Fast and Adaptive Multivariate and Multidimensional EMD

Simultaneously multivariate and multidimensional EMD

The fast and adaptive multivariate empirical mode decomposition (FA-MVEMD) toolbox contains a family of functions aimed at decomposing data sets of 1, 2 and 3 dimensional nature. The algorithm is based on the work presented in M. R. Thirumalaisamy, P. J. Ansell, ‘Fast and Adaptive Empirical Mode Decomposition for Multidimensional, Multivariate Signals’, IEEE Signal Processing Letters, Vol. 25, No. 10, 2018.

System Requirements:
Depending on your data set, RAM requirements can be on the order of dozens of Gigabytes. As a rough estimate, ensure that your computer has atleast 10 times the data set size in RAM. If your dataset is 100MB then your RAM should roughly be 1GB.

Dependencies:
The FA-MVEMD toolbox depends on some third party functions to be able to execute. A list of these functions along with their authors are below:
MinimaMaxima3D - (v1.0 Dec 13, 07 , Sam Pichardo)
extrema - (2004, Carlos Adrián Vargas Aguilera)

Main Features:
The different types of functions in the FA-MVEMD toolbox are classified based on their multivariate or multidimensional capabilities. The general naming convention has been:
EMDxDyV
where x represents the dimensionality and y represents the number of channels that can be handled by the code. For example, the two-dimensional trivariate code is called by the function EMD2D3V.

The list of available functions are:
1D
EMD1D2V
EMD1D3V
EMD1DNV (3-16 channels)

2D
EMD2D2V
EMD2D3V

3D
EMD3D2V
EMD3D3V
EMD3D3V_parallel (parallelised)
EMD3D3V_parallel_var (parallelised with variable window size in each dimension)

Window Size Types:
The reference document for the definitions of window sizes is 'Fast and Adaptive Bidimensional Empirical Mode Decomposition Using Order-Statistics Filter Based Envelope Estimation, EURASIP Journal on Advances in Signal Processing, Bhuiyan et al., 2008'. In addition to the four types in the article, FA-MVEMD provides three additional filter size choices:

Type 5 - Average of Types 1-4 found in reference
Type 6 - Median extrema distance
Type 7 - Mode extrema distance