Evaluation of the EMD end effect and a window based method to improve EMD

The end effect is a key shortcoming of the Empirical Mode Decomposition(EMD). On the sifting process, the upper and lower envelop can have large swing. The end effect leads to fake components and an over-estimated energy of the signal using EMD.A relative deviation of the true signal energy and the IMFs energy after EMD has been developed to evaluate the end effect. The end effect can be reduced by applying a window function to the signal. The experiment result shows the method is feasible.