Wavelets

Earl F. Glynn
Scientific Programmer Bioinformatics
9 July 2003

Wavelets
History Background Denoising Yeast Cohesins Binding Data Possible Applications of Wavelets Wavelet References and Resources

Wavelets: History
Fourier analysis (~1807): classic, but limited, tool for analyzing signals (problems with spikes, transients) Wavelets have ~15 distinct roots that trace back to 1930s Denis Gabor: windowed Fourier transform (1946) Jean Morlet: cycle-octave transform (1975) Mallat and Meyer: mathematical structure multiresolution analysis (1987) Sweldens: lifting technique (1994) (2nd generation wavelets used in JPEG2000, MPEG-4)
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Wavelets: History
Fourier Analysis Windowed Fourier Wavelets

www.maths.leeds.ac.uk/~kisilv/courses/wavelets-wt4-20.png

www.science.org.au/nova/029/029img/wave1.gif

www.engineering.uiowa.edu/~ahod/aip/hw2/hw2_files/image011.gif www.cerm.unifi.it/EUcourse2001/Gunther_lecturenotes.pdf

Wavelets: History
Fourier Windowed-Fourier Wavelet

Wavelets chop up data into frequency components, and analyze each frequency component with a resolution matched to its scale.
From www.cerm.unifi.it/EUcourse2001/Gunther_lecturenotes.pdf, p. 10

Wavelets: History

From ATMS 552 Notes, by D. L. Hartmann, p. 204

Fourier Transform Background

Time Series Fourier Transform Filtered Series

Remove High Frequency Component 0 Reconstruction

Decomposition

selected www.vectorsite.net/ttdsp1.html

Wavelet Transform Background

Data Series Wavelet Transform Filtered Data

Decomposition

Reconstruction

Mother Wavelet

Coefficients measure the variations of the field f(t) about the point b, with the scale given by a.
From ATMS 552 Notes, by D. L. Hartmann, p. 204

Wavelet Transform Background

Mother Wavelet Dilations and translations of mother wavelet define an orthogonal basis set. Any function may be represented as a linear combination of these basis functions. Haar wavelet

From ATMS 552 Notes, by D. L. Hartmann, p. 204 and Wavelets for Kids

Continuous Wavelet Transform

Users Guide MatLab Wavelet Toolbox P 1-13 10

Discrete Wavelet Transform

Choose scales and positions based on powers of two, i.e., dyadic scales and positions, for efficiency. Mallat developed a Discrete Wavelet Transform algorithm using filters in 1988, which is called the Fast Wavelet Transform.

Approximation
Users Guide, MatLab Wavelet Toolbox, p. 1-19

Detail
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Discrete Wavelet Transform

Users Guide, MatLab Wavelet Toolbox, p. 1-20

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Approximation / Detail
Given: x and y Approximation: A = (x + y)/2 (low pass filter averaging or smoothing) Detail: D = y - x (high pass filter) Points x and y can be recovered if you know A and D: X = A D/2 Y = A + D/2
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Approximation / Detail

For Haar Wavelet:

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Discrete Wavelet Transform

Users Guide, MatLab Wavelet Toolbox, p. 1-21 and 2-33

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Denoising Yeast Cohesins Binding Data

Sample Cohesins Binding Data for Yeast Chromosome III from Jennifer Gertons Lab

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Denoising of Yeast Cohesins Binding Data

How many decomposition levels? How much detail to keep? Type of thresholding to use? Which wavelet basis set?

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Denoising of Yeast Cohesins Binding Data

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Denoising of Yeast Cohesins Binding Data

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Denoising of Yeast Cohesins Binding Data

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Controlled Experiment

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Controlled Experiment

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Controlled Experiment

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Controlled Experiment

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Controlled Experiment

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Conclusions
Wavelet denoising seems to be a powerful technique Several aspects of wavelets need further study - exact algorithms used in Matlab analysis? - choice of wavelet basis function? - levels of decomposition (statistical test? entropy?) - thresholding options: hard vs. soft? - statistics behind detail noise to remove? Choice of wavelet basis function affects compactness of wavelet decomposition

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Wavelets: Possible Applications

Revolutionary or just another analysis tool?
Data Approximation Denoising Data compresssion Time-frequency analysis Image analysis Detecting patterns in DNA sequences Protein structure investigation Microarray data analysis Modeling biological microstruture

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Wavelet References and Resources

[1] Fischer, Patrick, et al, WavePred: A Wavelet-Based Algorithm for the Prediction of Transmembrane Proteins, Comm. Math. Sci., Vol 1, No. 1, 2003, pp. 44-56 [2] Graps, Amara, An Introduction to Wavelets, IEEE Computational Science and Engineering, Summer 1995, Vol 2, No. 2. www.amara.com/IEEEwave/IEEEwavelet.html. Also, Amaras Wavelet Page: www.amara.com/current/wavelet.html [3] Hubbard, Barbara B., The World According to Wavelets: The Story of a Mathematical Technique in the Making (2nd ed), Natick, MA: A K Peters, 1998. [4] Li, Pietro, Wavelets in bioinformatics and computational biology: state of art and perspectives, Bioinformatics, Vol 19, No. 1, 2003, pp. 2-9. [5] Vidakovi, Brani and Peter Mller, Wavelets for Kids A Tutorial Introduction, Duke University, 1991, unpublished. http://www.isye.gatech.edu/~brani/wp/kidsA.pdf [6] Wavelet Digest Site, www.wavelet.org (hosted by Swiss Federal Institute of Technology)
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