High-performance ICEEMDAN implementation using Intel MKL. Header-only C++17, OpenMP parallelized, ~11ms @ 2048 samples. Cubic/Akima splines, multiple processing modes (Standard/Finance/Scientific).
time-series signal-processing header-only quantitative-finance emd eemd empirical-mode-decomposition iceemdan hilbert-huang-transform
-
Updated
Dec 15, 2025 - C++