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signal-processingpcawavelet

PCA on wavelet subbands

I guess that PCA cannot be applied on vectors, however I found some papers that apply PCA on each of the wavelet subbands as in this paper and this. As wavelet subbands are vectors, how is it possible to apply PCA on them?

Thank you in advance

Solution

  • The papers you mention are about EEG and ECG signals, which are also (1D) vectors. Multiple signals together for one subject (or a group) are a matrix. That's what how the PCA runs on input EEG signals.

    You can do the same with a wavelet transform. A wavelet subband of a 1D signal is still a 1D signal, but you can group them together in matrices. Then you can run PCA in the same way as on the input data.