Search results for: Matlab (Wavelet tools)

Authors: Samba Raju, Chiluveru, Manoj Tripathy

Abstract:

Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methods

Keywords: Discrete Wavelet Transform, speech intelligibility, STOI, standard deviation.

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Authors: Grigorios D. Dimitroulakos, N. D. Zervas, N. Sklavos, Costas E. Goutis

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In this paper, the implementation of low power, high throughput convolutional filters for the one dimensional Discrete Wavelet Transform and its inverse are presented. The analysis filters have already been used for the implementation of a high performance DWT encoder [15] with minimum memory requirements for the JPEG 2000 standard. This paper presents the design techniques and the implementation of the convolutional filters included in the JPEG2000 standard for the forward and inverse DWT for achieving low-power operation, high performance and reduced memory accesses. Moreover, they have the ability of performing progressive computations so as to minimize the buffering between the decomposition and reconstruction phases. The experimental results illustrate the filters- low power high throughput characteristics as well as their memory efficient operation.

Keywords: Discrete Wavelet Transform; JPEG2000 standard; VLSI design; Low Power-Throughput-optimized filters

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Authors: Nilson Barbieri, Renato Barbieri

Abstract:

–In this paper the damage in clamped-free, clampedclamped and free-free beam are analyzed considering samples without and with structural modifications. The damage location is investigated by the use of the bispectrum and wavelet analysis. The mathematical models are obtained using 2D elasticity theory and the Finite Element Method (FEM). The numerical and experimental data are approximated using the Particle Swarm Optimizer (PSO) method and this way is possible to adjust the localization and the severity of the damage. The experimental data are obtained through accelerometers placed along the sample. The system is excited using impact hammer.

Keywords: Damage, beam, PSO, bispectrum, wavelet transform

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Authors: Tarun Gulati, Kapil Gupta, Dushyant Gupta

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High resolution images are always desired as they contain the more information and they can better represent the original data. So, to convert the low resolution image into high resolution interpolation is done. The quality of such high resolution image depends on the interpolation function and is assessed in terms of sharpness of image. This paper focuses on Wavelet based Interpolation Techniques in which an input image is divided into subbands. Each subband is processed separately and finally combined the processed subbandsto get the super resolution image. 

Keywords: SWT, DWTSR, DWTSWT, DWCWT.

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Authors: Eng. Alaa K. Satti Salih

Abstract:

Revolutions Applications such as telecommunications, hands-free communications, recording, etc. which need at least one microphone, the signal is usually infected by noise and echo. The important application is the speech enhancement, which is done to remove suppressed noises and echoes taken by a microphone, beside preferred speech. Accordingly, the microphone signal has to be cleaned using digital signal processing DSP tools before it is played out, transmitted, or stored. Engineers have so far tried different approaches to improving the speech by get back the desired speech signal from the noisy observations. Especially Mobile communication, so in this paper will do reconstruction of the speech signal, observed in additive background noise, using the Kalman filter technique to estimate the parameters of the Autoregressive Process (AR) in the state space model and the output speech signal obtained by the MATLAB. The accurate estimation by Kalman filter on speech would enhance and reduce the noise then compare and discuss the results between actual values and estimated values which produce the reconstructed signals.

Keywords: Autoregressive Process, Kalman filter, Matlab and Noise speech.

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Authors: Wen-Chi Hou, Cheng Luo, Zhewei Jiang, Feng Yan

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In this research, we propose to use the discrete cosine transform to approximate the cumulative distributions of data cube cells- values. The cosine transform is known to have a good energy compaction property and thus can approximate data distribution functions easily with small number of coefficients. The derived estimator is accurate and easy to update. We perform experiments to compare its performance with a well-known technique - the (Haar) wavelet. The experimental results show that the cosine transform performs much better than the wavelet in estimation accuracy, speed, space efficiency, and update easiness.

