See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/257672876

A Practical Guide to Discrete Wavelet Decomposition of Hydrologic Time

Series

Article  in  Water Resources Management · September 2012

DOI: 10.1007/s11269-012-0075-4

CITATIONS READS

49 724

1 author:

Yan-Fang Sang
Institute of Geographic Sciences and Natural Resources Research, Chinese Academy of Sciences
87 PUBLICATIONS   861 CITATIONS   

SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Regional extreme hydro-climatic events and their socioeconomic risks View project

Nonstationary variability of runoff process in the Yarlung Tsangpo River basin View project

All content following this page was uploaded by Yan-Fang Sang on 23 April 2014.

The user has requested enhancement of the downloaded file.

A Practical Guide to Discrete Wavelet
Decomposition of Hydrologic Time Series

Yan-Fang Sang

Water Resources Management

An International Journal - Published
for the European Water Resources
Association (EWRA)

ISSN 0920-4741
Volume 26
Number 11

Water Resour Manage (2012)

26:3345-3365
DOI 10.1007/s11269-012-0075-4

1 23
Your article is protected by copyright and
all rights are held exclusively by Springer
Science+Business Media B.V.. This e-offprint
is for personal use only and shall not be self-
archived in electronic repositories. If you
wish to self-archive your work, please use the
accepted author’s version for posting to your
own website or your institution’s repository.
You may further deposit the accepted author’s
version on a funder’s repository at a funder’s
request, provided it is not made publicly
available until 12 months after publication.

1 23
 Author's personal copy
Water Resour Manage (2012) 26:3345–3365
DOI 10.1007/s11269-012-0075-4

A Practical Guide to Discrete Wavelet Decomposition

of Hydrologic Time Series

Yan-Fang Sang

Received: 16 December 2011 / Accepted: 17 May 2012 /

Published online: 30 May 2012
# Springer Science+Business Media B.V. 2012

Abstract Discrete wavelet transform (DWT) is commonly used for wavelet threshold de-
noising, wavelet decomposition, wavelet aided hydrologic series simulation and prediction, as
well as many other hydrologic time series analyses. However, its effectiveness in practice is
influenced by many key factors. In this paper the “reference energy function” was firstly
established by operating Monte-Carlo simulation to diverse noise types; then, energy function
of hydrologic series was compared with the reference energy function, and four key issues on
discrete wavelet decomposition were studied and the methods for solving them were proposed,
namely wavelet choice, decomposition level choice, wavelet threshold de-noising and signif-
icance testing of DWT, based on which a step-by-step guide to discrete wavelet decomposition
of hydrologic series was provided finally. The specific guide is described as: choose appropriate
wavelet from the recommended wavelets and according to the statistical characters relations
among original series, de-noised series and removed noise; choose proper decomposition levels
by analyzing the difference between energy function of the analyzed series and reference energy
function; then, use the chosen wavelet and decomposition level, estimate threshold according to
series’ complexity and set the same threshold under each level, and use the mid-thresholding
rule to remove noise; finally, conduct significance testing of DWT by comparing energy
function of the de-noised series with the reference energy function. Analyses of both synthetic
and observed series indicated the better performance and easier operability of the proposed
guide compared with those methods used presently. Following the guide step by step, noise and
different deterministic components in hydrologic series can be accurately separated, and
uncertainty can also be quantitatively estimated, thus the discrete wavelet decomposition result
of series can be improved.

Keywords Hydrologic series analysis . Discrete wavelet decomposition . Reference energy

function . Significance testing . Noise . Uncertainty

Y.-F. Sang (*)

Key Laboratory of Water Cycle & Related Land Surface Processes, Institute of Geographic Sciences and
Natural Resources Research, Chinese Academy of Sciences, Beijing 100101, People’s Republic of China
e-mail: sangyf@igsnrr.ac.cn

Y.-F. Sang
e-mail: sunsangyf@gmail.com
 Author's personal copy
3346 Y.-F. Sang

1 Introduction

Hydrologic series analysis is the central topic in stochastic hydrology, which aims at
revealing the complicated variability of hydrologic processes (Rodriguez-Iturbe et al.
1991; Nayak et al. 2004; Garfias-Soliz et al. 2010). In the theories of stochastic hydrology
(Yevjevich 1972), hydrologic series data are basically composed of deterministic and
random components. The former, mainly including periods and trend under various temporal
scales, are generated by certain physical deterministic mechanisms; while random compo-
nents, which contaminate true hydrologic data, are generated under the influences of many
random and uncertain factors. In this paper each of the deterministic components is called
“deterministic sub-series”, and their sum is called “deterministic series” in original series,
while random components are called “noise”. Enough understanding of hydrologic process-
es has not been gained presently, and deterministic series in hydrologic series are usually
unknown. Moreover, noise is an inevitable part of observed data and will cause various
difficulties in hydrologic series analyses, such as period identification, parameter estimation,
and hydrologic prediction (Elshorbagy et al. 2002; Minville et al. 2008; Sang et al. 2009a).
Therefore, accurate results of hydrologic series analysis cannot be easily gained in practice.
Among the methods used for time series analysis, serial-correlation analysis and Fourier
transform are the most traditional and typical. When applied to hydrologic time series which
operate over multi-temporal scales and show nonstationary characteristics (Cahill 2002;
Neupauer et al. 2006; Meniconi et al. 2011; Sang et al. 2012), these methods usually cannot
meet the practical needs due to their limited applicable conditions. Comparatively, wavelet
analysis (WA) is a more powerful method of time series analysis, since it is capable of
elucidating the localized characteristics of a series both in temporal and frequency domains
(Meyer 1992; Percival and Walden 2000). Wavelet analysis has been widely applied in
hydrology since early studies appeared in 1990s (Foufoula-Georgiou and Kumar 1994). On
the whole, present applications of WA in hydrology mainly include seven aspects: (1)
revelation of the variability of hydrologic processes under multi-temporal scales (Torrence
and Compo 1998); (2) identification of hydrologic series’ deterministic components such as
trend, periods, and change points (Ravines et al. 2008); (3) quantification of hydrologic
series’ complexity by proper indexes (Blanco et al. 1998; Labat et al. 2000); (4) scaling
properties detection of hydrologic series (Venugopal et al. 2006; Molini et al. 2010); (5)
wavelet de-noising in hydrologic series (Sang et al. 2009b); (6) wavelet cross-correlation
analysis of hydrologic series (Labat 2005); and (7) wavelet-based hydrologic series simula-
tion and prediction (Coulibaly et al. 2000; Kisi 2009; Nourani et al. 2009a).
Generally, all wavelet analyses can be divided into two types as continuous and discrete
wavelet analysis. The former is to determine both the frequency (or scale) contents of a
signal and how they vary in time. Torrence and Compo (1998) placed continuous wavelet
transform (CWT) into the framework of statistical analysis by formulating significance
testing, which makes continuous wavelet analysis became more effective and rapidly
developed. As for the discrete wavelet analysis, it is to decompose a series into deterministic
sub-signals and noise given proper wavelet and decomposition level, and then guide various
time series analyses. For instance, removing noise can improve period and trend identifica-
tion, and separating deterministic sub-series can improve hydrologic series prediction
(Whitcher et al. 2002; Partal 2009; Wang et al. 2011). While many key issues impact the
discrete wavelet decomposition of series, such as wavelet and decomposition level choices,
wavelet de-noising, and significance testing of discrete wavelet transform (DWT). Although
many studies have been conducted presently, as reviewed in Section 4, these issues have not
been completely solved, and the uncertainty in discrete wavelet decomposition cannot be
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3347

