| TS2IMF | R Documentation |
Orchestrates VMD/EMD/EEMD decomposition for one canonical t/s signal and
returns either IMFs, a recomposed time series, or long/wide tables depending
on output.
TS2IMF() is a worker. It does not detect or own record/component grouping.
Use data.table grouping at the call site for TSL tables.
TS2IMF(
.x,
method = "vmd",
K = 12,
alpha = 2000,
tau = 0,
DC = TRUE,
init = 0,
tol = 1e-07,
output = NULL,
verbose = FALSE,
boundary = "wave",
stop.rule = "type5",
noise.type = "gaussian",
noise.amp = 5e-08,
trials = 10,
imf.remove = NULL,
remove.Fo = NULL,
keep.Fo = NULL,
keep.Residue = TRUE
)
.x |
|
method |
character. One of |
K |
integer. Number of IMFs (default |
alpha, tau, DC, init, tol |
numeric. Parameters for VMD. |
output |
character or |
verbose |
logical. Engine verbosity (default |
boundary, stop.rule |
character. EMD/EEMD parameters. |
noise.type, noise.amp, trials |
parameters for EEMD. |
imf.remove |
character or integer. IMF selection (optional). Character
values remove explicit mode names such as |
remove.Fo, keep.Fo |
numeric length-2 (Hz) frequency band rules (optional). |
keep.Residue |
logical. If TRUE (default), include |
Depending on output, returns TSL, TSW, IMF or a list with the
decomposition.
t <- seq(0, 1, by = 0.01)
x <- data.table::data.table(
t = t,
s = sin(2 * pi * t) + 0.1 * sin(10 * pi * t)
)
imf <- TS2IMF(x, method = "vmd", K = 2, output = "IMF")
imf
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