Assessing the performance of rational spline-based Empirical mode decomposition using a global annual precipitation dataset

Abstract

Empirical mode decomposition (EMD), an adaptive data analysis methodology, has the attractive feature of robustness in the presence of nonlinear and non-stationary time series. Recently, in this journal, Pegram and co-authors (Pegram et al. 2008 Proc. R. Soc. A 464, 1483-1501), proposed a modification to the EMD algorithm whereby rational splines replaced cubic splines in the extrema envelope-fitting procedure. The modification was designed to reduce variance inflation, a feature frequently observed in cubic spline-based EMD components primarily due to spline overshooting, by introducing a spline tension parameter. Preliminary results there demonstrated the proof of concept that increasing t..