quantitatively assessed as that in CWT process. Motivated by the study in (Torrence and
Compo 1998) and based on the studies in (Sang et al. 2009b, a, b), in this paper I mainly
consider the problem of discrete wavelet decomposition by studying two topics. The first is
to establish the reference energy function for discrete wavelet decomposition. More impor-
tant is the second topic, which is to solve those key issues on discrete wavelet decomposition
using the reference energy function established. The ultimate objective of this study is to
provide a practical and easily operable guide for improving the discrete wavelet decompo-
sition of hydrologic time series.
To achieve the objective, Monte-Carlo simulation was first operated to various types of
noise using DWT, and the “reference energy function” was established. Then, by comparing
energy function of hydrologic series with the reference energy function, four key issues,
wavelet choice, decomposition level choice, wavelet threshold de-noising, and significance
testing of DWT, were studied, and the methods for solving them were proposed, based on
which a step-by-step guide to discrete wavelet decomposition was proposed finally. It is used
to obtain accurate wavelet decomposition result (including noise and diverse deterministic
sub-series) of hydrologic series. Analyses of both synthetic and observed series indicated
that compared with those methods used presently, the proposed guide is more effective in
hydrologic series analysis because of its reliable physical basis and easy operability.

2 Brief Description of Discrete Wavelet Decomposition

In hydrology, observed hydrologic series are more often discrete series, so the discrete
wavelet transform is usually employed to decompose a hydrologic series into a set of
coefficients and sub-signals under different scales, and then guide other time series analyses.
Compared with conventional decomposition methods, the wavelet analysis can track the
time evolution of processes at different scales in a series, thus the discrete wavelet decom-
position results can more accurately show the non-stationary characteristics of hydrologic
series under multi-temporal scales. Given proper mother wavelet ψ(t) and decomposition
level j, the discrete wavelet transform of a series f(t) is operated as (Percival and Walden
2000):
Z þ1
 
W f ðj; k Þ ¼ f ðtÞy j;k * ðtÞ dt with y j;k ðtÞ ¼ a0 j=2 y a0 j t  b0 k ð1Þ
1

where a0 and b0 are constants, integer k is time translation factor; = *(t) is the complex
conjugate; Wf(j,k) is the discrete wavelet coefficient under level j. In practice the dyadic
(orthogonal) DWT in Eq. (2) is used commonly by assigning a0 02 and b0 01 (Daubechies
1992):
Z þ1
 
W f ðj; k Þ ¼ f ðtÞ y j;k * ðtÞ dt with y j;k ðtÞ ¼ 2j=2 y 2j t  k ð2Þ
1

The dyadic DWT allows for the decomposition of a series into a progression of “approx-
imation” and “detail” coefficient sets under each level. In each but except the first stage only
approximation coefficients are analyzed (Mallat 1989). Then, sub-signal fj(t) of original
series under certain level j (j01, 2, …, M, M is the biggest decomposition level) can be
reconstructed by Eq. (3):
X  
f j ðtÞ ¼ k
W f ðj; k Þ y * 2j t  k ð3Þ
 Author's personal copy
3348 Y.-F. Sang

These sub-signals may correspond to noise or deterministic components, and their sum
equals original series. The wavelet used for dyadic DWT must meet the regularity condition
with the regularity of order N (Mallat 1989):
Z þ1
tk yðtÞ dt ¼ 0;k ¼ 1;    ; N  1 ð4Þ
1

In practice seven wavelet families can meet the Eq. (4), namely Haar, Daubechies (dbN),
Coiflets (coifN), Symlets (symN), BiorSplines (biorM.N), ReverseBior (rbioM.N), and
DMeyer (dmey) respectively (Chui 1992). Besides, the theoretically biggest decomposition
level M in dyadic DWT is log2(l) given the analyzed series has the length of l. Obviously,
wavelet choice and decomposition level choice are two key issues in dyadic DWT.
Based on dyadic DWT results noise in series f(t) can be removed by the wavelet threshold
de-noising (WTD) method. It is to adjust detail coefficients by Eq. (5) using proper threshold Tj:
 
W f 0 ðj; k Þ ¼ ρ W f ðj; k Þ; T j ð5Þ

where ρ() is thresholding rule, such as hard-, soft- and mid-thresholding rule, and then
reconstruct the deterministic component of original series under each level j by substituting
Wf ’(j,k) for Wf (j,k) in Eq. (3); the residual is the noise removed (Donoho 1995; Chou 2011).
Five key factors would impact the WTD results (Jansen and Bultheel 2001): the first two of
wavelet and decomposition level choices determine the accuracy of DWT results in Eq. (2), and
all the factors, threshold estimation, determination of threshold relation and thresholding rule
choice, determine the accuracy of adjusted coefficients result in Eq. (5).

3 Reference Energy Function of Discrete Wavelet Decomposition

3.1 Monte-Carlo Simulation

Monte-Carlo simulation is operated to noise using DWT, mainly for establishing the reference
energy function of discrete wavelet decomposition. Three factors are considered to design the
Monte-Carlo program: (1) noise type. Because noise types in hydrologic series are usually
unknown, all the noise types following normal, 2-parameter lognormal, Pearson-III, and type-I
extreme value distribution (N, LN2, P, and E for short) (Singh 1998), encountered commonly in
practical hydrologic cases, are analyzed for comparison; (2) edge effect. The point-symmetric
extension method, which performs better than other methods (Kharitonenko et al. 2002), is used
to handle edges of series; (3) wavelet. All seven wavelet families that meet the regularity
condition are considered, mainly to reveal the wavelet behaviors.
Monte-Carlo simulation is operated according to the following steps:
(1). Generate noise data with the mean of zero, standard derivation of unity and length of 500,
and set the biggest decomposition level as 8 (i.e., log2500). Then, use each wavelet in
seven wavelet families to analyze the generated noise data by dyadic DWT in Eq. (2). The
detail coefficients are mainly analyzed here to establish the reference energy function;
(2). Use two indexes in Eq. (6) to quantify the variations of detail wavelet coefficients with
level increasing, namely absolute maximum value ( AMV ) and amplitude value ( AV ):

