The locally stationary dual-tree complex wavelet model
File(s)s11222-017-9784-0.pdf (2.54 MB)
Published version
OA Location
Author(s)
Nelson, JDB
Gibberd, AJ
Nafornita, C
Kingsbury, N
Type
Journal Article
Abstract
We here harmonise two significant contributions to the field of wavelet analysis in the past two decades, namely the locally stationary wavelet process and the family of dual-tree complex wavelets. By combining these two components, we furnish a statistical model that can simultaneously access benefits from these two constructions. On the one hand, our model borrows the debiased spectrum and auto-covariance estimator from the locally stationary wavelet model. On the other hand, the enhanced directional selectivity is obtained from the dual-tree complex wavelets over the regular lattice. The resulting model allows for the description and identification of wavelet fields with significantly more directional fidelity than was previously possible. The corresponding estimation theory is established for the new model, and some stationarity detection experiments illustrate its practicality.
Date Issued
2018-11-01
Date Acceptance
2017-10-20
Citation
Statistics and Computing, 2018, 28 (6), pp.1139-1154
ISSN
0960-3174
Publisher
Springer
Start Page
1139
End Page
1154
Journal / Book Title
Statistics and Computing
Volume
28
Issue
6
Copyright Statement
© 2017 The Author(s). Open Access. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Subjects
Science & Technology
Technology
Physical Sciences
Computer Science, Theory & Methods
Statistics & Probability
Computer Science
Mathematics
Locally stationary wavelet
Random fields
Dual-tree complex wavelets
Stationarity detection
NONSTATIONARY TIME-SERIES
ADAPTIVE ESTIMATION
TEXTURED IMAGES
TRANSFORM
FIELDS
COEFFICIENTS
SPECTRA
0104 Statistics
0802 Computation Theory And Mathematics
Publication Status
Published
Date Publish Online
2017-10-26