Just wondering. It seems Julia doesn’t support many DSP algorithms like EMD and Lomb Scagle.
Looks like there have been a couple EMD implementations in the past - with some updating they might be useful:
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.
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
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:
I implemented some exotic least-squares, sparse spectral estimation methods in https://github.com/baggepinnen/LPVSpectral.jl
Thank you! That’s very helpful!