Quantifying Self-Organization with Optimal Wavelets

Abstract: The optimal wavelet basis is used to develop quantitative, experimentally applicable criteria for self-organization. The choice of the optimal wavelet is based on the model of self-organization in the wavelet tree. The framework of the model is founded on the wavelet-domain hidden Markov model and the optimal wavelet basis criterion for self-organization which assumes inherent increase in statistical complexity, the information content necessary for maximally accurate prediction of the system's dynamics. At the same time the method, presented here for the one-dimensional data of any type, performs superior denoising and may be easily generalized to higher dimensions.