Determination Method of Optimal Decomposition Level of Discrete Wavelet Based on Joint Jarque-Bera Test and...

To overcome the limitations of traditional evaluation indicators in determining the optimal wavelet decomposition level, this paper proposes an adaptive method for selecting the best decomposition level by combining the Jarque-Bera test and a composite weighting approach. Firstly, in the noise extraction stage, the Jarque-Bera test is employed to ensure that the extracted noise follows Gaussian white noise characteristics, thereby avoiding issues of insufficient denoising or signal distortion. Secondly, in the evaluation stage of the denoised signal, a comprehensive consideration of the geometric and physical meanings of various evaluation metrics, as well as the Pearson correlation coefficients between them, is undertaken. The RMSE and smoothness are selected as evaluation indicators for the denoising performance. Since these two metrics describe signal characteristics from different dimensions, a weighted combination approach is used to generate a single composite evaluation index. Additionally, to overcome the limitations of using a single weighting method, a composite weighting strategy is proposed by combining the entropy weight method and the coefficient of variation method. The composite coefficient between these two weighting methods is calculated using the variance coefficient method, yielding a new composite evaluation metric. A smaller value of this metric indicates better denoising performance, and the corresponding optimal decomposition level is more accurately determined. The simulation results demonstrate that the proposed comprehensive evaluation method can accurately determine the optimal wavelet decomposition level in both known and unknown truth-value cases, exhibiting a high accuracy and good applicability. Furthermore, the experimental results show that using the optimal decomposition level determined by the proposed method for wavelet denoising leads to smoother peak regions, more stable waveforms and significantly improved denoising performance.