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suhaskv/dwt_hard_thresholding.py

Created December 23, 2020 11:43
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VSB Power Line Blog - Perform hard-thresholding on the 1st level detail coefficients
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dwt_hard_thresholding.py
# Calculate the sigma value
sigma = (1/0.6745) * np.mean(np.absolute(wavlt_coeffs[-1] - np.mean(wavlt_coeffs[-1],None)), None)
# Calculate the universal threshold using Stein Unbiased Risk Estimate (SURE)
Td = sigma * np.sqrt(2*np.log(len(x)))
# Perform hard-thresholding on the 1st level detail coefficient values
wavlt_coeffs[1:] = (pywt.threshold(i, value=Td, mode='hard') for i in wavlt_coeffs[1:])
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