Uncertainty analysis of decomposition level choice in wavelet threshold de-noising

DOI10.3390/E12122386zbMath1229.94015OpenAlexW2084642840MaRDI QIDQ657509

Juan-Miguel Gracia

Publication date: 9 January 2012

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e12122386

zbMATH Keywords

complexitynoisewavelettime series analysisuncertainty analysisdecomposition levelwavelet energy entropy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Application of orthogonal and other special functions (94A11)

Cites Work

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• Entropy-based method of choosing the decomposition level in wavelet threshold de-noising
• Entropy-based wavelet de-noising method for time series analysis
• Wavelet-based signal de-noising via simple singularities approximation
• Information Theory and Statistical Mechanics
• De-noising by soft-thresholding
• Entropy-based algorithms for best basis selection
• Asymptotic behavior of the minimum mean squared error threshold for noisy wavelet coefficients of piecewise smooth signals

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