Basis Selection for Wavelet Regression
Kevin Wheeler, Atam Prakash Dhawan · Neural Information Processing Systems · 1998
A wavelet basis selection procedure is presented for wavelet regression. Both the basis and threshold are selected using cross-validation. The method includes the capability of incorporating prior knowledge on the smoothness (or shape of the basis functions) into the basis selection procedure. The results of the method are demonstrated using widely published sampled functions. The results of the method are contrasted with other basis function based methods.