robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise健壮的小波估计边界问题的影响,同时消除异常值,相关噪声.pdf

Hindawi Publishing Corporation International Journal of Mathematics and Mathematical Sciences Volume 2012, Article ID 963153, 18 pages doi:10.1155/2012/963153 Research Article Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise Alsaidi M. Altaher and Mohd Tahir Ismail School of Mathematical Sciences, Universiti Sains Malaysia, 11800 Penang, Malaysia Correspondence should be addressed to Alsaidi M. Altaher, assaedi76@ Received 19 July 2012; Accepted 16 October 2012 Academic Editor: Palle E. Jorgensen Copyright q 2012 A. M. Altaher and M. T. Ismail. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Classical wavelet thresholding methods suffer from boundary problems caused by the application of the wavelet transformations to a finite signal. As a result, large bias at the edges and artificial wiggles occur when the classical boundary assumptions are not satisfied. Although polynomial wavelet regression and local polynomial wavelet regression effectively reduce the risk of this problem, the estimates from these two methods can be easily affected by the presence of correlated noise and outliers, giving inaccurate estimates. This paper introduces two robust methods in which the effects of boundary problems, outliers, and correlated noise are simultaneously taken into account. The proposed methods combine thresholding estimator with either a local polynomial model or a polynomial model using the generalized least squares method instead of the ordinary one. A primary step that involves removing the outlying observations through a statistic