Keywords: DCT, Data Cube

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Authors: Wenji Zhu, Yigang He

Abstract:

This paper presents a new method of analog fault diagnosis based on back-propagation neural networks (BPNNs) using wavelet decomposition and fractal dimension as preprocessors. The proposed method has the capability to detect and identify faulty components in an analog electronic circuit with tolerance by analyzing its impulse response. Using wavelet decomposition to preprocess the impulse response drastically de-noises the inputs to the neural network. The second preprocessing by fractal dimension can extract unique features, which are the fed to a neural network as inputs for further classification. A comparison of our work with [1] and [6], which also employs back-propagation (BP) neural networks, reveals that our system requires a much smaller network and performs significantly better in fault diagnosis of analog circuits due to our proposed preprocessing techniques.

Keywords: Analog circuits, fault diagnosis, tolerance, wavelettransform, fractal dimension, box dimension.

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Authors: Kamaldeep Joshi, Rajkumar Yadav, Ashok Kumar Yadav

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Digital Watermarking is a procedure to prevent the unauthorized access and modification of personal data. It assures that the communication between two parties remains secure and their communication should be undetected. This paper investigates the consequence of the watermark strength of the grayscale image using a Discrete Wavelet Transformation (DWT) additive technique. In this method, the gray scale host image is divided into four sub bands: LL (Low-Low), HL (High-Low), LH (Low-High), HH (High-High) and the watermark is inserted in an LL sub band using DWT technique. As the image is divided into four sub bands, a watermark of equal size of the LL sub band has been inserted and the results are discussed. LL represents the average component of the host image which contains the maximum information of the image. Two kinds of experiments are performed. In the first, the same watermark is embedded in different images and in the later on the strength of the watermark varies by a factor of s i.e. (s=10, 20, 30, 40, 50) and it is inserted in the same image.

Keywords: Watermarking, discrete wavelet transform, scaling factor, steganography.

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Authors: Negar Riazifar, Mehran Yazdi

Abstract:

Discrete Wavelet Transform (DWT) has demonstrated far superior to previous Discrete Cosine Transform (DCT) and standard JPEG in natural as well as medical image compression. Due to its localization properties both in special and transform domain, the quantization error introduced in DWT does not propagate globally as in DCT. Moreover, DWT is a global approach that avoids block artifacts as in the JPEG. However, recent reports on natural image compression have shown the superior performance of contourlet transform, a new extension to the wavelet transform in two dimensions using nonseparable and directional filter banks, compared to DWT. It is mostly due to the optimality of contourlet in representing the edges when they are smooth curves. In this work, we investigate this fact for medical images, especially for CT images, which has not been reported yet. To do that, we propose a compression scheme in transform domain and compare the performance of both DWT and contourlet transform in PSNR for different compression ratios (CR) using this scheme. The results obtained using different type of computed tomography images show that the DWT has still good performance at lower CR but contourlet transform performs better at higher CR.

Keywords: Computed Tomography (CT), DWT, Discrete Contourlet Transform, Image Compression.

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Authors: Olivier Adam, Maciej Lopatka, Christophe Laplanche, Jean-François Motsch

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This article presents the results using a parametric approach and a Wavelet Transform in analysing signals emitting from the sperm whale. The extraction of intrinsic characteristics of these unique signals emitted by marine mammals is still at present a difficult exercise for various reasons: firstly, it concerns non-stationary signals, and secondly, these signals are obstructed by interfering background noise. In this article, we compare the advantages and disadvantages of both methods: Auto Regressive models and Wavelet Transform. These approaches serve as an alternative to the commonly used estimators which are based on the Fourier Transform for which the hypotheses necessary for its application are in certain cases, not sufficiently proven. These modern approaches provide effective results particularly for the periodic tracking of the signal's characteristics and notably when the signal-to-noise ratio negatively effects signal tracking. Our objectives are twofold. Our first goal is to identify the animal through its acoustic signature. This includes recognition of the marine mammal species and ultimately of the individual animal (within the species). The second is much more ambitious and directly involves the intervention of cetologists to study the sounds emitted by marine mammals in an effort to characterize their behaviour. We are working on an approach based on the recordings of marine mammal signals and the findings from this data result from the Wavelet Transform. This article will explore the reasons for using this approach. In addition, thanks to the use of new processors, these algorithms once heavy in calculation time can be integrated in a real-time system.

