Entropy-based wavelet de-noising method for time series analysis

DOI10.3390/e11041123zbMath1179.94027OpenAlexW2080547044MaRDI QIDQ845446

N. E. Zubov

Publication date: 29 January 2010

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e11041123

zbMATH Keywords

uncertaintywavelet transformtime series analysisinformation entropyde-noising

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)

Related Items (3)

Wavelet based seismic signal de-noising using Shannon and Tsallis entropy ⋮ Entropy-based method of choosing the decomposition level in wavelet threshold de-noising ⋮ Uncertainty analysis of decomposition level choice in wavelet threshold de-noising

Uses Software

• Gromacs
• EBayesThresh

Cites Work

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• Information Theory and Statistical Mechanics
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• De-noising by soft-thresholding
• Asymptotic behavior of the minimum mean squared error threshold for noisy wavelet coefficients of piecewise smooth signals
• SLEX Analysis of Multivariate Nonstationary Time Series
• Editor's introduction
• Learning with maximum-entropy distributions

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