Empirical Mode Decomposition

About algorithm you can read here

How to use

The input signal is a linear trend with a sine wave

var t = new double[100];
for (var i = 0; i < t.Length; i++)
{
    t[i] = i / 100.0 + Math.Sin(0.7 * i);
}

var decompositions = EmpiricalModeDecomposition.Decompose(t, CubicSpline.InterpolatePchipSorted, 1);

This code results in these decompositions

Any interpolation alorithm from Math.Net can be used.