Keywords: Autoregressive model, Daubechies Wavelet, Fourier Transform, marine mammals, signal processing, spectrogram, sperm whale, Wavelet Transform.

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Authors: Mazin Z. Othman, Maan M. Shaker, Mohammed F. Abdullah

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This study introduces a new method for detecting, sorting, and localizing spikes from multiunit EEG recordings. The method combines the wavelet transform, which localizes distinctive spike features, with Super-Paramagnetic Clustering (SPC) algorithm, which allows automatic classification of the data without assumptions such as low variance or Gaussian distributions. Moreover, the method is capable of setting amplitude thresholds for spike detection. The method makes use of several real EEG data sets, and accordingly the spikes are detected, clustered and their times were detected.

Keywords: EEG time localizations, EEG spike detection, superparamagnetic algorithm, wavelet transform.

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Authors: Commander Sunil Tyagi

Abstract:

Effectiveness of Artificial Neural Networks (ANN) and Support Vector Machines (SVM) classifiers for fault diagnosis of rolling element bearings are presented in this paper. The characteristic features of vibration signals of rotating driveline that was run in its normal condition and with faults introduced were used as input to ANN and SVM classifiers. Simple statistical features such as standard deviation, skewness, kurtosis etc. of the time-domain vibration signal segments along with peaks of the signal and peak of power spectral density (PSD) are used as features to input the ANN and SVM classifier. The effect of preprocessing of the vibration signal by Discreet Wavelet Transform (DWT) prior to feature extraction is also studied. It is shown from the experimental results that the performance of SVM classifier in identification of bearing condition is better then ANN and pre-processing of vibration signal by DWT enhances the effectiveness of both ANN and SVM classifier

Keywords: ANN, Artificial Intelligence, Fault Diagnosis, Pattern Recognition, Rolling Element Bearing, SVM. Wavelet Transform

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Authors: S.G.Venkatesh, S.K.Ayyaswamy, G.Hariharan

Abstract:

In this paper, we present a framework to determine Haar solutions of Bratu-type equations that are widely applicable in fuel ignition of the combustion theory and heat transfer. The method is proposed by applying Haar series for the highest derivatives and integrate the series. Several examples are given to confirm the efficiency and the accuracy of the proposed algorithm. The results show that the proposed way is quite reasonable when compared to exact solution.

Keywords: Haar wavelet method, Bratu's problem, boundary value problems, initial value problems, adomain decomposition method.

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Authors: L. Salhi, M. Talbi, A. Cherif

Abstract:

This paper presents a new strategy of identification and classification of pathological voices using the hybrid method based on wavelet transform and neural networks. After speech acquisition from a patient, the speech signal is analysed in order to extract the acoustic parameters such as the pitch, the formants, Jitter, and shimmer. Obtained results will be compared to those normal and standard values thanks to a programmable database. Sounds are collected from normal people and patients, and then classified into two different categories. Speech data base is consists of several pathological and normal voices collected from the national hospital “Rabta-Tunis". Speech processing algorithm is conducted in a supervised mode for discrimination of normal and pathology voices and then for classification between neural and vocal pathologies (Parkinson, Alzheimer, laryngeal, dyslexia...). Several simulation results will be presented in function of the disease and will be compared with the clinical diagnosis in order to have an objective evaluation of the developed tool.

Keywords: Formants, Neural Networks, Pathological Voices, Pitch, Wavelet Transform.

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Authors: Tom Dowling, Adam Duffy

Abstract:

This paper presents an architecture to assist in the development of tools to perform experimental analysis. Existing implementations of tools based on this architecture are also described in this paper. These tools are applied to the real world problem of fault attack emulation and detection in cryptographic algorithms.

Keywords: Software Architectures and Design, Software Componentsand Reuse, Engineering Secure Software.

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Authors: Lei Lei, Chao Wang, Xin Liu

Abstract:

Discrete wavelet transform (DWT) has been widely adopted in biomedical signal processing for denoising, compression and so on. Choosing a suitable decomposition level (DL) in DWT is of paramount importance to its performance. In this paper, we propose to exploit sparseness of the transformed signals to determine the appropriate DL. Simulation results have shown that the sparseness of transformed signals after DWT increases with the increasing DLs. Additional Monte-Carlo simulation results have verified the effectiveness of sparseness measure in determining the DL.

