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GOES‐8 X‐ray sensor variance stabilization using the multiscale data‐driven Haar–Fisz transform

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  • Piotr Fryzlewicz
  • Véronique Delouille
  • Guy P. Nason

Abstract

Summary. We consider the stochastic mechanisms behind the data that were collected by the solar X‐ray sensor (XRS) on board the GOES‐8 satellite. We discover and justify a non‐trivial mean–variance relationship within the XRS data. Transforming such data so that their variance is stable and its distribution is taken closer to the Gaussian distribution is the aim of many techniques (e.g. Anscombe and Box–Cox). Recently, new techniques based on the Haar–Fisz transform have been introduced that use a multiscale method to transform and stabilize data with a known mean–variance relationship. In many practical cases, such as the XRS data, the variance of the data can be assumed to increase with the mean, but other characteristics of the distribution are unknown. We introduce a method, the data‐driven Haar–Fisz transform, which uses the Haar–Fisz transform but also estimates the mean–variance relationship. For known noise distributions, the data‐driven Haar–Fisz transform is shown to be competitive with the fixed Haar–Fisz methods. We show how our data‐driven Haar–Fisz transform method denoises the XRS series where other existing methods fail.

Suggested Citation

  • Piotr Fryzlewicz & Véronique Delouille & Guy P. Nason, 2007. "GOES‐8 X‐ray sensor variance stabilization using the multiscale data‐driven Haar–Fisz transform," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 56(1), pages 99-116, January.
  • Handle: RePEc:bla:jorssc:v:56:y:2007:i:1:p:99-116
    DOI: 10.1111/j.1467-9876.2007.00567.x
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    Cited by:

    1. Guy P. Nason & Daniel Bailey, 2008. "Estimating the intensity of conflict in Iraq," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(4), pages 899-914, October.
    2. Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
    3. Antonis A. Michis & Guy P. Nason, 2015. "Estimation and Prediction of Shipping Trends with the Data-Driven Haar-Fisz Transform," Working Papers 2015-1, Central Bank of Cyprus.
    4. Antonis A. Michis & Guy P. Nason, 2017. "Case study: shipping trend estimation and prediction via multiscale variance stabilisation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(15), pages 2672-2684, November.

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