Entropy-based method of choosing the decomposition level in wavelet threshold de-noising

DOI10.3390/E12061499MaRDI QIDQ657473zbMATH OpenOpenAlexFDO

Authors 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/e12061499

zbMATH Keywords

decomposition levelnoiseprobability distributionthresholdtime series analysiswavelet energy entropywavelet transform

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Review text

Summary: The energy distributions of various noises following normal, log-normal and Pearson-III distributions are first described quantitatively using the wavelet energy entropy (WEE), and the results are compared and discussed. Then, on the basis of these analytic results, a method for use in choosing the decomposition level (DL) in wavelet threshold de-noising (WTD) is put forward. Finally, the performance of the proposed method is verified by analysis of both synthetic and observed series. Analytic results indicate that the proposed method is easy to operate and suitable for various signals. Moreover, contrary to traditional white noise testing which depends on ``autocorrelations, the proposed method uses energy distributions to distinguish real signals and noise in noisy series, therefore the chosen DL is reliable, and the WTD results of time series can be improved.

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Cites work

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(11)

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• A new method to choose the thresholds in wavelet denoising
• Wavelet based seismic signal de-noising using Shannon and Tsallis entropy
• scientific article; zbMATH DE number 1271140 (Why is no real title available?)
• The wavelet entropy sequence of the nonlinear system's degradated data and its application
• Method of noise detection in magnetic data
• A wavelet denoise method based on the mutual information criterion
• Denoising methods for thermomechanical decomposition for quasi-equilibrium molecular dynamics simulations
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