Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising
In this paper, the energy distributions of various noises following normal, log-normal and Pearson-III distributions are first described quantitatively using the wavelet energy entropy (WEE), and the results are compared and discussed. Then, on the basis of these analytic results, a method for use i...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2010-06-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/12/6/1499/ |
| _version_ | 1828117323359191040 |
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| author | Yan-Fang Sang Dong Wang Ji-Chun Wu |
| author_facet | Yan-Fang Sang Dong Wang Ji-Chun Wu |
| author_sort | Yan-Fang Sang |
| collection | DOAJ |
| description | In this paper, the energy distributions of various noises following normal, log-normal and Pearson-III distributions are first described quantitatively using the wavelet energy entropy (WEE), and the results are compared and discussed. Then, on the basis of these analytic results, a method for use in choosing the decomposition level (DL) in wavelet threshold de-noising (WTD) is put forward. Finally, the performance of the proposed method is verified by analysis of both synthetic and observed series. Analytic results indicate that the proposed method is easy to operate and suitable for various signals. Moreover, contrary to traditional white noise testing which depends on “autocorrelations”, the proposed method uses energy distributions to distinguish real signals and noise in noisy series, therefore the chosen DL is reliable, and the WTD results of time series can be improved. |
| first_indexed | 2024-04-11T13:12:27Z |
| format | Article |
| id | doaj.art-407e8b246c034ea9a69b968fced77a53 |
| institution | Directory Open Access Journal |
| issn | 1099-4300 |
| language | English |
| last_indexed | 2024-04-11T13:12:27Z |
| publishDate | 2010-06-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Entropy |
| spelling | doaj.art-407e8b246c034ea9a69b968fced77a532022-12-22T04:22:29ZengMDPI AGEntropy1099-43002010-06-011261499151310.3390/e12061499Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noisingYan-Fang SangDong WangJi-Chun WuIn this paper, the energy distributions of various noises following normal, log-normal and Pearson-III distributions are first described quantitatively using the wavelet energy entropy (WEE), and the results are compared and discussed. Then, on the basis of these analytic results, a method for use in choosing the decomposition level (DL) in wavelet threshold de-noising (WTD) is put forward. Finally, the performance of the proposed method is verified by analysis of both synthetic and observed series. Analytic results indicate that the proposed method is easy to operate and suitable for various signals. Moreover, contrary to traditional white noise testing which depends on “autocorrelations”, the proposed method uses energy distributions to distinguish real signals and noise in noisy series, therefore the chosen DL is reliable, and the WTD results of time series can be improved.http://www.mdpi.com/1099-4300/12/6/1499/time series analysisnoisewavelet transformdecomposition levelthresholdwavelet energy entropyprobability distribution |
| spellingShingle | Yan-Fang Sang Dong Wang Ji-Chun Wu Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising Entropy time series analysis noise wavelet transform decomposition level threshold wavelet energy entropy probability distribution |
| title | Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising |
| title_full | Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising |
| title_fullStr | Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising |
| title_full_unstemmed | Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising |
| title_short | Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising |
| title_sort | entropy based method of choosing the decomposition level in wavelet threshold de noising |
| topic | time series analysis noise wavelet transform decomposition level threshold wavelet energy entropy probability distribution |
| url | http://www.mdpi.com/1099-4300/12/6/1499/ |
| work_keys_str_mv | AT yanfangsang entropybasedmethodofchoosingthedecompositionlevelinwaveletthresholddenoising AT dongwang entropybasedmethodofchoosingthedecompositionlevelinwaveletthresholddenoising AT jichunwu entropybasedmethodofchoosingthedecompositionlevelinwaveletthresholddenoising |