.3, 307.96, 299.58, 298.61, 293.31, 292.25, 299.96, 298.31, 304.76, 300.26, 306.16, 306.35, 308.17, 302.61, 307.72, 309.42, 308.73, 311.36, 309.48, 312.2, 310.98, 311.76, 312.84, 311.5, 311.57, 312.43, 311.81, 313.37, 315.3, 316.24, 314.72, 315.77, 316.54, 316.36, 314.78, 313.71, 320.52, 322.2, 324.83, 324.57, 326.89, 333.05, 332.26, 334.97, 336.19, 338.92, 331.3, 329.54, 323.55, 317.75, 328.19, 332.03, 334.41, 333.79, 326.88, 330.01, 335.56, 334.87, 334.01, 336.99, 342.22, 345.45, 348.33, 344.81, 347.06, 349.32, 350.02, 353.16, 348.47, 340.94, 329.32, 333.22, 333.47, 338.6, 343.52, 339.72, 342.46, 349.69, 350.12, 345.61, 346, 342.8, 337.15, 342.33, 343.86, 335.95, 320.95, 325.46, 321.59, 329.99, 331.84, 329.88, 335.5, 341.89, 340.82, 341.33, 339.06, 338.94, 335.1, 331.83, 329.59, 328.76, 328.8, 325.86, 321.72, 323.28, 326.9, 323.3, 318.47, 322.74, 328.59, 333.01, 341.07, 343.32, 340.8, 340.54, 337.23, 340.52, 336.78, 338.64, 339.98, 337.23, 337.15, 338.06, 339.86, 337.7, 337.06, 331.15, 324.15, 326.91, 330.54, 331.18, 326.02, 325.22, 323.07, 327.54, 325.81, 328.15, 338.28, 336.03, 336.6, 334.01, 328.76, 322.93, 323.12, 322.39, 316.96, 317.64, 323.32, 317.78, 316.24, 311.47, 306.67, 316.37, 313.76, 322.14, 317.39, 322.93, 326.06, 324.87, 326.46, 333.84, 339.84, 342.11, 347.4, 349.84, 344.28, 344.04, 348.19, 347.95, 354.9, 363.54, 366.51, 376.28, 376.66, 382.51, 387.56, 392.34, 381.81, 381.07, 379.76, 385.86, 378.24, 381.8, 367.01, 363.37, 343.52, 363.74, 353.71, 363.44, 366.64, 372.89, 370.04, 370, 356, 346.26, 346.66, 363.35, 365.85, 363.46, 373.05, 379.27, 379.29, 374.27, 370.57, 363.78, 369.32, 373.39, 373.6, 367.12, 369.51, 374.06, 378.61, 382.17, 389.51, 400.33, 402.1, 400.83, 390.79, 393.2, 392.1, 388.3, 386.11, 379.85, 370.85, 364.32, 362.28, 367.87, 367.01, 359.65, 378.14, 389.3, 391.15, 397.22, 410.42, 408.46, 410.65, 387.68, 384.46, 382.09, 394.63, 386.85, 389.6, 393.58, 393.84, 393.67, 385.63, 386.5, 392.01, 389.25, 388.76, 395.08, 384.43, 374.65, 374.06, 368.85, 378.16, 374.21, 367.05, 364.65, 358.88, 366.18, 356.92, 353.59, 365.8, 362.96, 371.71, 377.28, 379, 382.22, 380.22, 378.41, 379.94, 382.82, 381.09, 378.14, 369.75, 368.54, 370.56, 371.72, 385.08, 385.57, 387.61, 392.26, 395.37, 391.59, 394, 393.88, 399.94, 402.09, 406.56, 410.81, 410.15, 411.62, 410.95, 409.82, 408.29, 413.04, 417.33, 416.01, 408.76, 415.68, 408.87, 434.4, 432.43, 435, 440.58, 443.95, 443.67, 442.63, 447.06, 451.24, 455.96, 463.6, 479.63, 479.88, 488.81, 495.48, 484.01, 488.43, 488.34, 500.72, 498.96, 502.22, 508.07, 511.33, 520.71, 527.55, 529.53, 530.22, 518.53, 515.71, 516.12, 527.11, 530.21, 536.85, 552.51, 573.4, 569.49, 569.5, 584.6, 589.33, 585.96, 582.89, 579.69, 590.32, 597.61, 600.67, 593.12, 583.09, 601.65, 612.05, 607.17, 616.29, 618.77, 611.19, 609.01, 605.68, 588.62, 564.21, 592.97, 591.64, 571.32, 557.25, 556.01, 544.9, 593.26, 591.02, 586.45, 567.95, 566.15, 569.9, 565.85, 549.74, 553.85, 552.59, 553.56, 554.86, 551.16, 542.9, 537.99, 531.09, 515.57, 515.82, 545.87, 541.68, 554.9, 549.8, 546.86, 556.56, 563.27, 561.87, 545.59, 548.8, 547.38, 555.78, 556.03, 564.39, 555.49, 560.35, 556.46, 555.84, 558.37, 569.7, 571.29, 569.66, 561.81, 566.12, 555.1, 556.33, 558.73, 553.43, 567.97, 576.26, 582.96, 593.2, 589.25, 597.04, 591.52, 587.84, 582.46, 588.37, 590.25, 590.28, 589.62, 597.46, 587.71, 587.26, 584.43, 559.19, 559.1, 569.1 };
