FAST INTRINSIC MODE DECOMPOSITION OF TIME SERIES DATA WITH SAWTOOTH TRANSFORM

Embodiments of the present invention provide techniques for decomposing a signal using a sawtooth, or triangle wave, transform. Specific embodiments transform an input signal into a piecewise-linear sawtooth or triangle wave function, and construct upper and lower envelopes for the input signal in sawtooth space. A component function for the input signal (e.g., an Intrinsic Mode Function (IMF)) is then generated based on the sawtooth or triangle wave function and the upper and lower envelopes. In various embodiments, the results generated in sawtooth space are reversely transformed into the original data space of the input signal. In this manner, an input signal may be decomposed into one or more component functions without the time-consuming and relatively unpredictable sifting process of the Empirical Mode Decomposition (EMD) method.