Time Series Analysis, Time Series Forecasting, Data Science, Noise Reduction, Signal Processing.
Dividing the Signal Now we have everything we need to split our time series into two components. Let’s look at the code: def divide_signal(signal, imfs, mis, cutoff=0.05): cut_point = np.where(mis > cutoff)[0][0] stochastic_component = np.sum(imfs[:cut_point], axis=0) deterministic_component =