Hierarchical wavelet modelling of environmental sensor data

Motivated by the need to smooth and to summarize multiple simultaneous time series arising from networks of environmental monitors, we propose a hierarchical wavelet model for which estimation of hyperparameters can be performed by marginal maximum likelihood. The result is an empirical Bayes thresholding procedure whose results improve on those of wavethresh in terms of mean square error. We apply the approach to data from the SensorScope environmental modelling system, and briefly discuss issues that arise concerning variance estimation in this context.


Published in:
Brazilian Journal of Probability and Statistics, 25, 406-420
Year:
2011
Keywords:
Laboratories:




 Record created 2011-10-14, last modified 2018-09-13


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