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research article
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.
Type
research article
Web of Science ID
WOS:000296130100009
Authors
Publication date
2011
Published in
Volume
25
Start page
406
End page
420
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
October 14, 2011
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