Scale space multiresolution analysis of random signals

  • Authors:
  • Lasse Holmström;Leena Pasanen;Reinhard Furrer;Stephan R. Sain

  • Affiliations:
  • Department of Mathematical Sciences, University of Oulu, Finland;Department of Mathematical Sciences, University of Oulu, Finland;Institute of Mathematics, University of Zürich, Switzerland;National Center for Atmospheric Research, Boulder, CO, USA

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2011

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Abstract

A method to capture the scale-dependent features in a random signal is proposed with the main focus on images and spatial fields defined on a regular grid. A technique based on scale space smoothing is used. However, while the usual scale space analysis approach is to suppress detail by increasing smoothing progressively, the proposed method instead considers differences of smooths at neighboring scales. A random signal can then be represented as a sum of such differences, a kind of a multiresolution analysis, each difference representing details relevant at a particular scale or resolution. Bayesian analysis is used to infer which details are credible and which are just artifacts of random variation. The applicability of the method is demonstrated using noisy digital images as well as global temperature change fields produced by numerical climate prediction models.