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

DOI10.3390/E11041123MaRDI QIDQ845446zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• scientific article; zbMATH DE number 1089159 (Why is no real title available?)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• Asymptotic behavior of the minimum mean squared error threshold for noisy wavelet coefficients of piecewise smooth signals
• De-noising by soft-thresholding
• Editor's introduction
• Generalized cross validation for wavelet thresholding
• Information Theory and Statistical Mechanics
• Information theory, approximate time dependent solutions of Boltzmann's equation and Tsallis' entropy
• Learning with maximum-entropy distributions
• Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients
• Maximum entropy method in comminution modelling
• Maximum entropy on compact groups
• Minimax estimation of linear functionals under squared error loss
• Minimax estimation via wavelet shrinkage
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Quantum model of classical mechanics: Maximum entropy packets
• SLEX Analysis of Multivariate Nonstationary Time Series
• The wavelet transform, time-frequency localization and signal analysis
• Wavelet-based signal de-noising via simple singularities approximation

Cited in

(11)

• A new entropy measure based on the wavelet transform and noise modeling
• AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX
• scientific article; zbMATH DE number 6718508 (Why is no real title available?)
• Wavelet based seismic signal de-noising using Shannon and Tsallis entropy
• Complementary entropy and wavelet analysis of drilling-ability data
• The wavelet entropy sequence of the nonlinear system's degradated data and its application
• scientific article; zbMATH DE number 5919907 (Why is no real title available?)
• A timescale algorithm based on wavelet 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
• A wavelet denoise method based on the mutual information criterion

Describes a project that uses

Uses Software

• Gromacs
• EBayesThresh

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