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
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
I implemented some exotic least-squares, sparse spectral estimation methods in https://github.com/baggepinnen/LPVSpectral.jl
Thank you! That’s very helpful!
Thank you!