Emd emd = new Emd();
int order = 4;
EmdData emdData = emd.emdCreate(data.Length, order, 20, 0);
emdData = emd.emdDecompose(emdData, data);
for (int i = 0; i < data.Length; i++)
{
Console.WriteLine(data[i] + ";");
for (int j = 0; j < order; j++)
{
Console.Write(emdData.imfs[j][i] + ";");
}
Console.WriteLine();
}
}
public double[][] GetImfs(double[] data, int order, int iterations, int locality)
{
Emd emd = new Emd();
EmdData emdData = emd.emdCreate(data.Length, order, iterations, locality);
emdData = emd.emdDecompose(emdData, data);
return(emdData.imfs);
}
private void emdMakeResidue(ref EmdData emd, double[] cur)
{
int i;
for (i = 0; i < emd.size; i++)
{
emd.residue[i] -= cur[i];
}
}
private void emdUpdateImf(EmdData emd, ref double[] imf)
{
int i;
for (i = 0; i < emd.size; i++)
{
imf[i] -= (emd.min[i] + emd.max[i]) * .5f;
}
}
private void emdInterpolate(EmdData emd, double[] input, ref double[] out_variable, int[] points, int pointsSize)
{
int size = emd.size;
int i, j, i0, i1, i2, i3, start, end;
double a0, a1, a2, a3;
double y0, y1, y2, y3, muScale, mu;
for (i = -1; i < pointsSize; i++)
{
i0 = points[mirrorIndex(i - 1, pointsSize)];
i1 = points[mirrorIndex(i, pointsSize)];
i2 = points[mirrorIndex(i + 1, pointsSize)];
i3 = points[mirrorIndex(i + 2, pointsSize)];
y0 = input[i0];
y1 = input[i1];
y2 = input[i2];
y3 = input[i3];
a0 = y3 - y2 - y0 + y1;
a1 = y0 - y1 - a0;
a2 = y2 - y0;
a3 = y1;
// left boundary
if (i == -1)
{
start = 0;
i1 = -i1;
}
else
{
start = i1;
}
// right boundary
if (i == pointsSize - 1)
{
end = size;
i2 = size + size - i2;
}
else
{
end = i2;
}
muScale = 1.0 / (i2 - i1);
for (j = start; j < end; j++)
{
mu = (j - i1) * muScale;
out_variable[j] = ((a0 * mu + a1) * mu + a2) * mu + a3;
}
}
}
private EmdData emdSetup(int order, int iterations, int locality)
{
EmdData emd = new EmdData();
emd.iterations = iterations;
emd.order = order;
emd.locality = locality;
emd.size = 0;
emd.imfs = null;
emd.residue = null;
emd.minPoints = null;
emd.maxPoints = null;
emd.min = null;
emd.max = null;
return(emd);
}
private void emdResize(ref EmdData emd, int size)
{
int i;
// emdClear(emd);
emd.size = size;
emd.imfs = new double[emd.order][]; // cnew(double*, emd->order);
for (i = 0; i < emd.order; i++)
{
emd.imfs[i] = new double[size]; // cnew(double, size);
}
emd.residue = new double[size]; // cnew(double, size);
emd.minPoints = new int[size / 2]; // cnew(int, size / 2);
emd.maxPoints = new int[size / 2]; //cnew(int, size / 2);
emd.min = new double[size]; // cnew(double, size);
emd.max = new double[size]; // cnew(double, size);
}