文章基本信息

标题：Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise
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作者：Alsaidi M. Altaher ; Mohd Tahir Ismail
期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：2012
卷号：2012
DOI：10.1155/2012/963153
出版社：Hindawi Publishing Corporation
摘要：Classical wavelet thresholding methods suffer from boundary problems caused by the application of the wavelet transformations to a finite signal. As a result, large bias at the edges and artificial wiggles occur when the classical boundary assumptions are not satisfied. Although polynomial wavelet regression and local polynomial wavelet regression effectively reduce the risk of this problem, the estimates from these two methods can be easily affected by the presence of correlated noise and outliers, giving inaccurate estimates. This paper introduces two robust methods in which the effects of boundary problems, outliers, and correlated noise are simultaneously taken into account. The proposed methods combine thresholding estimator with either a local polynomial model or a polynomial model using the generalized least squares method instead of the ordinary one. A primary step that involves removing the outlying observations through a statistical function is considered as well. The practical performance of the proposed methods has been evaluated through simulation experiments and real data examples. The results are strong evidence that the proposed method is extremely effective in terms of correcting the boundary bias and eliminating the effects of outliers and correlated noise.