 
AMV ðjÞ ¼ maxW f ðj; k Þ
ð6Þ
AV ðjÞ ¼ Var W f ðjÞ
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3349

where Var() means calculating variance; AMV(j) is the maximum of detail coefficients Wf(j,
k) with the number of Nj, and AV(j) is the variance of detail coefficients Wf(j) under level j.
The AMV and AV reflect wavelet coefficients’ largest and average fluctuation ranges, and
their results are used as the basis to determine the threshold relation in Section 4.3.2;
(1). Reconstruct sub-signal fj(t) of noise under each level by Eq. (3), and compute its
energy E(j) by Eq. (7):
l 
X 2
EðjÞ ¼ f j ðtÞ ð7Þ
t¼1

(2). Repeat the steps 1–3 up to 100,000 times, and obtain the convergent sampling results
of Monte-Carlo simulation.
(3). Compute the mean results of Monte-Carlo simulation. The variations of the mean
values of AMV and AV with level are called the “varying rule” of AMV and AV
respectively, and energy variation of noise’s sub-signal with level increasing is called
“energy function” of noise.
The above steps are applied to four noise types (N, LN2, P, and E). Since each wavelet
has its unique properties, dyadic DWT results of noise expectedly vary with the wavelets
used. According to both the varying rules of AMV and AV and energy functions of noise,
seven wavelet families can be divided into three types, including 105, 11, and 10 wavelets
respectively (Table 1). The “db2”, “bior5.5”, and “bior3.5” wavelets in three types are used
here as examples to describe the results.

3.2 Reference Energy Function Established

When analyzing these noise data with the length of 500 by dyadic DWT, the number of
detail coefficients is smaller than 10 after level 6, based on which the statistical results are
unreliable. Therefore, the results here, also including energy functions of noise followed, are
mainly obtained from the Monte-Carlo simulation results before level 5. As shown in Fig. 1,
AMV values of noise’s wavelet coefficients obtained by “db2” and “bior5.5” decrease
before level 5, but those obtained by “bior3.5” increase before level 3 and decrease under
levels 4–5. These results reflect the maximum modulus variations of noise’s wavelet
coefficients with levels, as the basis of a type of wavelet de-noising methods (Mallat and

Table 1 Classification of seven wavelet families that meet the regularity condition

Varying rule of Wavelets

wavelet coefficients
Number Names

First type (similar) 105 Haar(haar), Daubechies(dbN, N02,3,…,45), Symlets(symN,

N02,3,…,45), Coiflets (coifN, N01,2,…,5), BiorSplines(bior1.1,
bior1.3, bior1.5, bior4.4, bior6.8), ReverseBior(rbio1.1, rbio1.3,
rbio1.5, rbio4.4, rbio6.8)
Second type (decreasing) 11 Dmeyer (dmey), BiorSplines(bior5.5), ReverseBior(rbio2.2, rbio2.4,
rbio2.6, rbio2.8, rbio3.1, rbio3.3, rbio3.5, rbio3.7, rbio3.9)
Third type 10 BiorSplines(bior2.2, bior2.4, bior2.6, bior2.8, bior3.1, bior3.3, bior3.5,
(increasing) bior3.7, bior3.9), ReverseBior(rbio5.5)
 Author's personal copy
3350 Y.-F. Sang

Fig. 1 Varying rules of detail wavelet coefficients of various noise types obtained by different wavelets. The
left, mid, and right column is the results obtained by “db2”, “bior5.5”, and “bior3.5” wavelet respectively; the
up and low line is the results of AMV and AV respectively. In Figs. 1 and 2, N, LN2, P and E represent the
noise following normal, 2-parameter lognormal, Pearson-III, and type-I extreme value probability distribution,
respectively

Hwang 1992; Miao et al. 2007). Before level 5, AV values of noise’s wavelet coefficients
obtained by “db2”, “bior5.5”, and “bior3.5” are similar, decrease, and increase with level,
respectively. Diverse variations of AMV and MV are mainly caused by the different
properties of three wavelets used.
Energy functions of four noise types obtained by “db2” strictly follow the exponentially
decreasing rule with the base of 2 before the level 5 (Fig. 2), and it is due to the grid of
dyadic DWT, that is, a0 02 in Eq. (2) (Percival and Walden 2000); but energy functions of
the normally and 2-parameter lognormally distributed noise obtained by “bior5.5” disobey

Fig. 2 Energies functions of various noise types. The left, mid, and right column is the results obtained by
“db2”, “bior5.5”, and “bior3.5” wavelet respectively; the first line is energies of noise’s sub-signals, and the
second line is the logarithmic values of sub-signals’ energies with the base of 2
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3351

the exponentially decreasing rule. Energy of the sub-signal of normally distributed noise
obtained by “bior3.5” increases before level 2 but decreases afterwards, so it does not follow
the exponentially decreasing rule either. In summary, all these results are closely bound up
with wavelets’ properties. Because this study aims at providing a practical and easily
operable guide to discrete wavelet decomposition of hydrologic series, more mathematical
details are not considered here.
Considering that the energy functions of various noise types obtained by the first wavelet
type in Table 1 strictly follow the exponentially decreasing rule, the result is defined as
“reference energy function” for discrete wavelet decomposition in this paper. These wavelets
include Haar, 45 wavelets in Daubechies family, 44 wavelets in Symlets family, 5 wavelets
in Coiflets family, 5 wavelets (bior1.1, bior1.3, bior1.5, bior4.4, bior6.8) in BiorSplines
family, and 5 wavelets (rbio1.1, rbio1.3, rbio1.5, rbio4.4, rbio6.8) in ReverseBior family.
Since the reference energy function has no relation with the noise types when using the
wavelets above, it is stable and universal in practical application, even if encountering the
situations of unknowing the noise types in the analyzed series.

4 Proposed Guide to Discrete Wavelet Decomposition

When applying DWT to hydrologic series, the energies describing the deterministic series and
noise are different (Sang et al. 2009b). Therefore, in this paper the idea of conducting discrete
wavelet decomposition is proposed by comparing energy function of hydrologic series with the
reference energy function established. Furthermore, the concept of confidence interval is used
to evaluate uncertainty in the comparison process. The “confidence interval” is defined here as
an interval in which the reference energy function falls corresponding to a given confidence
level, and it can be estimated using the convergent sampling results of Monte-Carlo simulation.
Based on the idea proposed above, a step-by-step guide to discrete wavelet decomposi-
tion of hydrologic series is proposed. Following the normal discrete wavelet decomposition
processes, two basic but key issues on DWT, wavelet choice and decomposition level
choice, are firstly discussed and the methods for solving them are proposed; then, the
WTD method is improved for accurately removing noise; finally, the method for signifi-
cance testing of DWT is put forward for accurately identifying and separating different
deterministic sub-series in hydrologic time series.

