import numpy as np from typing import Dict, Any, List, Optional from ..core import DecompResult from ..registry import MethodRegistry try: from PyEMD import EMD _HAS_PYEMD = True except ImportError: _HAS_PYEMD = False from .utils import dominant_frequency, aggregate_modes def _dominant_frequency(x: np.ndarray, fs: float = 1.0) -> float: return dominant_frequency(x, fs) def _aggregate_modes(modes: np.ndarray, indices: Optional[List[int]]) -> np.ndarray: return aggregate_modes(modes, indices) @MethodRegistry.register("EMD") def emd_decompose( y: np.ndarray, params: Dict[str, Any], ) -> DecompResult: """ Empirical Mode Decomposition wrapper using PyEMD with frequency-based grouping. """ if not _HAS_PYEMD: raise ImportError("PyEMD is required for EMD decomposition. Install 'EMD-signal' or 'PyEMD'.") y_arr = np.asarray(y, dtype=float) T = y_arr.shape[0] cfg = params.copy() fs = float(cfg.get("fs", 1.0)) primary_period = cfg.get("primary_period") primary_period = float(primary_period) if primary_period not in (None, 0) else None n_imfs = cfg.get("n_imfs") emd = EMD() if n_imfs is not None: imfs = emd.emd(y_arr, max_imf=int(n_imfs)) else: imfs = emd.emd(y_arr) imfs = np.asarray(imfs, dtype=float) if imfs.ndim == 1: imfs = imfs[np.newaxis, :] num_imfs = imfs.shape[0] if num_imfs == 0: zeros = np.zeros_like(y_arr) return DecompResult( trend=zeros, season=zeros, residual=y_arr.copy(), meta={"method": "EMD", "imfs": [], "dominant_frequencies": []} ) dom_freqs = [_dominant_frequency(comp, fs=fs) for comp in imfs] trend_imfs = list(cfg.get("trend_imfs", [])) season_imfs = list(cfg.get("season_imfs", [])) extra_freq: Dict[str, Any] = {} if not trend_imfs and not season_imfs: if primary_period is not None and primary_period > 0: f0 = 1.0 / primary_period tol = float(cfg.get("season_freq_tol_ratio", 0.25)) * f0 low_thresh = float(cfg.get("trend_freq_threshold", f0 / 4.0 if f0 else 0.05)) for idx, f_dom in enumerate(dom_freqs): if f_dom <= max(low_thresh, 1e-8): trend_imfs.append(idx) elif f0 > 0 and abs(f_dom - f0) <= max(tol, 1e-8): season_imfs.append(idx) if not trend_imfs: trend_imfs.append(num_imfs - 1) if not season_imfs: best_idx = int(np.argmin([abs(f - f0) for f in dom_freqs])) season_imfs.append(best_idx) extra_freq = { "primary_period_used": primary_period, "fs": fs, "trend_freq_threshold": low_thresh, "season_freq_tolerance": tol, } else: if num_imfs >= 1: trend_imfs.append(num_imfs - 1) if num_imfs >= 2: trend_imfs.append(num_imfs - 2) if num_imfs >= 1: season_imfs.append(0) if num_imfs >= 3: season_imfs.append(1) trend = _aggregate_modes(imfs, trend_imfs) season = _aggregate_modes(imfs, season_imfs) residual = y_arr - trend - season meta = { "method": "EMD", "imfs_shape": imfs.shape, "dominant_frequencies": dom_freqs, "trend_components": trend_imfs, "season_components": season_imfs, } if extra_freq: meta.update(extra_freq) return DecompResult( trend=trend, season=season, residual=residual, meta=meta, )