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Multiresolution representations using the autocorrelation functionsof compactly supported wavelets
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ISNN'13 Proceedings of the 10th international conference on Advances in Neural Networks - Volume Part I
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A support vector machine (SVM) with the auto-correlation of a compactly supported wavelet as a kernel is proposed in this paper. The authors prove that this kernel is an admissible support vector kernel. The main advantage of the auto-correlation of a compactly supported wavelet is that it satisfies the translation invariance property, which is very important for its use in signal processing. Also, we can choose a better wavelet by selecting from different wavelet families for our auto-correlation wavelet kernel. This is because for different applications we should choose wavelet filters selectively for the autocorrelation kernel. We should not always select the same wavelet filters independent of the application, as we demonstrate. Experiments on signal regression and pattern recognition show that this kernel is a feasible kernel for practical applications.