Comment by cosmic_quanta
Comment by cosmic_quanta 8 days ago
This award is well-deserved!
I was inspired by her work in the 2010s and have since used the wavelets to denoise time-series with great success [0]. I believe that learning about wavelet transforms is both beneficial in itself, but also beneficial in understand the ubiquitous Fourier transform.
I checked your post and it is not clear to me what is the added value of wavelets in the setting you used to illustrate.
The noise was i.i.d. random normal variates with the mean of -0.5 which is exactly like shifting the signal by -0.5 and then adding zero-centered noise. Well, let's say you shift by -10 or -1000 instead - there's no way to recover the magnitude of that shift unless one has additionnal information (like the true signal should be zero mean for instance).