Results 1  10
of
84
A theory for multiresolution signal decomposition : the wavelet representation
 IEEE Transaction on Pattern Analysis and Machine Intelligence
, 1989
"... AbstractMultiresolution representations are very effective for analyzing the information content of images. We study the properties of the operator which approximates a signal at a given resolution. We show that the difference of information between the approximation of a signal at the resolutions ..."
Abstract

Cited by 2671 (12 self)
 Add to MetaCart
AbstractMultiresolution representations are very effective for analyzing the information content of images. We study the properties of the operator which approximates a signal at a given resolution. We show that the difference of information between the approximation of a signal at the resolutions 2 ’ + ’ and 2jcan be extracted by decomposing this signal on a wavelet orthonormal basis of L*(R”). In LL(R), a wavelet orthonormal basis is a family of functions ( @ w (2’ ~n)),,,“jEZt, which is built by dilating and translating a unique function t+r (xl. This decomposition defines an orthogonal multiresolution representation called a wavelet representation. It is computed with a pyramidal algorithm based on convolutions with quadrature mirror lilters. For images, the wavelet representation differentiates several spatial orientations. We study the application of this representation to data compression in image coding, texture discrimination and fractal analysis. Index TermsCoding, fractals, multiresolution pyramids, quadrature mirror filters, texture discrimination, wavelet transform. I I.
Wavelet Analysis of Long Range Dependent Traffic
 IEEE TRANSACTIONS ON INFORMATION THEORY
, 1998
"... A Wavelet based tool for the analysis of long range dependence is introduced and a related semiparametric estimator of the Hurst parameter. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing t ..."
Abstract

Cited by 246 (20 self)
 Add to MetaCart
(Show Context)
A Wavelet based tool for the analysis of long range dependence is introduced and a related semiparametric estimator of the Hurst parameter. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as well as allowing their detection and identification. Statistical, computational and numerical comparisons are made against traditional estimators including that of Whittle. The estimator is used to perform a thorough analysis of the long range dependence in Ethernet traffic traces. New features are found with important implications for the choice of valid models for performance evaluation. A study of mono vs multifractality is also performed, and a preliminary study of the stationarity with respect to the Hurst parameter and deterministic trends.
Multiresolution markov models for signal and image processing
 Proceedings of the IEEE
, 2002
"... This paper reviews a significant component of the rich field of statistical multiresolution (MR) modeling and processing. These MR methods have found application and permeated the literature of a widely scattered set of disciplines, and one of our principal objectives is to present a single, coheren ..."
Abstract

Cited by 125 (17 self)
 Add to MetaCart
(Show Context)
This paper reviews a significant component of the rich field of statistical multiresolution (MR) modeling and processing. These MR methods have found application and permeated the literature of a widely scattered set of disciplines, and one of our principal objectives is to present a single, coherent picture of this framework. A second goal is to describe how this topic fits into the even larger field of MR methods and concepts–in particular making ties to topics such as wavelets and multigrid methods. A third is to provide several alternate viewpoints for this body of work, as the methods and concepts we describe intersect with a number of other fields. The principle focus of our presentation is the class of MR Markov processes defined on pyramidally organized trees. The attractiveness of these models stems from both the very efficient algorithms they admit and their expressive power and broad applicability. We show how a variety of methods and models relate to this framework including models for selfsimilar and 1/f processes. We also illustrate how these methods have been used in practice. We discuss the construction of MR models on trees and show how questions that arise in this context make contact with wavelets, state space modeling of time series, system and parameter identification, and hidden
Wavelet Analysis of LongRangeDependent Traffic
, 1998
"... A waveletbased tool for the analysis of longrange dependence and a related semiparametric estimator of the Hurst parameter is introduced. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing ..."
Abstract

Cited by 122 (1 self)
 Add to MetaCart
(Show Context)
A waveletbased tool for the analysis of longrange dependence and a related semiparametric estimator of the Hurst parameter is introduced. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as well as allowing their detection and identification. Statistical, computational, and numerical comparisons are made against traditional estimators including that of Whittle. The estimator is used to perform a thorough analysis of the longrange dependence in Ethernet traffic traces. New features are found with important implications for the choice of valid models for performance evaluation. A study of mono versus multifractality is also performed, and a preliminary study of the stationarity with respect to the Hurst parameter and deterministic trends.
Modeling and estimation of multiresolution stochastic processes
 IEEE TRANS. ON INFORMATION THEORY
, 1992
"... An overview is provided of the several components of a research effort aimed at the development of a theory of multiresolution stochastic modeling and associated techniques for optimal multiscale statistical signal and image processing. As described, a natural framework for developing such a theory ..."
Abstract

Cited by 96 (17 self)
 Add to MetaCart
An overview is provided of the several components of a research effort aimed at the development of a theory of multiresolution stochastic modeling and associated techniques for optimal multiscale statistical signal and image processing. As described, a natural framework for developing such a theory is the study of stochastic processes indexed by nodes on lattices or trees in which different depths in the tree or lattice correspond to different spatial scales in representing a signal or image. In particular, it will be seen how the wavelet transform directly suggests such a modeling paradigm. This perspective then leads directly to the investigation of several classes of dynamic models and related notions of “ multiscale stationarity ” in which scale plays the role of a timelike variable. Focus is primarily on the investigation of models on homogenous trees. In particular, the elements of a dynamic system theory on trees are described
A Wavelet Based Joint Estimator of the Parameters of LongRange Dependence.
, 1998
"... A joint estimator is presented for the two parameters that define the longrange dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a recently proposed waveletbased estimator of the scaling parameter [4], as well as ..."
Abstract

