MDL denoising

DOI10.1109/18.887861zbMATH Open1005.94522OpenAlexW2296087697MaRDI QIDQ4545809FDOQ4545809

Authors: Jorma Rissanen 

Publication date: 11 February 2003

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/29bb4d173559fea57d54de0efbea2fbd42d6724c

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zbMATH Keywords

thresholddenoisinglinear regressionminimum description lengthstochastic complexitywavelet transformsKolmogorov sufficient statistics

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD
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