Uncertainty analysis of decomposition level choice in wavelet threshold de-noising
type: Item
instance of: scholarly article
title: Uncertainty analysis of decomposition level choice in wavelet threshold de-noising
zbMATH Open document ID: 1229.94015
author: Juan-Miguel Gracia
published in: Entropy
publication date: 2012-01-09T00:00:00Z
review text: Summary: The complexities of various noises, which are quantified by wavelet energy entropy (WEE) and differential coefficient of WEE (D(WEE)), are first analyzed and their uncertainties then estimated and described using confidence intervals. Then, quantitative criterion for judging the WEE and D(WEE) difference between noisy series and noise is put forward, based on which the decomposition level (DL) choice method in wavelet threshold de-noising proposed in 2010 by the authors [ibid. 12, No. 6, 1499--1513 (2010; Zbl 1229.62125] is improved. Finally, analytical results from examples verified the performance of the improved method, and also demonstrated its much wider applicability; moreover, the DL chosen using it is more reliable because of the fact that uncertainty is taken into consideration.
Mathematics Subject Classification ID: 94A11
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 42C40
zbMATH DE Number: 5995910
zbMATH Keywords: time series analysis
zbMATH Keywords: uncertainty analysis
zbMATH Keywords: wavelet
zbMATH Keywords: decomposition level
zbMATH Keywords: noise
zbMATH Keywords: wavelet energy entropy
zbMATH Keywords: complexity
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.3390/e12122386
OpenAlex ID: W2084642840
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cites work: Information Theory and Statistical Mechanics
DOI: 10.3390/E12122386
description: scientific article; zbMATH DE number 5995910