2017
DOI: 10.1007/s11222-017-9784-0
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The locally stationary dual-tree complex wavelet model

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 dualtree 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 selectiv… Show more

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Cited by 9 publications
(10 citation statements)
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“…The transform scale in the DTCWT increases, as the size of the subbands decreases in octave steps, in accordance with classic wavelet transformations [13]. This gives each level a trade-off between resolution and redundancy.…”
Section: Lifting Dual Tree Complex Wavelet Transformmentioning
confidence: 64%
“…The transform scale in the DTCWT increases, as the size of the subbands decreases in octave steps, in accordance with classic wavelet transformations [13]. This gives each level a trade-off between resolution and redundancy.…”
Section: Lifting Dual Tree Complex Wavelet Transformmentioning
confidence: 64%
“…This step mostly reduces the values of large-scale coefficients and re-distributes their energy to smaller scales. The theory was extended to the redundant DTCWT by Nelson et al (2018). Following Buschow et al (2019), any negative "energy" values introduced by the bias correction are set to zero.…”
Section: The Dual-tree Complex Wavelet Transformmentioning
confidence: 99%
“…, J}, since we want to analyze the local degree of convective organization at each grid point. We denote the squared modulus of the corresponding complex coefficient as local spectral energy Nelson et al (2018) extended the theory of locally stationary wavelet processes (Eckley et al 2010) to the case of the DTCWT and formulated the necessary bias correction for the local energies, which removes unwanted overemphasis on the very large scales. The complete redundant DTCWT including the bias correction is implemented in the dualtrees R-package (Buschow et al 2020).…”
Section: A Dual-tree Complex Wavelet Transforms (Dtcwt)mentioning
confidence: 99%