A new noise aided method for random data analysis

The Empirical Mode Decomposition(EMD) is a simple and effective sifting process which can decompose complicated data set into Intrinsic Mode Functions (IMFs). But neither the origin EMD nor its recent progress considered the randomness of data sufficiently. In this paper, random splines are introduced as a new approximation tool for random data analysis. According to the randomness of data itself, we present Random Empirical Mode Decomposi-tion (REMD) to decompose random data set into Random Intrinsic Mode Functions (RIMFs).