4.1 Wavelet Choice

Differing from other transform techniques whose basis functions are fixed, choice of
appropriate wavelet is the foremost task in wavelet transform, since results of a signal vary
with the wavelets used. The essence of wavelet transform is to discover the similarity
between the analyzed series and the wavelet used (Walker 1999), but it cannot be easily
carried out in practice, although wavelets’ properties are clearly known. Therefore appro-
priate wavelet cannot be easily chosen either. Many literatures studied the issue. Torrence
and Compo (1998) suggested choosing non-orthogonal wavelet by comparing the “width
and shape” similarity between wavelets and series. Schaefli et al. (2007) suggested that the
chosen wavelet should have progressive and linear phase, and be adapted to the trade-off
between time and scale resolutions. Sang and Wang (2008) investigated the relationship
between series’ statistical characters and wavelet choice. These suggestions mainly consider
wavelets’ properties, and they are qualitative and empirical, while objective and operable
method for wavelet choice is more needed in practice.
 Author's personal copy
3352 Y.-F. Sang

In this paper, it is suggested that both wavelets’ properties and hydrologic series’
composition be considered when choosing wavelet, and the two points should be followed:
(1). The chosen wavelet must meet the regularity condition which is required for DWT
(Percival and Walden 2000). Furthermore, the first wavelet type in Table 1 are
recommended, because by using them not only AV of noise’s wavelet coefficients is
similar under different levels, but also energy functions of noise strictly follow the
exponentially decreasing rule. These properties are favorable for establishing the
stable reference energy function.
(2). According to the essence of wavelet transform, the wavelet should be much similar to
the deterministic series in original series provided that it is appropriate; in other words,
the appropriate wavelet should meet the need of accurately separating deterministic
series from original series. Therefore, the wavelet choice method in Sang et al. (2009b)
is recommended here. It uses the established criteria to choose suitable wavelet
according to the statistical characters relations (including mean (X ), standard devia-
tion (σ), coefficient of skewness (Cs), are lag-1 autocorrelation coefficient (r1)) among
original series, de-noised series (i.e., deterministic series) and removed noise, thus
hydrologic series’ composition can be faithfully considered for wavelet choice.

4.2 Decomposition Level Choice

In discrete wavelet analysis, two types of decomposition levels need to be chosen for the
purposes of wavelet threshold de-noising and significance testing of DWT, respectively. The
former is to remove noise, while significance testing of DWT is to identify and separate
different deterministic sub-series of hydrologic series. In this paper, the methods for choosing
the two decomposition level types are proposed based on the following comparison steps:
(1). For the analyzed hydrologic series X with the length of l, firstly choose proper wavelet,
and compute the biggest decomposition level as log2(l), then apply dyadic DWT to it;
(2). Determine the energy function of series X using Eq. (7);
(3). Generate noise data N with the mean of zero and standard derivation of unity, and
estimate the energy function of noise by operating Monte-Carlo simulation as de-
scribed in Section 3.1;
(4). Estimate the confidence interval of the energy function of noise at the concerned
confidence level (e.g., 95 %) using the sampling results of Monte-Carlo simulation;
(5). Since the sub-signal of series X under the first level is mainly composed of noise, use
its energy value to rescale both the energy function of noise and the estimated
confidence interval, and take the result as the reference energy function;
(6). Compare the energy function of series X with the reference energy function, and
choose suitable decomposition levels.
Besides, a schema of the comparison processes is also described in Fig. 3, and the
methods for choosing two decomposition level types will be explained in Section 4.3.1
and Section 4.4, respectively.

4.3 Wavelet Threshold De-Noising

The wavelet threshold de-noising is a theoretically effective method for de-noising series
(Donoho 1995; Bruni and Vitulano 2006), and its superiority compared with other de-
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3353

Fig. 3 The steps for comparing energy function of hydrologic series with the reference energy function, and
the steps for choosing decomposition levels

noising methods (Wiener filtering, Kalman filtering, Fourier transform, etc.) was verified in
Sang et al. (2009b). For solving the five key factors on WTD aforementioned, a wavelet
choice method was proposed above; a complexity-based threshold estimation method was
 Author's personal copy
3354 Y.-F. Sang

proposed, and the better performance of the mid-thresholding rule compared with hard- and
soft-thresholding rules were explained in Sang et al. (2009b); an entropy-based decompo-
sition level choice method was proposed in (Sang et al. 2010a, b). Here, an identically
energy-based decomposition level choice method is proposed for keeping the consistency of
the entire energy-based guide to discrete wavelet decomposition proposed, and determina-
tion of threshold relation is also studied, both of which are to further improve the WTD
method.

4.3.1 Decomposition Level Chosen for WTD

The decomposition level in WTD processes is usually chosen by white noise testing in
present studies (Box et al. 1994). It is to analyze the autocorrelation characters of series’ sub-
signals, and takes the level under which sub-signal cannot pass white noise testing as the
best result (Kazama and Tohyama 2001). However, the white noise testing cannot distin-
guish the deterministic sub-series from noise’s sub-signals with good autocorrelations (Sang
et al. 2010a), so it is invalid in many practical cases.
Differing from the correlation-based white noise testing, the energy-based method de-
scribed on the left half of Fig. 3 is proposed for decomposition level choice here.
Concretely, when initially using a small level and apply DWT to the analyzed series,
the sub-signals are mainly composed of noise, so their energies are similar to those of
noise. When increasing decomposition level to certain value of M*, deterministic sub-
series of the analyzed series can be identified for the first time. In this case, the
energy of this sub-signal would obviously differ from that of noise and exceed the
confidence interval. But some deterministic components of the analyzed series would
be removed if using the level M* or bigger levels. Therefore, the appropriate decom-
position level for WTD is determined as M*–1.

4.3.2 Determination of Threshold Relation

Both AMV and AV are often used for determination of threshold relation. Because AMV is
the maximum wavelet coefficients and has no specifically varying rule, by using it some
deterministic components of hydrologic series would be inevitably removed, and the
threshold relation cannot be determined. While the varying rules of AV of diverse noise
types are just the same when using the first wavelet type in Table 1, therefore the AV is more
advisable than AMV.
By summarizing these results, the following suggestions are given for wavelet threshold
de-noising: choose wavelet from the first wavelet type in Table 1, choose decomposition
level by the energy-based method proposed above, estimate and set the same threshold under
each level by the complexity-based method in (Sang et al. 2009b), then remove noise in
hydrologic series using the mid-thresholding rule.

