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