The Empirical Mode Decomposition (EMD) was an empirical one-dimensional data decomposition method invented by Dr. Norden Huang about ten years ago and has been used with great success in many fields of science and engineering. In this talk, I will introduce, from the perspective of a physical scientist, the thinking behind and the algorithm of EMD; and its most recent developments, especially the Ensemble EMD (EEMD), a noise-assisted data analysis method, and the multi-dimensional EMD based on EEMD. I will also outline some open questions that we currently do not have answers, or even clues to the answers, such as how to optimize EMD algorithm, what is the mathematical nature of EMD. To a significant degree, this is a talk intended for obtaining helps from mathematicians.