4.4 Significance Testing of DWT

After removing noise, it is more needed to identify and separate different deterministic sub-
series (e.g., periods, and trend) from the de-noised hydrologic series, mainly to reveal the
complicated stochastic characteristics of hydrologic series and further to guide wavelet aided
hydrologic series prediction. A key task in accurately identifying deterministic sub-series is
to evaluate the significance levels of de-noised series’ sub-signals, called “significance
testing of DWT” in this paper.
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3355

According to the comparison processes in Section 4.2, the method for conducting
significance testing of DWT is proposed, as described on the right half of Fig. 3. To be
specific, two cases would be encountered in the comparison process: (1) energy of de-noised
series’ sub-signal under certain level differs from that of noise and exceeds the confidence
interval. It can be held that this sub-signal is a deterministic one at the concerned confidence
level; (2) energy of de-noised series’ sub-signal under certain level falls within the confi-
dence interval and is close to that of noise. In this case, this sub-signal should be combined
with the closest identified deterministic sub-series for remaining all deterministic compo-
nents. All deterministic sub-series can be identified by increasing decomposition level to a
certain value. However, several pseudo sub-signals would be generated, and the calculation
is more time-consuming if using bigger levels. Besides, if energies of all sub-signals fall
within the confidence interval and are close to those of noise, the analyzed series can be
regarded as a random series because of no deterministic component being identified.

5 Case Study

5.1 Data

The data listed in Table 2 are used as examples for verifying the guide proposed above. They
include synthetic series of three types (SS1, SS2 and SS3) generated by the Monte-Carlo
method, and there are also three observed hydrologic series: RS1, RS2, and RS3.
All synthetic series have the same length of 200. SS1 series have the same up-down trend
and two true periods of 10 and 50, SS2 series have the same two true periods of 100 and 200,
while SS3 series have the same damped period. Besides, SS1 and SS3 series include
different contents of normally distributed noise, but SS2 series include different contents
of Pearson-III (P-III) distributed noise. The true SNR (signal-to-noise ratio) values of them
(computed by substituting S to S~ in Eq. (8)) are also presented in Table 2. Wavelet spectra of
all synthetic series (Fig. 4) indicate that true power spectra of series are gradually submerged
by noise’s irregular spectra with noise content increasing.
The RS1 series presents a monthly runoff data measured at the Dashankou hydrologic station at
the Kaidu River in Xinjiang province in the northwest of China, with the length of 20 years (1978–
1997). There are two recharge sources about the Kaidu River, one is snowmelt from Tianshan
Mountain mainly happening from March to April in every year, and the other is rainfall mainly
happening at August in every year (Zuo and Gao 2004). Therefore, two flood seasons happen in
every year, and RS1 series has two obvious periods of 6 and 12 months (Sang et al. 2009a). The
RS2 series presents a daily discharge data measured at the Hanqiao Coal Mine in the mid-East
China, with the length of 125 days (Jun 1 to Oct 3 in 2003). The RS2 series data are measured at
rainy season in 2003 and are mainly determined by local rainfall (Ling et al. 2007), so it has no
period but as a whole shows upward trend (Sang et al. 2011). The RS3 series presents a monthly
precipitation data measured at the Longhua weather station in Shanghai city in the East China, with
a length of 38 years (1961–1998). It has a dominant 12-month period due to the annual variability
of hydrologic processes (Zhang et al. 2009). Moreover, because of encountering the impacts from
urbanization (Chen et al. 2006; Xu et al. 2010), RS3 series shows a slowly upward trend.

5.2 Wavelet Choice Results

SS11 series is used for example of wavelet choice. Although five wavelets in Table 3 are the
most appropriate in each wavelet family, by which de-noising results of SS11 series show
 3356

Table 2 Data used in this paper*

Type Data Abbreviation Length True signal Noise Variables Variables value True SNR

Synthetic series SS1 Series 1 SS11 200 The same up-down trend and two Gauss σ 2 −2.469
Series 2 SS12 200 periods of 10 and 50 Gauss σ 4 −14.275
Series 3 SS13 200 Gauss σ 8 −28.018
SS2 Series 1 SS21 200 The same two periods of 100 and 200 P-III σ(Cs) 2(1.5) −1.521
Series 2 SS22 200 P-III σ(Cs) 4(1.5) −11.248
Series 3 SS23 200 P-III σ(Cs) 8(2) −28.840
SS3 Series 1 SS31 200 The same damped period Gauss σ 2 −0.772
Series 2 SS32 200 Gauss σ 5 −9.873
Series 3 SS33 200 Gauss σ 10 −19.433
Observed series Monthly runoff (1978–1997) RS1 240 Two periods of 6 and 12 months
Author's personal copy

Daily mine discharge (Jun 1 to Oct 3 in 2003) RS2 125 Upward trend but no period
Monthly precipitation (1961–1998) RS3 456 A dominant period of 12 months
and slowly downward trend

*: “P-III” means Pearson-III probabilistic distribution, “SNR” means signal-to-noise ratio, “σ” means standard derivation, and “Cs” means coefficient of skewness
Y.-F. Sang
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3357

Fig. 4 Wavelet spectra of the synthetic series of three types used in this paper. In Fig. 4, SS1series are
generated by: yðtÞ ¼ 2  sinðp =5  tÞ þ sinðp =25  tÞ þ 2  sinðp =200  tÞ þ u ; SS2 series are generated
by: yðtÞ ¼ 2  sinðp=50  tÞ þ sinðp=100  tÞ þ u ; and SS3 series are generated by: yðtÞ ¼ 2 
sinðp =2000  t2Þ þ u , in which υ is noise following certain probability distribution. The noise-contaminated
degrees of these synthetic series are shown in Table 4

big difference. Comparatively, the de-noised SS11 series by “coif4” has the σ and r1 values
(1.424 and 0.638) being smaller and bigger than those of original SS11 series respectively,
and the removed noise with the r1 value of 0.165 shows random characters, so the
results best matches the criteria in (Sang et al. 2009b). Even though the results by
“bior4.4” and “coif4” are similar, the mean value by the former is as big as −0.124.
Therefore “coif4” is chosen for analyzing SS11 series, and its reasonability is verified using
three indexes in Eq. (8):
SNR ¼ 10  logðVarðS  Þ=VarðN ÞÞ

