Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising

In this paper, the energy distributions of various noises following normal, log-normal and Pearson-III distributions are first described quantitatively using the wavelet energy entropy (WEE), and the results are compared and discussed. Then, on the basis of these analytic results, a method for use i...

Full description

Bibliographic Details
Main Authors: Yan-Fang Sang, Dong Wang, Ji-Chun Wu
Format: Article
Language:English
Published: MDPI AG 2010-06-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/12/6/1499/
Description
Summary:In this paper, the energy distributions of various noises following normal, log-normal and Pearson-III distributions are first described quantitatively using the wavelet energy entropy (WEE), and the results are compared and discussed. Then, on the basis of these analytic results, a method for use in choosing the decomposition level (DL) in wavelet threshold de-noising (WTD) is put forward. Finally, the performance of the proposed method is verified by analysis of both synthetic and observed series. Analytic results indicate that the proposed method is easy to operate and suitable for various signals. Moreover, contrary to traditional white noise testing which depends on “autocorrelations”, the proposed method uses energy distributions to distinguish real signals and noise in noisy series, therefore the chosen DL is reliable, and the WTD results of time series can be improved.
ISSN:1099-4300