Is there any package for Lomb Scagle?

Just wondering. It seems Julia doesn’t support many DSP algorithms like EMD and Lomb Scagle.

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Looks like there have been a couple EMD implementations in the past - with some updating they might be useful:

  1. https://github.com/bnels/EMD.jl
  2. https://github.com/jarrison/EMD.jl

Also the JuliaAstro group seems to have a Lomb Scargle implementation: https://github.com/JuliaAstro/LombScargle.jl, which at first glance seems well-documented and tested.

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I am currently working on implementations of EMD and derived methods.
This is work in progress, but the plain EMD method should be working.
You can find the package here
https://github.com/felixcremer/EmpiricalModeDecomposition.jl
Feel free to post issues as you find them.
For comparisons, I also built a wrapper for the libeemd implementation in C.
You can find the code for that here:
https://github.com/felixcremer/libeemd.jl

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I implemented some exotic least-squares, sparse spectral estimation methods in https://github.com/baggepinnen/LPVSpectral.jl

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Thank you! That’s very helpful!

Thank you!