MSE ¼PVarðS  SÞ
ðSS Þ ðS S Þ ð8Þ
Rxy ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffi
n
ffipffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
varðSS Þ varðS  S  Þ

in which S and S  is the mean of true signals S and de-noised series S~ respectively. The
difference between the calculated and true SNR values can reflect the accuracy of de-noising
result; the MSE (mean square error) value can reflect the similar degree of two series at the
statistical view, and the Rxy (cross-correlation coefficient) value can reflect the similar degree of
two series at the correlation view. Smaller difference between calculated and true SNR, smaller
MSE value and bigger Rxy value indicate more similar degree of two series. Table 3 indicates
that by using “coif4” wavelet the calculated SNR of −2.492 is the most close to true SNR of
 Author's personal copy
3358 Y.-F. Sang

Table 3 Statistical characters of the de-noised SS11 series obtained by different wavelets

Wavelet used Series’ type* Statistical characters SNR MSE Rxy

X σ Cs r1

S 1.273 1.701 −0.023 0.866 −2.496 3.857 1.000

SS11 series 1.318 2.630 −0.064 0.401
db2 S~ 1.343 1.567 −0.089 0.630 1.014 1.796 0.765
N −0.025 1.478 0.011 0.178
sym6 S~ 1.391 1.417 −0.243 0.631 −2.478 1.451 0.816
N −0.073 1.556 0.001 0.147
coif4 S~ 1.340 1.424 −0.372 0.638 −2.492 1.247 0.827
N −0.022 1.552 0.128 0.165
bior4.4 S~ 1.442 1.415 −0.407 0.674 −1.693 1.477 0.803
N −0.124 1.560 0.104 0.144
rbio4.4 S~ 1.384 1.434 −0.359 0.651 −1.487 1.581 0.775
N −0.066 1.562 0.035 0.147

*: S, S~ and N are the true signal, de-noised series, and removed noise, respectively

−2.496, the MSE of 1.247 is the smallest, and the Rxy of 0.827 is the biggest, testifying more
accurate de-noising result of SS11 series by “coif4” compared with other four wavelets.
Therefore, the “coif4” wavelet chosen by the proposed method is reasonable.
Other series are analyzed through the similar processes, and the wavelets chosen for
analyses of these series are shown in Table 4. One conclusion gained from these results is
that wavelet choice mainly depends on the analyzed series’ composition (especially the
deterministic components). For instance, the chosen wavelets for SS11 and SS12 series with
the same true signals are just the same; whereas the chosen wavelets for analyzing three
series types are different due to their different true signals. In my opinion, this conclusion
accords well with the essence of wavelet transform, and reflects the reasonability of the
wavelet choice method proposed. Compared with those qualitative and empirical

Table 4 De-noising results of series obtained by the chosen wavelets*

Series Chosen wavelet SNR MSE Rxy

true value Calculated value

SS11 coif4 −2.469 −2.492 1.247 0.827

SS12 coif4 −14.275 −10.752 3.059 0.670
SS21 coif5 −1.521 −1.248 0.205 0.961
SS22 coif5 −11.248 −9.328 0.294 0.952
SS31 sym8 −0.772 −1.947 0.779 0.767
SS32 sym8 −9.873 −9.564 0.932 0.761
RS1 db6 23.03
RS2 sym5 37.95
RS3 db10 6.67

*: In Tables 3 and 4, SNR is the signal-to-noise ratio, MSE is the mean square error, and Rxy is the cross-
correlation coefficient between series x and y
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3359

suggestions given in present literatures, the wavelet choice method proposed here has more
reliable physical basis because of based on both series’ composition and wavelets’ proper-
ties; moreover, the wavelet choice process can be more quantitative and operable by using
the criteria in (Sang et al. 2009b). To sum up, proper wavelets for analyses of all these series
with different compositions can be accurately chosen, thus it is thought that the wavelet
choice method proposed is effective and applicable for hydrologic series analysis.

5.3 Wavelet De-Noising Results

Energy functions of all series are computed using the chosen wavelets (Fig. 5), and they are
compared with the reference energy function with 95 % confidence interval, which is
estimated by Monte-Carlo simulation with the sampling times of 100, 000. Then, the
decomposition levels for de-noising series are chosen.
Synthetic series are analyzed here for verifying the decomposition level choice method
proposed. Since SS1 series’ sub-signal under level 3 has the period of 10, SS2 series’ sub-
signal under level 6 has the period of 100, and SS3 series’ sub-signal under level 3 has the
damped period, Fig. 5 expectedly shows that their energies obviously exceed 95 % confi-
dence interval, and the decomposition level chosen for de-noising three series types is 2, 5,
and 2 respectively. Furthermore, wavelet spectra in Fig. 6 also verify the reasonability of the
results. When using smaller levels wavelet spectra of de-noised series show irregular
fluctuations under small temporal scales, because noise is not completely removed; however,
when using bigger levels wavelet spectral densities of de-noised series are smaller than true

Fig. 5 Energy functions of series, and the reference energy function with 95 % confidence interval
 Author's personal copy
3360 Y.-F. Sang

Fig. 6 Wavelet spectra of de-noised synthetic series obtained by different decomposition levels (DLs). In
Fig. 6, “D-” means the de-noising result of certain series

values, and it is due to the loss of some true signals. For SS13, SS23 and SS33 series with
the true SNR values of −28.018, −28.840 and −19.433 respectively, energies of their all sub-
signals fall within 95 % confidence interval, because they are contaminated by noise too
badly to accurately identify true signals.
The white noise testing results of synthetic series (Fig. 7) indicate that r1 values of all the
weakest auto-correlated sub-signals of series exceed 95 % confidence interval, so proper
levels for de-noising series cannot be chosen accurately. Comparatively, the levels chosen
from Fig. 5 are more accurate and reasonable. Therefore, it holds that the energy-based
decomposition level choice method proposed is more effective than the correlation-based
white noise testing.
Three observed hydrologic series are also de-noised here. Because the superiority
of WTD has been verified in (Sang et al. 2009b), other de-noising methods are not
considered here. Figure 5 shows that RS1 series’ sub-signal under level 2, RS2 series’
sub-signal under level 3, and RS3 series’ sub-signal under level 3 have the energies
obviously exceeding 95 % confidence interval, so the decomposition levels chosen for
de-noising them are 1, 2, and 2 respectively. According to the description in “Data”,
RS1 series’ sub-signal under level 2 has the 6-month period, RS2 series’ sub-signal
under level 3 is a part of its trend, and RS3 series’ sub-signal under level 3 has the
12-month period. Because the chosen levels can accurately identify three series’
deterministic sub-series under the smallest scales, it is thought they are reasonable.
De-noising results of three observed series by the chosen levels are depicted in Fig. 8.
Because of a little noise included, the de-noised RS1 and RS2 series are similar to
their original series, but the original and de-noised RS3 series have big difference
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3361

Fig. 7 Autocorrelation characters of the sub-signals of six synthetic series under decomposition level 2. In
Fig. 7, two red lines are the upper and lower limits of 95 % confidence interval, respectively

because of much noise included. In addition, wavelet spectra of de-noised series are
much smoother and have higher resolutions than those of original series, reflecting the
noise impacts.

