Mainly ,I want to deal with financial time series ,which are neither linear nor stationary.
At first I came across EMD, and then EWT( an adaptive approach to split frequencies apart using EMD method for 1-D data)
below is the author's homepage ,where he made a simple introduction for his research ,offering both PDFs and corresponding matlab toolbox.
since I dont have a matlab license and mainly work with python, so I want to convert his matlab code into python code using smop
but since converting is not as simple as it looks like to be ,it will be wise to import python libraries ,so I have put the "translated" code in github (ALL COPYRIGHTS belongs to Professor Jérôme Gilles
)
I am now here asking for help ,any idea on how to implement or modify the generated python code ?