Basis Selection for Wavelet Regression
نویسندگان
چکیده
A wavelet basis selection procedure is presented for wavelet regression. Both the basis and the threshold are selected using crossvalidation. The method includes the capability of incorporating prior knowledge on the smoothness (or shape of the basis functions) into the basis selection procedure. The results of the method are demonstrated on sampled flmctions widely used in the wavelet regression literature. The results of the rcmthod are contrasted with other published methods.
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تاریخ انتشار 1998