Methods

The EMD and EEMD methods implemented are Julia implementations of the methods used in

Luukko, P. J. J., Jouni Helske, and Esa Räsänen. "Introducing libeemd: A program package for performing the ensemble empirical mode decomposition." Computational Statistics 31.2 (2016): 545-557.

The approximation of the Hilbert transform implemented is derived from the MATLAB implementation: https://www.mathworks.com/help/signal/ug/hilbert-transform.html.