Keywords: Sparseness, DWT, decomposition level, ECG.

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Authors: Samira Mabtoul, Elhassan Ibn Elhaj, Driss Aboutajdine

Abstract:

In this paper a new robust digital image watermarking algorithm based on the Complex Wavelet Transform is proposed. This technique embeds different parts of a watermark into different blocks of an image under the complex wavelet domain. To increase security of the method, two chaotic maps are employed, one map is used to determine the blocks of the host image for watermark embedding, and another map is used to encrypt the watermark image. Simulation results are presented to demonstrate the effectiveness of the proposed algorithm.

Keywords: Image watermarking, Chaotic map, DT-CWT.

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Authors: Saudagar Abdul Khader Jilani, Syed Abdul Sattar

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Image compression plays a vital role in today-s communication. The limitation in allocated bandwidth leads to slower communication. To exchange the rate of transmission in the limited bandwidth the Image data must be compressed before transmission. Basically there are two types of compressions, 1) LOSSY compression and 2) LOSSLESS compression. Lossy compression though gives more compression compared to lossless compression; the accuracy in retrievation is less in case of lossy compression as compared to lossless compression. JPEG, JPEG2000 image compression system follows huffman coding for image compression. JPEG 2000 coding system use wavelet transform, which decompose the image into different levels, where the coefficient in each sub band are uncorrelated from coefficient of other sub bands. Embedded Zero tree wavelet (EZW) coding exploits the multi-resolution properties of the wavelet transform to give a computationally simple algorithm with better performance compared to existing wavelet transforms. For further improvement of compression applications other coding methods were recently been suggested. An ANN base approach is one such method. Artificial Neural Network has been applied to many problems in image processing and has demonstrated their superiority over classical methods when dealing with noisy or incomplete data for image compression applications. The performance analysis of different images is proposed with an analysis of EZW coding system with Error Backpropagation algorithm. The implementation and analysis shows approximately 30% more accuracy in retrieved image compare to the existing EZW coding system.

Keywords: Accuracy, Compression, EZW, JPEG2000, Performance.

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Authors: Dávid Csercsik, Péter Kádár

Abstract:

In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.

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Authors: Desmond B. Keenan

Abstract:

The clinical usefulness of heart rate variability is limited to the range of Holter monitoring software available. These software algorithms require a normal sinus rhythm to accurately acquire heart rate variability (HRV) measures in the frequency domain. Premature ventricular contractions (PVC) or more commonly referred to as ectopic beats, frequent in heart failure, hinder this analysis and introduce ambiguity. This investigation demonstrates an algorithm to automatically detect ectopic beats by analyzing discrete wavelet transform coefficients. Two techniques for filtering and replacing the ectopic beats from the RR signal are compared. One technique applies wavelet hard thresholding techniques and another applies linear interpolation to replace ectopic cycles. The results demonstrate through simulation, and signals acquired from a 24hr ambulatory recorder, that these techniques can accurately detect PVC-s and remove the noise and leakage effects produced by ectopic cycles retaining smooth spectra with the minimum of error.

Keywords: Heart rate variability, vagal tone, sympathetic, parasympathetic, wavelets, ectopic beats, spectral analysis.

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Authors: R. Senthilkumar

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Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.

Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function

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Authors: Mbainaibeye Jérôme, Noureddine Ellouze

