I am performing an Ensemble Empirical Mode Decomposition (EEMD). I wrote a MATLAB routine to perform the EMD. I noticed that when adding white Gaussian noise to the input signal, sometimes I obtain a different number of modes, even if the noise variance is not so high. Clearly, if this happens, I cannot sum compute consistent ensemble-averages for each mode.
Do you think this depends more on the nature of the input signal or on my EMD algorithm/routine?