Accession Number : ADA290168
Title : Choice of Thresholds for Wavelet Shrinkage Estimate of the Spectrum,
Corporate Author : MATHSOFT INC SEATTLE WA STATISTICAL SCIENCES DIV
Personal Author(s) : Gao, Hong-ye
PDF Url : ADA290168
Report Date : 25 JAN 1995
Pagination or Media Count : 19
Abstract : The purpose of this thresholding level is to make the reconstructed log-spectrum as nearly noise- free as possible. In addition to being pleasant from a visual point of view, the noise-free character leads to attractive theoretical properties over a wide range of smoothness assumptions. Previous proposals set much smaller thresholds and did not enjoy these properties.
Descriptors : *TIME SERIES ANALYSIS, *SPECTRUM ANALYSIS, REGRESSION ANALYSIS, NOISE REDUCTION, LOGARITHM FUNCTIONS, GAUSSIAN QUADRATURE.
Subject Categories : Numerical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE