Choice of Thresholds for Wavelet Shrinkage Estimate of the Spectrum
نویسنده
چکیده
We study the problem of estimating the log spectrum of a stationary Gaussian time series by thresholding the empirical wavelet coe cients. We propose the use of thresholds t j;n depending on sample size n, wavelet basis and resolution level j. At ne resolution levels (j= 1; 2; :::), we propose
منابع مشابه
Parametric Empirical Bayes Test and Its Application to Selection of Wavelet Threshold
In this article, we propose a new method for selecting level dependent threshold in wavelet shrinkage using the empirical Bayes framework. We employ both Bayesian and frequentist testing hypothesis instead of point estimation method. The best test yields the best prior and hence the more appropriate wavelet thresholds. The standard model functions are used to illustrate the performance of the p...
متن کاملWavelet shrinkage: unification of basic thresholding functions and thresholds
This work addresses the unification of some basic functions and thresholds used in nonparametric estimation of signals by shrinkage in the wavelet domain. The Soft and Hard thresholding functions are presented as degenerate smooth sigmoid based shrinkage functions. The shrinkage achieved by this new family of sigmoid based functions is then shown to be equivalent to a regularisation of wavelet ...
متن کاملA new method for calculating earthquake characteristics and nonlinear spectra using wavelet theory
In the present study using the wavelet theory (WT) and later the nonlinear spectrum response of the acceleration (NSRA) resulted in estimating a strong earthquake record for the structure to a degree of freedom. WT was used in order to estimate the acceleration of earthquake mapping with equal sampling method (WTESM). Therefore, at first, the acceleration recorded in an earthquake using WTESM w...
متن کاملSpectrum estimation by wavelet thresholding of multitaper estimators
Current methods for power spectrum estimation by wavelet thresholding use the empirical wavelet coefficients derived from the log periodogram. Unfortunately, the periodogram is a very poor estimate when the true spectrum has a high dynamic range and/or is rapidly varying. Also, because the distribution of the log periodogram is markedly non-Gaussian, special waveletdependent thresholding scheme...
متن کاملWavelet Shrinkage Estimation of Certain Poisson Intensity Signals Using Corrected Thresholds
Wavelet shrinkage estimation has been found to be a powerful tool for the non-parametric estimation of spatially variable phenomena. Most work in this area to date has concentrated primarily on the use of wavelet shrinkage techniques in contexts where the data are modeled as observations of a signal plus additive, Gaussian noise. In this paper, I introduce an approach to estimating intensity fu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1997