ts_fil_remd: Robust EMD Filter

In tspredit: Time Series Prediction with Integrated Tuning

Robust EMD Filter

Description

Ensemble/robust EMD-based denoising using CEEMD to separate noise-dominated IMFs and reconstruct the signal.

Usage

ts_fil_remd(noise = 0.1, trials = 5)

Arguments

noise	noise
trials	trials

Value

A ts_fil_remd object.

References

• Z. Wu and N. E. Huang (2009). Ensemble Empirical Mode Decomposition: a noise-assisted data analysis method. Advances in Adaptive Data Analysis.

Examples

# time series with noise
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2*tsd$y[9]

# filter
filter <- ts_fil_remd()
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)

# plot
plot_ts_pred(y=tsd$y, yadj=y)

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