ts_fil_emd: EMD Filter

In tspredit: Time Series Prediction with Integrated Tuning

EMD Filter

Description

Empirical Mode Decomposition (EMD) filter that decomposes a signal into intrinsic mode functions (IMFs) and reconstructs a smoothed component.

Usage

ts_fil_emd(noise = 0.1, trials = 5)

Arguments

noise	noise
trials	trials

Value

A ts_fil_emd object.

References

• N. E. Huang et al. (1998). The Empirical Mode Decomposition and the Hilbert Spectrum for nonlinear and non-stationary time series analysis. Proceedings of the Royal Society A.

Examples

# EMD-based smoothing: remove first IMF as noise
# Load package and example data
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2 * tsd$y[9]  # inject an outlier

# Fit EMD filter and reconstruct without the first (noisiest) IMF
filter <- ts_fil_emd()
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)

# Compare original vs smoothed series
plot_ts_pred(y = tsd$y, yadj = y)

tspredit documentation built on Feb. 11, 2026, 9:08 a.m.