Fig. 8 De-noising results of three observed hydrologic series (left), histograms of the removed noise (mid),
and wavelet spectra of original and de-noised series (right)
 Author's personal copy
3362 Y.-F. Sang

5.4 Wavelet Decomposition Results

Three de-noised observed series are decomposed using the significance testing of DWT
proposed (Fig. 9). RS1 series includes three deterministic sub-series: the sub-signal under
level 2 has the 6-month period, the sum of sub-signals under levels 3–4 has the 12-month
period, and the residual is trend. The sum of sub-signals of RS2 series after level 3 is its
trend. RS3 series includes two deterministic sub-series: the sum of sub-signals under levels
3–4 has the dominant 12-month period, and the residual is trend. The wavelet decomposition
result of each observed series agrees well with its physical characteristics as described in
“Data”, thus the results are reasonable.
In present studies of wavelet aided hydrologic series prediction, the level for wavelet
decomposition is usually determined as log10l given the analyzed series has the length of
l (Wang and Ding 2003; Nourani et al. 2009b). The level chosen by this method is the same
as 2 for decomposing three observed series. However, true characteristics cannot be
revealed, and deterministic sub-series of three series cannot by separated either if using
the level 2. In my opinion, the method of log10l is unreasonable, because it is based on
series’ length but does not consider series’ composition (Nourani et al. 2011).
Comparatively, the significance testing of DWT proposed is based on the reference energy
function, by which deterministic sub-series of the analyzed series can be accurately identi-
fied step by step, and uncertainty can also be estimated using proper confidence interval.
Therefore, the significance testing of DWT is more effective, and following it the wavelet
decomposition result of hydrologic series is more reliable.

Fig. 9 Wavelet decomposition results of three observed hydrologic series by significance testing of DWT
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3363

6 Summary and Conclusions

In this paper, by firstly establishing the reference energy function, a practical step-by-step
guide to discrete wavelet decomposition of hydrologic time series was provided as: choose
appropriate wavelet from the recommended wavelets and according to the statistical char-
acters relations among original series, de-noised series and removed noise; choose proper
decomposition level by analyzing the difference between energy function of the analyzed
series and reference energy function; then, use the chosen wavelet and decomposition level,
estimate threshold by the method in (Sang et al. 2009b) and set the same threshold under
each level, and remove noise in series using the mid-thresholding rule; finally, conduct
significance testing of DWT by comparing energy function of the de-noised series with the
reference energy function. Following the proposed guide noise in hydrologic series can be
accurately removed, and diverse deterministic sub-series can also be identified and separated
by taking uncertainty into consideration. The results of both synthetic and observed series
verified the applicability and easy operability of the proposed guide, by which more reliable
results of hydrologic series analysis can be gained. Nevertheless, for wavelet transform with
down-sampling we could get quite different wavelet coefficients even if only shifting the
analyzed series a few sample points, so the bad behavior of down-sampling should be
carefully considered in discrete wavelet analysis of hydrologic series, and the use of
orthonormal multi-wavelet shell can avoid this problem (Chen et al. 2003). In addition,
further studies using more hydrologic series with different characteristics and compositions
may be required to strengthen the applicability of the guide proposed.

Acknowledgements The author gratefully acknowledged the helpful comments and suggestions on earlier
version of the manuscript given by the Editor-in-Chief, George P. Tsakirisand, and anonymous reviewers. The
RS2 discharge data are kindly provided by Dr. Chengpeng Ling. The author also thanked Ms. Fei-Fei Liu and
Die Zhu for their assistances in preparation of the manuscript. This project was supported by the National Key
Basic Research Development Program of China (No. 2009CB421305), the National Natural Science Foundation
of China (NSFC) (No. 40971023), and the Water Resources Public-Welfare Projects (No. 200901042 and
201201072).

References

Blanco S, Figliola A, Quiroga RQ, Rosso OA, Serrano E (1998) Time-frequency analysis of electroenceph-
alogram series-III, Wavelet packets and information cost function. Phys Rev E57(1):932–940
Box GEP, Jenkins GM, Reinsel GC (1994) Time series analysis, forecasting and control. Englewood Clifs, NJ,
Prentice Hall
Bruni V, Vitulano D (2006) Wavelet-based signal de-noising via simple singularities approximation. Signal
Process 86:859–876
Cahill AT (2002) Determination of changes in streamflow variance by means of a wavelet-based test. Water
Resour Res 38(6):W01065
Chen LX, Li WL, Zhu WQ, Zhou XJ, Zhou ZJ, Liu HL (2006) Seasonal trends of climate change in the Yangtze
Delta and its adjacent regions and their formation mechanisms. Meteorol Atmos Phys 92(1–2):11–23
Chen GY, Bui TD, Krzyzak A (2003) Contour-based handwritten numeral recognition using multiwavelets
and neural networks. Pattern Recognition 36(7):1597–1604
Chou CM (2011) A threshold based wavelet de-noising method for hydrological data modelling. Water
Resour Manage 25:1809–1830
Chui CK (1992) An introduction to wavelets. Academic, San Diego
Coulibaly P, Anctil F, Bobee B (2000) Daily reservoir inflow forecasting using artificial neural networks with
stopped training approach. J Hydrol 230(3–4):244–257
Daubechies I (1992) Ten Lectures on Wavelets. SIAM, Philadelphia
 Author's personal copy
3364 Y.-F. Sang

Donoho DH (1995) De-noising by soft-thresholding. IEEE T Inform Theory 41(3):613–617

