CEEMDAN/HHT Request

[CadePGCM]

Can you add support for empirical mode decomposition and hilbert huang transform?

[hrzn]

Hi, thanks for the suggestion. Could you share example use-cases? I'm wondering if/how this should fit into Darts.

[TamerAbdelmigid]

I would like to second this. I had a case where improved forecasting performance was achieved by preprocessing the data using EMD and its variants. The case was a univariate timeseries series forecasting, short-term significant wave height. Yet care needs to be taken, it should be implemented in a moving window fashion as not to carry information about the future through the decomposition.