haarfisz
swMATH11198CRANhaarfiszMaRDI QIDQ23145FDOQ23145
Software to Perform Haar Fisz Transforms
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
Source code repository: https://github.com/cran/haarfisz
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>.
Cited In (19)
- Some limit results on the Haar-Fisz transform for inhomogeneous Poisson signals
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- Spectral Inference under Complex Temporal Dynamics
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation
- 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
- Costationarity of Locally Stationary Time Series
- 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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