Combination of Models Obtained by Regression in the Wavelet Domain

L.A. Pinto, R.K.H. Galvão

Abstract


The wavelet transform is a useful tool to preprocess and compress datasets for linear regression modelling. However, the prediction performance of the resulting model depends on the choice of wavelet filter and number of decomposition levels, which may not be a straightforward task. This paper proposes an alternative approach, which consists of combining models obtained from different wavelet decompositions of the dataset. For this purpose, a method is developed to convert wavelet regression models back to the original domain. The proposed approachis illustrated in a case study involving the determination of density in gasoline samples by using infrared spectroscopy. The results are favourably compared to those obtained by using individual wavelet decompositions.

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DOI: https://doi.org/10.5540/tema.2010.011.01.0077

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Trends in Computational and Applied Mathematics

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