Cited by 78 (14 self)
 Add to MetaCart
A joint estimator is presented for the two parameters that define the longrange dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a recently proposed waveletbased estimator of the scaling parameter [4], as well as extending it to include the associated power parameter. An important feature is its conceptual and practical simplicity, consisting essentially in measuring the slope and the intercept of a linear fit after a discrete wavelet transform is performed, a very fast (O(n)) operation. Under well justified technical idealisations the estimator is shown to be unbiased and of minimum or close to minimum variance for the scale parameter, and asymptotically unbiased and efficient for the second parameter. Through theoretical arguments and numerical simulations it is shown that in practice, even for small data sets, the bias is very small and the variance close to optimal for both parameters. Closed for...
SelfSimilarity and LongRange Dependence Through the Wavelet Lens
, 2000
"... Selfsimilar and longrange dependent processes are the most important kinds of random processes possessing scale invariance. We describe how to analyze them using the discrete wavelet transform. We have chosen a didactic approach, useful to practitioners. Focusing on the Discrete Wavelet Transform, ..."
Abstract

Cited by 58 (10 self)
 Add to MetaCart
Selfsimilar and longrange dependent processes are the most important kinds of random processes possessing scale invariance. We describe how to analyze them using the discrete wavelet transform. We have chosen a didactic approach, useful to practitioners. Focusing on the Discrete Wavelet Transform, we describe the nature of the wavelet coefficients and their statistical properties. Pitfalls in understanding and key features are highlighted and we sketch some proofs to provide additional insight. The Logscale Diagram is introduced as a natural means to study scaling data and we show how it can be used to obtain unbiased semiparametric estimates of the scaling exponent. We then focus on the case of longrange dependence and address the problem of defining a lower cutoff scale corresponding to where scaling starts. We also discuss some related problems arising from the application of wavelet analysis to discrete time series. Numerical examples using many discrete time models are th...
A waveletbased joint estimator of the parameters of longrange dependence
 IEEE Trans. Inform. Theory
, 1999
"... Abstract—A joint estimator is presented for the two parameters that define the longrange dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a recently proposed waveletbased estimator of the scaling parameter [4], as ..."
Abstract

Cited by 49 (12 self)
 Add to MetaCart
Abstract—A joint estimator is presented for the two parameters that define the longrange dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a recently proposed waveletbased estimator of the scaling parameter [4], as well as extending it to include the associated power parameter. An important feature is its conceptual and practical simplicity, consisting essentially in measuring the slope and the intercept of a linear fit after a discrete wavelet transform is performed, a very fast (O(n)) operation. Under welljustified technical idealizations the estimator is shown to be unbiased and of minimum or close to minimum variance for the scale parameter, and asymptotically unbiased and efficient for the second parameter. Through theoretical arguments and numerical simulations it is shown that in practice, even for small data sets, the bias is very small and the variance close to optimal for both parameters. Closedform expressions are given for the covariance matrix of the estimator as a function of data length, and are shown by simulation to be very accurate even when the technical idealizations are not satisfied. Comparisons are made against two maximumlikelihood estimators. In terms of robustness and computational cost the wavelet estimator is found to be clearly superior and statistically its performance is comparable. We apply the tool to the analysis of Ethernet teletraffic data, completing an earlier study on the scaling parameter alone. Index Terms—Hurst parameter, longrange dependence, packet traffic, parameter estimation, telecommunications networks, timescale analysis, wavelet decomposition. I.
Image Processing with Multiscale Stochastic Models
, 1993
"... In this thesis, we develop image processing algorithms and applications for a particular class of multiscale stochastic models. First, we provide background on the model class, including a discussion of its relationship to wavelet transforms and the details of a twosweep algorithm for estimation. A ..."
Abstract

Cited by 30 (3 self)
 Add to MetaCart
(Show Context)
In this thesis, we develop image processing algorithms and applications for a particular class of multiscale stochastic models. First, we provide background on the model class, including a discussion of its relationship to wavelet transforms and the details of a twosweep algorithm for estimation. A multiscale model for the error process associated with this algorithm is derived. Next, we illustrate how the multiscale models can be used in the context of regularizing illposed inverse problems and demonstrate the substantial computational savings that such an approach offers. Several novel features of the approach are developed including a technique for choosing the optimal resolution at which to recover the object of interest. Next, we show that this class of models contains other widely used classes of statistical models including 1D Markov processes and 2D Markov random fields, and we propose a class of multiscale models for approximately representing Gaussian Markov random fields...
On the Statistics of Best Bases Criteria
, 1995
"... Wavelet packets are a useful extension of wavelets providing an adaptive timescale analysis. In using noisy observations of a signal of interest, the criteria for best bases representation are random variables. The search may thus be very sensitive to noise. In this paper, we characterize the asympt ..."
Abstract

Cited by 23 (3 self)
 Add to MetaCart
Wavelet packets are a useful extension of wavelets providing an adaptive timescale analysis. In using noisy observations of a signal of interest, the criteria for best bases representation are random variables. The search may thus be very sensitive to noise. In this paper, we characterize the asymptotic statistics of the criteria to gain insight which can in turn, be used to improve on the performance of the analysis. By way of a wellknown informationtheoretic principle, namely the Minimum Description Length, we provide an alternative approach to Minimax methods for deriving various attributes of nonlinear wavelet packet estimates. 1 Introduction Research interest in wavelets and their applications have tremendously grown over the last five years. Only, more recently, however, have their applications been considered in a stochastic setting [Fl1, Wo1, BB + , CH1]. A number of papers which have addressed the optimal representation of a signal in a wavelet/wavelet packet basis, have...