Hierarchical wavelet modelling of environmental sensor data

DOI10.1214/11-BJPS154MaRDI QIDQ642204zbMATH OpenOpenAlexFDO

Authors Yann Ruffieux, A. C. Davison

Publication date 25 October 2011

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/11-bjps154

zbMATH Keywords

waveletshierarchical modelmixture modelnormal distributionempirical BayesSensorScopespike-and-slab model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Empirical decision procedures; empirical Bayes procedures (62C12) Numerical methods for wavelets (65T60)

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Cites work

• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• A theory for multiresolution signal decomposition: the wavelet representation
• Empirical Bayes selection of wavelet thresholds
• Nonparametric trend estimation in replicated time series
• Ten Lectures on Wavelets
• Wavelet Thresholding via A Bayesian Approach
• Wavelet transforms versus Fourier transforms
• Wavelet-based Functional Mixed Models

Cited in

(3)

• scientific article; zbMATH DE number 7610228 (Why is no real title available?)
• Wavelets and Elman neural networks for monitoring environmental variables
• Data-reduction method for spatial data using a structured wavelet model

Describes a project that uses

Uses Software

• R
• wavethresh
• EBayesThresh
• wmtsa

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