VMD for irregular time series

[chooron]

I am currently studying the prediction of irregular time series and hope to improve the prediction accuracy of irregular time series by using decomposition algorithm. However, I find that vmdpy does not seem to be able to deal with the decomposition of irregular time series, which is different from EMD method. Here, the irregular time series is means that the time point is uneven. irregular time series: time point: 1,2,4,6,7,9; value: 20,30,28,45,12

[Deace]

tuning the alpha and K may helps