Elshorbagy A, Simonovic SP, Panu US (2002) Noise reduction in chaotic hydrologic time series: facts, and
doubts. J Hydrol 256(3–4):147–165
Foufoula-Georgiou E, Kumar P (1994) Wavelets in geophysics. Academic, San Diego
Garfias-Soliz J, Llanos-Acebo H, Martel R (2010) Time series and stochastic analyses to study the hydrody-
namic characteristics of karstic aquifers. Hydrol Process 24(3):300–316
Jansen M, Bultheel A (2001) Asymptotic behavior of the minimum mean squared error threshold for noisy
wavelet coefficients of piecewise smooth signals. IEEE Trans Signal Process 49(6):1113–1118
Kazama M, Tohyama M (2001) Estimation of speech components by AFC analysis in a noisy environment. J
Sound Vib 241:41–52
Kharitonenko I, Zhang X, Twelves S (2002) A wavelet transform with point-symmetric extension at tile
boundaries. IEEE Trans Image Process 11(12):1357–1364
Kisi O (2009) Neural network and wavelet conjunction model for modeling monthly level fluctuations of Van
Lake in Turkey. Hydrol Process 23(14):2081–2092
Labat D (2005) Recent advances in wavelet analyses: Part 1. A review of concepts. J Hydrol 314:275–288
Labat D, Ababou R, Mangin A (2000) Rainfall-runoff relations for karstic springs. Part II: Continuous wavelet
and discrete orthogonal multiresolution analyses. J Hydrol 238:149–178
Ling CP, Sun YJ, Yang LH, Jiang S, Shao FY (2007) Prediction of inrush water of mine with pore water yield
based on BP artificial neural network. Hydrogeol Eng Geol 34(5):55–58 (in Chinese with English
abstract)
Mallat S (1989) Multiresolution approximations and wavelet orthonommal bases of L2(R). Trans Amrr Math
Soc 315(1):69–87
Mallat S, Hwang WL (1992) Singularity detection and processing with wavelets. IEEE Trans Inform Theory
38(2):617–643
Meniconi S, Brunone B, Ferrante M, Massari C (2011) Small amplitude sharp pressure waves to diagnose pipe
systems. Water Resour Manage 25:79–96
Meyer Y (1992) Wavelet and applications. Springer, Berlin
Miao Q, Huang HZ, Fan XF (2007) Singularity detection in machinery health monitoring using Lipschitz
exponent function. J Mech Sci Technol 21(5):737–744
Minville M, Brissette F, Leconte R (2008) Uncertainty of the impact of climate change on the hydrology of a
Nordic watershed. J Hydrol 358(1–2):70–83
Molini A, Katul GG, Porporato A (2010) Causality across rainfall time scales revealed by continuous wavelet
transforms. J Geophys Res 115:D14123
Nayak PC, Sudheer KP, Rangan DM, Ramasastri KS (2004) A neuro-fuzzy computing technique for
modeling hydrological time series. J Hydrol 291(1–2):52–66
Neupauer RM, Powell KL, Qi X, Lee DH, Villhauer DA (2006) Characterization of permeability anisotropy
using wavelet analysis. Water Resour Res 42:W07419
Nourani V, Komasi M, Mano A (2009a) A Multivariate ANN-wavelet approach for rainfall-runoff modeling.
Water Resour Manage 23(14):2877–2894
Nourani V, Alami MT, Aminfar MH (2009b) A combined neural-wavelet model for prediction of Ligvanchai
watershed precipitation. Eng Appli Artif Intell 22:466–472
Nourani V, Kisi O, Komasi M (2011) Two hybrid Artificial Intelligence approaches for modeling rainfall-
runoff process. J Hydrol 402:41–59
Partal T (2009) Modelling evapotranspiration using discrete wavelet transform and neural networks. Hydrol
Process 23(25):3545–3555
Percival DB, Walden AT (2000) Wavelet methods for time series analysis. Cambridge University, Cambridge
Ravines RR, Schmidt AM, Migon HS, Renno CD (2008) A joint model for rainfall-runoff: The case of Rio
Grande Basin. J Hydrol 353:189–200
Rodriguez-Iturbe I, Entekhabi D, Bras RL (1991) Nonlinear dynamics of soil-moisture at climate scales.1.
Stochastic-Analysis. Water Resour Res 27(8):1899–1906
Sang YF, Wang D (2008) Wavelets selection method in hydrologic series wavelet analysis. J Hydraul Eng 39
(3):295–300 (in Chinese)
Sang YF, Wang D, Wu JC, Zhu QP, Wang L (2009a) The relation between periods’ identification and noises in
hydrologic series data. J Hydrol 368(1–4):165–177
Sang YF, Wang D, Wu JC, Zhu QP, Wang L (2009b) Entropy-based wavelet de-noising method for time series
analysis. Entropy 11(4):1123–1147
Sang YF, Wang D, Wu JC (2010a) Entropy-based method of choosing the decomposition level in wavelet
threshold de-noising. Entropy 12(6):1149–1513
Sang YF, Wang D, Wu JC (2010b) Uncertainty analysis of decomposition level choice in wavelet threshold
de-noising. Entropy 12(12):386–2396
 Author's personal copy
A Practical Guide to Discrete Wavelet Decomposition 3365

Sang YF, Wang D, Wu JC, Zhu QP, Wang L (2011) Wavelet-based analysis on the complexity of hydrologic
series data under multi-temporal scales. Entropy 13(1):195–210
Sang YF, Wang Z, Liu C (2012) Period identification in hydrologic time series using empirical mode
decomposition and maximum entropy spectral analysis. J Hydrol 424:154–164
Schaefli B, Maraun D, Holschneider M (2007) What drives high flow events in the Swiss Alps? Recent
developments in wavelet spectral analysis and their application to hydrology. Adv Water Resour
30:2511–2525
Singh VP (1998) Entropy-based parameter estimation in Hydrology. Kluwer Academic Publishers, Boston/
London
Torrence C, Compo GP (1998) A practical guide to wavelet analysis. B Am Meteorol Soc 79(1):61–78
Venugopal V, Roux SG, Foufoula-Georgiou E, Arneodo A (2006) Revisiting multifractality of high-resolution
temporal rainfall using a wavelet-based formalism. Water Resour Res 42: W06D14
Walker JS (1999) A primer on wavelets and their scientific applications. Chapman and Hall, CRC, New York
Wang WS, Ding J (2003) Wavelet network model and its application to the predication of hydrology. Nat Sci 1
(1):67–71
Wang W, Hu S, Li Y (2011) Wavelet transform method for synthetic generation of daily streamflow. Water
Resour Manage 25:41–57
Whitcher B, Byers SD, Guttorp P, Percival DB (2002) Testing for homogeneity of variance in time series:
Long memory, wavelets, and the Nile River. Water Resour Res 38(5):W1054
Xu Y, Xu J, Ding J, Chen Y, Yin Y, Zhang X (2010) Impacts of urbanization on hydrology in the Yangtze
River Delta, China. Water Sci Technol 62(6):1221–1229
Yevjevich V (1972) Stochastic process in hydrology. Water Resources Publications, Colorado, USA
Zhang ZX, Zhang Q, Zhang JC, Zou LJ, Jiang JM (2009) Observed dryness and wetness variability in
Shanghai during 1873–2005. J Geograph Sci 19(2):143–152
Zuo QT, Gao F (2004) Periodic overlapping prediction model and its three improved models of hydrological
time series. J Zhengzhou Univ (Engineering Science) 25(4):67–73 (in Chinese with English abstract)

View publication stats