Empirical mode decomposition regression
emdr library provides functions to perform EMD-regression as described in Masselot et al. (2018). It includes functions to perform EMD, interpret the resulting IMFs and use them in a suitable regression analysis. See the help (by typing
?emdr in the console) for details about the functions and their use.
Huang, N.E., Shen, Z., Long, S.R., Wu, M.C., Shih, H.H., Zheng, Q., Yen, N.-C., Tung, C.C., Liu, H.H., 1998. The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences 454, 903–995. https://doi.org/10.1098/rspa.1998.0193
Masselot, P., Chebana, F., Bélanger, D., St-Hilaire, A., Abdous, B., Gosselin, P., Ouarda, T.B.M.J., 2018. EMD-regression for modelling multi-scale relationships, and application to weather-related cardiovascular mortality. Science of The Total Environment 612, 1018–1029. https://doi.org/10.1016/j.scitotenv.2017.08.276
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