Robust wavelet-based assessment of scaling with applications

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2024Department
Estadística e Investigación OperativaAbstract
A number of approaches have dealt with statistical assessment of selfsimilarity, and many of those are based on multiscale concepts. Most rely on certain distributional assumptions which are usually violated by real data traces, often characterized by large temporal or spatial mean level shifts, missing values or extreme observations. A novel, robust approach based on Theil-type weighted regression is proposed for estimating self-similarity in two-dimensional data (images).
The method is compared to two traditional estimation techniques that use wavelet
decompositions; ordinary least squares (OLS) and Abry-Veitch bias correcting estimator (AV). As an application, the suitability of the self-similarity estimate resulting
from the the robust approach is illustrated as a predictive feature in the classification
of digitized mammogram images as cancerous or non-cancerous. The diagnostic
employed here is based on the properties of image backgrounds, which is typically
an unused modality in breast cancer screening. Classification results show nearly
68% accuracy, varying slightly with the choice of wavelet basis, and the range of
multiresolution levels used.
Subjects
self-similarity, Hurst-exponent, Fractional Brownian Motion, 2D discrete wavelet transform, Robust StatisticsCollections
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