6

The issue with any extension method you may use is that it has influence on the coefficents post boundary one way or another. Traditional methods (zero padding, symetric, polynomial extrapolation etc) carry because of the circularity of the wavelet function incluence into the coefficients. You can attempt to use any of the extensions commented if the signal ...


2

Apologies if it's not a definite answer, but would like to share my experience on this topic. I have been researching EMD for the last 2 years now after reading multiple one-step ahead forecasting papers for financial time series. I have been interested in using each IMF separately to regress them with Relevance Vector Machine and NNs. I have used NI-EMD, ...


1

It sounds like this is a numerical problem without analytic solution. So I would suggest to use a numerical optimizer to minimize the standard deviation, e.g. MATLABs FMINCON() function can minimize virtually any expression that can be calculated. So for your problem, I recommend to calculate: $$\text{Fmincon}(\sigma(x))$$ where $x$ being your coefficient ...


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