Research Article
Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise
Table 5
Simulation results of global and mean squared using MA
with different parameters. The first half of the table displays the global mean squared error.
| | Parameter | I | II | III |
| | CD | | 3.8 | 13.536209 | 13.381343 | 12.409326 | | 2.5 | 6.493029 | 6.250129 | 3.902021 | | 1.8 | 3.632426 | 3.476316 | 2.471782 | | 0.8 | 1.209791 | 1.207804 | 1.093832 |
| | SQ | | 3.8 | 11.937604 | 11.322564 | 10.695495 | | 2.5 | 6.600532 | 6.249817 | 6.266773 | | 1.8 | 3.320055 | 2.938204 | 3.127264 | | 0.8 | 1.977752 | 1.474812 | 2.017470 |
| | AQ | | 3.8 | 10.178566 | 9.860996 | 10.013281 | | 2.5 | 6.419729 | 5.897459 | 5.992016 | | 1.8 | 4.255425 | 3.715337 | 4.192729 | | 0.8 | 2.090731 | 1.512278 | 2.047738 |
| | Fat data | | 3.8 | 13.016700 | 12.559023 | 9.863463 | | 2.5 | 5.898913 | 5.943974 | 5.090725 | | 1.8 | 3.065080 | 3.040102 | 2.481520 | | 0.8 | 1.436546 | 1.366507 | 1.207752 |
| | mse at boundary |
| | CD | | 3.8 | 5.519441 | 5.366619 | 3.964631 | | 2.5 | 5.020789 | 4.724176 | 3.088903 | | 1.8 | 3.580416 | 3.968404 | 1.913348 | | 0.8 | 1.723382 | 1.708755 | 1.546141 |
| | SQ | | 3.8 | 10.195461 | 10.449241 | 9.949788 | | 2.5 | 8.098829 | 7.855652 | 7.235322 | | 1.8 | 5.466819 | 5.554564 | 4.674587 | | 0.8 | 2.176779 | 1.743749 | 2.731832 |
| | AQ | | 3.8 | 15.197856 | 15.222380 | 15.307931 | | 2.5 | 4.591728 | 3.899142 | 4.743319 | | 1.8 | 2.667287 | 2.348781 | 3.388881 | | 0.8 | 2.589583 | 2.201528 | 2.374601 |
| | Fat tail data | | 3.8 | 14.576058 | 14.671735 | 13.338548 | | 2.5 | 3.395124 | 3.348310 | 3.594896 | | 1.8 | 5.401277 | 5.372652 | 4.416008 | | 0.8 | 1.209738 | 1.214468 | 1.478539 |
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