Title:
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Data analysis with complex Daubechies wavelets
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Wavelet thresholding is an increasingly popular method of nonparametric smoothing.
Both real-valued and complex-valued Daubechies wavelets exist. However, to date,
complex-valued wavelets have attracted little attention in the statistical literature
compared to real-valued wavelets. The broad aim of this thesis is to further the application
of complex-valued Daubechies wavelets within the wavelet thresholding framework.
Much of the previous work that applied complex-valued wavelets focused upon their
application to real-valued data. However, complex-valued data exist and arise in multiple
scientific areas. This thesis firstly examines how one method of applying complex-valued
wavelets performs on complex-valued data before modifying the methodology to allow
for native denoising of complex-valued data.
A large number of smoothing regimes exist within the wavelet framework, known as
'thresholding rules'. The majority of these thresholding rules have been designed for
use in conjunction with real-valued wavelets. One such thresholding rule is known as
'block thresholding' whereby the data is considered in blocks, rather than as individual
data points, to allow for correlation between neighbouring data points. A further
thresholding method is known as the 'fiducial thresholding' method which attempts to
circumvent perceived problems within the Bayesian approach. Within this thesis these
two thresholding rules are developed to allow for the application of complex-valued
wavelets; the difference in their performance when using real- and complex-valued
wavelets is investigated by simulation.
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