Struct CEEMDAN 

#[non_exhaustive]
pub struct CEEMDAN {
    pub ensemble_size: usize,
    pub noise_amplitude: f64,
    pub emd_config: EMDConfig,
    pub random_seed: Option<u64>,
    pub variant: CeemdanVariant,
}

Complete Ensemble EMD with Adaptive Noise.

See the module docs for the algorithm and variant comparison.

Determinism contract

With a fixed CEEMDAN::random_seed the result is bitwise-identical across runs and across RAYON_NUM_THREADS. The ensemble loop runs in parallel via rayon, but the per-member contributions are reduced in member-index order, so the floating-point sum order is independent of worker count — matching the byte stream produced by the sequential reference implementation.

EMDResult::iterations semantics

For CEEMDAN, iterations[k] is the number of ensemble members at stage k whose noise-augmented residue produced a real envelope (Improved) or real first IMF (Standard) — not the EMD sifting count it carries for plain emd(). All ensemble_size realizations always contribute to the per-stage average; members whose augmented residue lost too many extrema fall back to the M(x) = x limit case rather than being dropped, so the ensemble denominator stays fixed and the average is unbiased. Values strictly below ensemble_size indicate how many realizations took that fallback at the stage; equal to ensemble_size means every realization had a real envelope / first IMF.

Field stability

CEEMDAN is #[non_exhaustive]. Construct via CEEMDAN::default / CEEMDAN::for_finance and customize with the with_* builders; new fields can land without source-breakage.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

ensemble_size: usize

Number of noise realizations averaged at each stage.

noise_amplitude: f64

Noise amplitude ε (as a fraction of the residue standard deviation at each stage). βₖ = noise_amplitude · σ(rₖ) in the literature.

emd_config: EMDConfig

Shared EMD configuration. Controls sifting tolerance, end-effect strategy, S-criterion, and the maximum number of IMFs to extract.

random_seed: Option<u64>

Optional seed for the noise RNG. Some(seed) makes the result bitwise-reproducible; None derives a fresh seed from the system clock.

variant: CeemdanVariant

Which CEEMDAN formulation to apply.

Implementations

impl CEEMDAN

pub fn for_finance() -> Self

CEEMDAN preset tuned for financial time series — smaller ensemble, lower noise amplitude, and the finance EMD config.

pub fn with_seed(self, seed: u64) -> Self

Fix the noise RNG seed for bitwise-reproducible output.

pub fn with_variant(self, variant: CeemdanVariant) -> Self

Select the CEEMDAN variant (defaults to CeemdanVariant::Improved).

pub fn with_ensemble_size(self, ensemble_size: usize) -> Self

Set the number of noise realizations averaged at each stage.

pub fn with_noise_amplitude(self, noise_amplitude: f64) -> Self

Set the noise amplitude ε (as a fraction of the residue standard deviation at each stage). Must be non-negative and finite; validated in CEEMDAN::decompose.

pub fn with_emd_config(self, emd_config: EMDConfig) -> Self

Replace the embedded EMD configuration. The CEEMDAN sift / local-mean operator and the per-realization noise decomposition all use this config.

pub fn decompose(&self, signal: &Signal<f64>) -> Result<EMDResult>

Decompose signal into IMFs and a residue.

The result satisfies ‖signal − Σ IMFₖ − residue‖∞ < 1e-10 by construction (telescoping), independent of variant.

Trait Implementations

impl Clone for CEEMDAN

fn clone(&self) -> CEEMDAN

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CEEMDAN

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for CEEMDAN

fn default() -> Self

Returns the “default value” for a type.