Bivariate Empirical Mode Decomposition

Abstract

The empirical mode decomposition (EMD) has been introduced quite recently to adaptively decompose nonstationary and/or nonlinear time series. The method being initially limited to real-valued time series, we propose here an extension to bivariate (or complex-valued) time series that generalizes the rationale underlying the EMD to the bivariate framework. Where the EMD extracts zero-mean oscillating components, the proposed bivariate extension is designed to extract zero-mean rotating components. The method is illustrated on a real-world signal, and properties of the output components are discussed. Free Matlab/C codes are available at http://perso.ens-lyon.fr/patrick.flandrin.