Local Change Point Detection and Signal Cleaning using EEMD with applications to Acoustic Shockwaves.

The Ensemble Empirical Mode Decomposition (EEMD) has become a preferred technique to decompose nonlinear and non-stationary signals due to its ability to create time-varying basis functions. However, current EEMD signal cleaning techniques are unable to deal with situations where a signal only occurs for a portion of the entire recording length. By combining change point detection and statistical hypothesis testing, we demonstrate how to clean a signal to emphasize unique local changes within each basis function. This not only allows us to observe which frequency bands are undergoing a change, but also leads to improved recovery of the underlying information. Using this technique, we demonstrate improved signal cleaning performance for acoustic shockwave signal detection. The technique is implemented in R via the LCDSC package.