EMD Timescale Discovery
Empirical Mode Decomposition recovers hierarchy levels with ratio , no pre-specified basis.
Impact Score
Score Reasoning
- Importance
- Important empirical method that recovers N_eff=5 hierarchy levels from data. Supports the hierarchical architecture but is more methodological than core theory.
- Novelty
- Novel application of EMD to discover economic timescale hierarchy. The finding of r*=2.19 ratio and N_eff=5 levels without pre-specification is a new empirical contribution.
- Quality
- Well-written article at 5529 chars with clear methodology description, results, and implications for the hierarchy framework.