Need help to understand the residual part, get different results by using CEEMD and EMD

[j389wang]

Describe the bug
When I used the EMD method, I can get a smoothed residual. However, if I used the CEEMD, I got a noised residual, the pattern is very fluctuated, such as a real noise term.

To Reproduce

Execute EMD on signal

model = PyEMD.EMD()
model.emd(s,T)
imfs, residue = model.get_imfs_and_residue()

N = imfs.shape[0]+2
plt.figure(figsize=(30,60))

Plot results

plt.subplot(N,1,1)
plt.plot(t, s, 'r')
plt.title("TSX60 index decomposition")
plt.xlabel("Time [s]")

for n, imf in enumerate(imfs):
plt.subplot(N,1,n+2)
plt.plot(t, imf, 'g')
plt.title("IMF "+str(n+1))
plt.xlabel("Time [s]")

plt.subplot(N,1,N)
plt.plot(t, residue, 'r')
plt.title("residue")
plt.xlabel("Time [s]")

Format the x axis

#plt.axes.xaxis.set_major_formatter(mdates.DateFormatter("%Y"))
#plt.savefig('emd_example', dpi=120)
plt.show()

Expected behavior
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Screenshots
TSX60_index.csv
TSX60_index.csv

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Running environment
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Additional context
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