haarfisz

MaRDI QIDQ23145swMATHCRANFDO

Authors Piotr Fryzlewicz

Last update 1 September 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 4.5.3, 4.5.3, 4.5, 4.5.4

Official website http://cran.r-project.org/web/packages/haarfisz/index.html

Source code repository https://github.com/cran/haarfisz

Description

A Haar-Fisz algorithm for Poisson intensity estimation.Will denoise Poisson distributed sequences where underlying intensity is not constant. Uses the multiscale variance-stabilization method called the Haar-Fisz transform. Contains functions to carry out the forward and inverse Haar-Fisz transform and denoising on near-Gaussian sequences. Can also carry out cycle-spinning.Main reference: Fryzlewicz, P. and Nason, G.P. (2004)"A Haar-Fisz algorithm for Poisson intensity estimation." Journal of Computational and Graphical Statistics, 13, 621-638. <doi:10.1198/106186004X2697>.

Cites work

• A Haar-Fisz Algorithm for Poisson Intensity Estimation

Described by source

• Haar–Fisz Estimation of Evolutionary Wavelet Spectra

Cited in

(32)

• Some limit results on the Haar-Fisz transform for inhomogeneous Poisson signals
• Spectral correction for locally stationary Shannon wavelet processes
• A wavelet-based approach for detecting changes in second order structure within nonstationary time series
• A wavelet-Fisz approach to spectrum estimation
• Costationarity of locally stationary time series
• Wavelet spectral testing: application to nonstationary circadian rhythms
• DDHFm
• Spectral Inference under Complex Temporal Dynamics
• Case study: shipping trend estimation and prediction via multiscale variance stabilisation
• WaveThresh4
• wavethresh
• Adlift
• Wavos
• ThreshLab
• fractal
• locits
• LS2W
• BootWPTOS
• wmtsa
• tvReg
• waveclock
• Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
• Practical powerful wavelet packet tests for second-order stationarity
• Modelling time-varying first and second-order structure of time series via wavelets and differencing
• Inference for non-stationary time-series autoregression
• Spectral estimation for locally stationary time series with missing observations
• The locally stationary dual-tree complex wavelet model
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment
• Long memory and changepoint models: a spectral classification procedure
• Simultaneous multiple change-point and factor analysis for high-dimensional time series
• Locally adaptive estimation of evolutionary wavelet spectra
• High-dimensional volatility matrix estimation via wavelets and thresholding

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