Wavelet-based multiscale statistical process monitoring: A literature review

R Ganesan, TK Das, V Venkataraman - IIE transactions, 2004 - Taylor & Francis
Data that represent complex and multivariate processes are well known to be multiscale due
to the variety of changes that could occur in a process with different localizations in time and …

Long-memory processes

J Beran, Y Feng, S Ghosh, R Kulik - Long-Mem. Process, 2013 - Springer
Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

[KNIHA][B] Wavelet methods in statistics with R

GP Nason - 2008 - Springer
The word 'multiscale'can mean many things. However, in this book we are generally
concerned with the representation of objects at a set of scales and then manipulating these …

Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum

GP Nason, R Von Sachs… - Journal of the Royal …, 2000 - Wiley Online Library
This paper defines and studies a new class of non‐stationary random processes constructed
from discrete non‐decimated wavelets which generalizes the Cramér (Fourier) …

Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

MH Neumann, R Von Sachs - The Annals of Statistics, 1997 - projecteuclid.org
We derive minimax rates for estimation in anisotropic smoothness classes. These rates are
attained by a coordinatewise thresholded wavelet estimator based on a tensor product basis …

Mechanical fault detection based on the wavelet de-noising technique

J Lin, MJ Zuo, KR Fyfe - J. Vib. Acoust., 2004 - asmedigitalcollection.asme.org
For gears and roller bearings, periodic impulses indicate that there are faults in the
components. However, it is difficult to detect the impulses at the early stage of fault because …

[HTML][HTML] Nonlinear wavelet thresholding: A recursive method to determine the optimal denoising threshold

A Azzalini, M Farge, K Schneider - Applied and Computational Harmonic …, 2005 - Elsevier
Nonlinear thresholding of wavelet coefficients is an efficient method for denoising signals
with isolated singularities. The quasi-optimal value of the threshold depends on the sample …

Extending the scope of wavelet regression methods by coefficient-dependent thresholding

A Kovac, BW Silverman - Journal of the American Statistical …, 2000 - Taylor & Francis
Various aspects of the wavelet approach to nonparametric regression are considered, with
the overall aim of extending the scope of wavelet techniques to irregularly spaced data, to …

Wavelet shrinkage for correlated data and inverse problems: adaptivity results

IM Johnstone - Statistica Sinica, 1999 - JSTOR
Johnstone and Silverman (1997) described a level-dependent thresholding method for
extracting signals from correlated noise. The thresholds were chosen to minimize a data …

On‐line multiscale filtering of random and gross errors without process models

MN Nounou, BR Bakshi - AIChE Journal, 1999 - Wiley Online Library
Data Rectification by univariate filtering is popular for processes lacking an accurate model.
Linear filters are most popular for online filtering; however, they are single‐scale best suited …