Publication detail

Wavelet Significance Testing with Respect to GWN Background: Monte Carlo Simulation Usage

KLEJMOVÁ, E. MALACH, T. POMĚNKOVÁ, J.

Original Title

Wavelet Significance Testing with Respect to GWN Background: Monte Carlo Simulation Usage

Type

conference paper

Language

English

Original Abstract

The paper deals with significance testing of wavelet coefficients. We investigate the test of wavelet power spectrum with respect to the Gaussian white noise background spectrum from two perspectives of calculating significance level: with the use of chi-square distribution and with the use of Monte Carlo simulation. Our experiment is performed on a special kind of synthetic signal in which the frequency component is changing during time. We investigate the level of variance of the signal and the significance risk. We describe the advantages and disadvantages of both approaches and formulate recommendations for using time-frequency testing.

Keywords

spectral analysis, continuous wavelet transform, significance tests

Authors

KLEJMOVÁ, E.; MALACH, T.; POMĚNKOVÁ, J.

Released

20. 4. 2017

Publisher

Institute of Electrical and Electronics Engineers Inc.

Location

Brno

ISBN

978-1-5090-4591-4

Book

Proceedings of 27th international conference Radioelektronika 2017

Pages from

187

Pages to

190

Pages count

4

URL

https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=7937593

BibTex

@inproceedings{BUT134460,
  author="Eva {Klejmová} and Tobiáš {Malach} and Jitka {Dluhá}",
  title="Wavelet Significance Testing with Respect to GWN Background: Monte Carlo Simulation Usage",
  booktitle="Proceedings of 27th international conference Radioelektronika 2017",
  year="2017",
  pages="187--190",
  publisher="Institute of Electrical and Electronics Engineers Inc.",
  address="Brno",
  doi="10.1109/RADIOELEK.2017.7937593",
  isbn="978-1-5090-4591-4",
  url="https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=7937593"
}