EMD First IMF

Problem

Extract the first intrinsic mode function with lite empirical mode decomposition. Build upper and lower envelopes by linearly interpolating through local maxima and minima (endpoints count as extrema), subtract their average from the signal, and repeat the sifting for the given number of iterations.

Return the final IMF. Series with fewer than three points are returned unchanged.

Hint

Sifting removes the local mean so the IMF oscillates around zero.

Test cases

case 1

in: [[1,3,2,5,4],2]

expected: [0,0.625,-0.9375,0.75,0]

case 2

in: [[1,2,4,7,11],1]

expected: [0,-1.5,-2,-1.5,0]

case 3

in: [[3,1,4,1,5,9,2,6],1]

expected: [0,-1.25,1.5,-2.333333333333333,0.666666666666667,3.666666666666667,-2.75,0]

case 4

in: [[5,5,5],1]

expected: [0,0,0]

Starter codePython

def emd_first_imf(series, iterations):
    # Your code here
    pass

4 test cases · run your code against them in the editor