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We study in this paper the effect of the scene changing on image sequences coding system using Embedded Zerotree Wavelet (EZW). The scene changing considered here is the full motion which may occurs. A special image sequence is generated where the scene changing occurs randomly. Two scenarios are considered: In the first scenario, the system must provide the reconstruction quality as best as possible by the management of the bit rate (BR) while the scene changing occurs. In the second scenario, the system must keep the bit rate as constant as possible by the management of the reconstruction quality. The first scenario may be motivated by the availability of a large band pass transmission channel where an increase of the bit rate may be possible to keep the reconstruction quality up to a given threshold. The second scenario may be concerned by the narrow band pass transmission channel where an increase of the bit rate is not possible. In this last case, applications for which the reconstruction quality is not a constraint may be considered. The simulations are performed with five scales wavelet decomposition using the 9/7-tap filter bank biorthogonal wavelet. The entropy coding is performed using a specific defined binary code book and EZW algorithm. Experimental results are presented and compared to LEAD H263 EVAL. It is shown that if the reconstruction quality is the constraint, the system increases the bit rate to obtain the required quality. In the case where the bit rate must be constant, the system is unable to provide the required quality if the scene change occurs; however, the system is able to improve the quality while the scene changing disappears.

Keywords: Image Sequence Compression, Wavelet Transform, Scene Changing, Zero Tree, Bit Rate, Quality.

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Authors: Bo Liu, Qingshan Kong, Weiqing Huang

Abstract:

With the rapid development of modern communication, diagnosing the fiber-optic quality and faults in real-time is widely focused. In this paper, a Labview-based system is proposed for fiber-optic faults detection. The wavelet threshold denoising method combined with Empirical Mode Decomposition (EMD) is applied to denoise the optical time domain reflectometer (OTDR) signal. Then the method based on Gabor representation is used to detect events. Experimental measurements show that signal to noise ratio (SNR) of the OTDR signal is improved by 1.34dB on average, compared with using the wavelet threshold denosing method. The proposed system has a high score in event detection capability and accuracy. The maximum detectable fiber length of the proposed Labview-based system can be 65km.

Keywords: Empirical mode decomposition (EMD), events detection, Gabor transform, optical time domain reflectometer (OTDR), wavelet threshold denoising.

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Authors: Seyed Sadegh Naseralavi, Sohrab Nemati, Ehsan Khojastehfar, Sadegh Balaghi

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In the present research, various formulations of wavelet transform are applied on acceleration time history of earthquake. The mentioned transforms decompose the strong ground motion into low and high frequency parts. Since the high frequency portion of strong ground motion has a minor effect on dynamic response of structures, the structure is excited by low frequency part. Consequently, the seismic response of structure is predicted consuming one half of computational time, comparing with conventional time history analysis. Towards reducing the computational effort needed in seismic optimization of structure, seismic optimization of a shear frame structure is conducted by applying various forms of mentioned transformation through genetic algorithm.

Keywords: Time history analysis, wavelet transform, optimization, earthquake.

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Authors: Prabh Preet Singh, Harpreet Kaur

Abstract:

This paper presents a method for single image dehazing based on dark channel prior (DCP). The property that the intensity of the dark channel gives an approximate thickness of the haze is used to estimate the transmission and atmospheric light. Instead of constant atmospheric light, the proposed method employs scene depth to estimate spatially varying atmospheric light as it truly occurs in nature. Haze imaging model together with the soft matting method has been used in this work to produce high quality haze free image. Experimental results demonstrate that the proposed approach produces better results than the classic DCP approach as color fidelity and contrast of haze free image are improved and no over-saturation in the sky region is observed. Further, lifting Haar wavelet transform is employed to reduce overall execution time by a factor of two to three as compared to the conventional approach.

Keywords: Depth based atmospheric light, dark channel prior, lifting wavelet.

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Authors: Durgesh Kumar Ojha, Monica Subashini

Abstract:

The proposed method is to study and analyze Electrocardiograph (ECG) waveform to detect abnormalities present with reference to P, Q, R and S peaks. The first phase includes the acquisition of real time ECG data. In the next phase, generation of signals followed by pre-processing. Thirdly, the procured ECG signal is subjected to feature extraction. The extracted features detect abnormal peaks present in the waveform Thus the normal and abnormal ECG signal could be differentiated based on the features extracted. The work is implemented in the most familiar multipurpose tool, MATLAB. This software efficiently uses algorithms and techniques for detection of any abnormalities present in the ECG signal. Proper utilization of MATLAB functions (both built-in and user defined) can lead us to work with ECG signals for processing and analysis in real time applications. The simulation would help in improving the accuracy and the hardware could be built conveniently.

