Next: 1D seislet transform
The process of EMD has the following simple expression:
is the original non-stationary signal,
) denotes each separated IMF,
denotes the number of separated IMF, and
denotes the residual after EMD. The process of EMD is to gradually remove the stable oscillations embedded in the original signal to arrive at a monotonic and smooth residual or trend at last. A special property of the EMD is that the IMFs represent different oscillations embedded in the data, where the oscillating frequency for each sub-signal
decreases with IMF order increasing (Huang et al., 1998).