Struct EMDConfig 

#[non_exhaustive]
pub struct EMDConfig {
    pub numerical_tolerance: f64,
    pub max_imfs: usize,
    pub max_sifting_iterations: usize,
    pub stopping_threshold: f64,
    pub min_extrema: usize,
    pub use_s_criterion: bool,
    pub s_number: usize,
    pub end_effect_strategy: EndEffectStrategy,
}

Configuration for EMD decomposition

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.

numerical_tolerance: f64

Numerical tolerance for singularity detection in cubic spline interpolation

max_imfs: usize

Maximum number of IMFs to extract

max_sifting_iterations: usize

Maximum iterations for sifting process

stopping_threshold: f64

Stopping criterion threshold

min_extrema: usize

Minimum number of extrema to continue decomposition

use_s_criterion: bool

Use S-number stopping criterion

s_number: usize

S-number threshold (typically 4-5)

end_effect_strategy: EndEffectStrategy

Strategy used to reduce envelope boundary artifacts.

Implementations

impl EMDConfig

pub fn for_finance() -> Self

Create configuration optimized for financial data

pub fn for_hft() -> Self

Create configuration for high-frequency trading data

pub fn with_numerical_tolerance(self, numerical_tolerance: f64) -> Self

Override the singularity-detection tolerance used by cubic spline interpolation during envelope construction.

pub fn with_max_imfs(self, max_imfs: usize) -> Self

Set the maximum number of IMFs to extract before terminating.

pub fn with_max_sifting_iterations(self, max_sifting_iterations: usize) -> Self

Set the maximum number of sifting iterations per IMF.

pub fn with_stopping_threshold(self, stopping_threshold: f64) -> Self

Set the Cauchy-style sifting stopping threshold.

pub fn with_min_extrema(self, min_extrema: usize) -> Self

Set the minimum number of extrema required to continue decomposition.

pub fn with_use_s_criterion(self, use_s_criterion: bool) -> Self

Toggle the S-number stopping criterion (Huang et al. 1998).

pub fn with_s_number(self, s_number: usize) -> Self

Set the S-number threshold (typically 4–5).

pub fn with_end_effect_strategy( self, end_effect_strategy: EndEffectStrategy, ) -> Self

Choose the end-effect mitigation strategy used during envelope construction.

Trait Implementations

impl Clone for EMDConfig

fn clone(&self) -> EMDConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for EMDConfig

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

Formats the value using the given formatter.

impl Default for EMDConfig

fn default() -> Self

Default configuration.

2.0.0 behavior change. end_effect_strategy defaults to EndEffectStrategy::MirrorExtrema{ num_extrema: 3 } (Rilling, Flandrin & Gonçalves 2003), replacing the pre-2.0.0 single-extremum linear-slope extrapolation. Any decomposition whose envelope construction touches ≥ 2 extrema produces materially different IMF sample values at the boundary; the ‖x − Σ IMFₖ − r‖∞ < 1e-10 reconstruction property holds for both strategies, but pipelines that pinned specific IMF values must re-validate.

To preserve the pre-2.0.0 behavior bit-for-bit:

use ferro_wave::transform::{EMDConfig, EndEffectStrategy};

let config = EMDConfig::default()
    .with_end_effect_strategy(EndEffectStrategy::LinearSlope);