Empirical Mode Decomposition has emerged in recent years as a promising data analysis method to adaptively decompose non-linear and non-stationary signals. Here we introduce multi-EMD, to be used where there are many thousands of signals to analyse and compare, such as is common in the analysis of functional neuroimages. The number of component signals found through Empirical Mode Decomposition varies at each location in the brain. We seek to rearrange these components so that they may be compared to others at a similar temporal scale. This is a data-driven process based on grouping those components which have similar dominant frequencies to target frequencies which have been found to be most common from the initial decomposition. This new set of rearranged components is then clustered so that regions behaving synchronously at each temporal scale may be discovered. Results are presented for both simulated and real data from a functional MRI experiment.