Anomaly detection in multichannel data using sparse representation in radwt frames
We introduce a new methodology for anomaly detection (AD) in multichannel fast oscillating signals based on nonparametric penalized regression. Assuming the signals share similar shapes and characteristics, the estimation procedures are based on the use of the Rational-Dilation Wavelet Transform (RADWT), equipped with a tunable Q-factor able to provide sparse representations of functions with different oscillations persistence. Under the standard hypothesis of Gaussian additive noise, we model the signals by the RADWT and the anomalies as additive in each signal.