EMD not stable while data rolling on #60
Description
Hi, I am testing pyhht to do rolling emd decomposition to de-trend time series. however, I find there are two issues, 1) with rolling test progress on, sometimes the residual emd's shape completely changed, and sometime later it could revert back to earlier one, this makes the de-trended data not stable and thus not usable. 2) with test rolling on, sometimes the number of imfs increase, sometimes decrease. I am using the default configuration, except set n_imfs = 5.
Is there a way control the two issues above?
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