SVMD - Spearman Variational Mode Decomposition
In practice, it is difficult to determine the number of
decomposition modes, K, for Variational Mode Decomposition
(VMD). To overcome this issue, this study offers Spearman
Variational Mode Decomposition (SVMD), a method that uses the
Spearman correlation coefficient to calculate the ideal mode
number. Unlike the Pearson correlation coefficient, which only
returns a perfect value when X and Y are linearly connected,
the Spearman correlation can be calculated without knowing the
probability distributions of X and Y. The Spearman correlation
coefficient, also called Spearman's rank correlation
coefficient, is a subset of a wider correlation coefficient. As
VMD decomposes a signal, the Spearman correlation coefficient
between the reconstructed and original sequences rises as the
mode number K increases. Once the signal has been fully
decomposed, subsequent increases in K cause the correlation to
gradually level off. When the correlation reaches a specific
level, VMD is said to have adequately decomposed the signal.
Numerous experiments revealed that a threshold of 0.997
produces the best denoising effect, so the threshold is set at
0.997. This package has been developed using concept of Yang et
al. (2021)<doi:10.1016/j.aej.2021.01.055>.
