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Algorithm 1: EEMD Algorithm
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Generate an artificial observation , where are various realizations of Gaussian noise.
Using traditional EMD, completely decompose the ensemble with added white Gaussian noise into IMFs, . Here, indicates the modes.
Repeat steps 1 and 2 with different white noise realizations each time.
Obtain the result of decomposition as an ensemble means of the corresponding IMFs from all decomposition trials.
Reconstruct the original signal as
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