經驗模態分解EMD

EMD(Python)使用手冊

(一)下載EMD模塊

下載python模塊pyhht，可實現經驗模態分解功能

(二)序列分解

import numpy as np
import pandas as pd
from sklearn import datasets
import matplotlib.pyplot as plt
from pyhht.emd import EMD
from pyhht.visualization import plot_imfs

#載入時間序列數據
data = pd.read_csv('D:/passengervolume.csv',header=None)
#EMD經驗模態分解
decomposer = EMD(data[0])               
imfs = decomposer.decompose()
#繪製分解圖
plot_imfs(data[0],imfs,data.index)
#保存IMFs
arr = np.vstack((imfs,data[0]))
dataframe = pd.DataFrame(arr.T)
dataframe.to_csv('D:/imf.csv',index=None,columns=None)