Dynamically sampled multivariate empirical mode decomposition

A method for accurate multivariate local mean estimation in the multivariate empirical mode decomposition algorithm by using a statistical data-driven approach based on the Menger curvature measure and normal-to-anything variate-generation method is proposed. This is achieved by aligning the projection vectors in the direction of the maximum `activity´ of the input signal by considering the local curvature of the signal in multidimensional spaces, resulting in accurate mean estimation even for a very small number of projection vectors.