Keywords: ECG Waveform, Peak Detection, Arrhythmia, Matlab.

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Authors: Samir Avdakovic, Amir Nuhanovic

Abstract:

Low frequency power oscillations may be triggered by many events in the system. Most oscillations are damped by the system, but undamped oscillations can lead to system collapse. Oscillations develop as a result of rotor acceleration/deceleration following a change in active power transfer from a generator. Like the operations limits, the monitoring of power system oscillating modes is a relevant aspect of power system operation and control. Unprevented low-frequency power swings can be cause of cascading outages that can rapidly extend effect on wide region. On this regard, a Wide Area Monitoring, Protection and Control Systems (WAMPCS) help in detecting such phenomena and assess power system dynamics security. The monitoring of power system electromechanical oscillations is very important in the frame of modern power system management and control. In first part, this paper compares the different technique for identification of power system oscillations. Second part analyzes possible identification some power system dynamics behaviors Using Wide Area Monitoring Systems (WAMS) based on Phasor Measurement Units (PMUs) and wavelet technique.

Keywords: Power system oscillations, Modal analysis, Prony, Wavelet, PMU, Wide Area Monitoring System.

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Authors: Mohamed S. El-Mahallawy, Attalah Hashad, Hazem Hassan Ali, Heba Sami Zaky

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This paper presents an evaluation for a wavelet-based digital watermarking technique used in estimating the quality of video sequences transmitted over Additive White Gaussian Noise (AWGN) channel in terms of a classical objective metric, such as Peak Signal-to-Noise Ratio (PSNR) without the need of the original video. In this method, a watermark is embedded into the Discrete Wavelet Transform (DWT) domain of the original video frames using a quantization method. The degradation of the extracted watermark can be used to estimate the video quality in terms of PSNR with good accuracy. We calculated PSNR for video frames contaminated with AWGN and compared the values with those estimated using the Watermarking-DWT based approach. It is found that the calculated and estimated quality measures of the video frames are highly correlated, suggesting that this method can provide a good quality measure for video frames transmitted over AWGN channel without the need of the original video.

Keywords: AWGN, DWT, PSNR, Watermarking, VideoQuality.

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Authors: Harpreet Kaur, Vinod Mishra, R. C. Mittal

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In this paper, we have proposed a Haar wavelet quasilinearization method to solve the well known Blasius equation. The method is based on the uniform Haar wavelet operational matrix defined over the interval [0, 1]. In this method, we have proposed the transformation for converting the problem on a fixed computational domain. The Blasius equation arises in the various boundary layer problems of hydrodynamics and in fluid mechanics of laminar viscous flows. Quasi-linearization is iterative process but our proposed technique gives excellent numerical results with quasilinearization for solving nonlinear differential equations without any iteration on selecting collocation points by Haar wavelets. We have solved Blasius equation for 1≤α ≤ 2 and the numerical results are compared with the available results in literature. Finally, we conclude that proposed method is a promising tool for solving the well known nonlinear Blasius equation.

Keywords: Boundary layer Blasius equation, collocation points, quasi-linearization process, uniform haar wavelets.

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Authors: Alsaidi M. Altaher, Mohd T. Ismail

Abstract:

In wavelet regression, choosing threshold value is a crucial issue. A too large value cuts too many coefficients resulting in over smoothing. Conversely, a too small threshold value allows many coefficients to be included in reconstruction, giving a wiggly estimate which result in under smoothing. However, the proper choice of threshold can be considered as a careful balance of these principles. This paper gives a very brief introduction to some thresholding selection methods. These methods include: Universal, Sure, Ebays, Two fold cross validation and level dependent cross validation. A simulation study on a variety of sample sizes, test functions, signal-to-noise ratios is conducted to compare their numerical performances using three different noise structures. For Gaussian noise, EBayes outperforms in all cases for all used functions while Two fold cross validation provides the best results in the case of long tail noise. For large values of signal-to-noise ratios, level dependent cross validation works well under correlated noises case. As expected, increasing both sample size and level of signal to noise ratio, increases estimation efficiency.

Keywords: wavelet regression, simulation, Threshold.

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