Introduction to the Empirical Mode Decomposition Method

https://www.mql5.com/en/articles/439

1. The article very briefly touches upon some general decomposition-related issues;
2. In a few words it sets forth the essence of the empirical mode decomposition method;
3. The listing and a short description of the CEMDecomp class interface where the EMD method is implemented are introduced;
4. The example of interaction with the CEMDecomp class also demonstrating how its methods are called is given;
5. Some peculiarities of the proposed implementation of the EMD method are outlined;
6. A few simple examples demonstrating the application of the EMD method in data analysis are provided;
7. At the end of the article, you can find the CEMDecomp.mqh file implementing the EMD method, as well as the EMDecomposition.zip archive containing the full test case featuring the use of the CEMDecomp class.