Qualitative assessment of intrinsic mode functions of empirical mode decomposition

The 'empirical mode decomposition' (EMD) method has been recently proposed to deal with nonlinear and non- stationary data, which decomposes signals into 'well-behaved' intrinsic mode functions (IMFs). An assessment on the qualitative performance of the EMD method in terms of the degree of signal nature preservation of individual IMF is provided. This is archived by means of the recently proposed signal characterisation method, based upon examining the signal predicability in phase space. It is shown that the first IMF always performs best in terms of signal nature preserving. Simulation results on both linear and nonlinear benchmark signals support the analysis.