Functional magnetic resonance imaging (fMRI) time series is non-linear and composed of components at multiple temporal scales, which presents significant challenges to its analysis. In the literature, significant effort has been devoted into model-based fMRI signal analysis, while much less attention has been directed to data-driven fMRI signal analysis. In this paper, we present a novel data-driven multi-scale signal decomposition framework named Empirical Mean Curve Decomposition (EMCD). Targeted on functional brain mapping, the EMCD optimizes mean envelopes from fMRI signals and iteratively extracts coarser-to-finer scale signal components. The EMCD framework was applied to infer meaningful low-frequency information from Blood Oxygenation Level Dependent (BOLD) signals from resting state fMRI, task-based fMRI, and natural stimulus fMRI, and promising results are obtained.