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The function of a protein can be partially determined by the information contained in its amino acid sequence. It can be assumed that proteins with similar amino acid sequences normally have closer functions. Hence analysing the similarity of proteins has become one of the most important areas of protein study. In this work, a layered comparison method is used to analyze the similarity of proteins. It is based on the empirical mode decomposition (EMD) method, and protein sequences are characterized by the intrinsic mode functions (IMFs). The similarity of proteins is studied with a new cross-correlation formula. It seems that the EMD method can be used to detect the functional relationship of two proteins. This kind of similarity method is a complement of traditional sequence similarity approaches which focus on the alignment of amino acids.