Fully learnable deep wavelet transform for unsupervised monitoring of high-frequency time series

High-frequency (HF) signals are ubiquitous in the industrial world and are of great use for monitoring of industrial assets. Most deep-learning tools are designed for inputs of fixed and/or very limited size and many successful applications of deep learning to the industrial context use as inputs extracted features, which are a manually and often arduously obtained compact representation of the original signal. In this paper, we propose a fully unsupervised deep-learning framework that is able to extract a meaningful and sparse representation of raw HF signals. We embed in our architecture important properties of the fast discrete wavelet transform (FDWT) such as 1) the cascade algorithm; 2) the conjugate quadrature filter property that links together the wavelet, the scaling, and transposed filter functions; and 3) the coefficient denoising. Using deep learning, we make this architecture fully learnable: Both the wavelet bases and the wavelet coefficient denoising become learnable. To achieve this objective, we propose an activation function that performs a learnable hard thresholding of the wavelet coefficients. With our framework, the denoising FDWT becomes a fully learnable unsupervised tool that does not require any type of pre- or postprocessing or any prior knowledge on wavelet transform. We demonstrate the benefits of embedding all these properties on three machine-learning tasks performed on open-source sound datasets. We perform an ablation study of the impact of each property on the performance of the architecture, achieve results well above baseline, and outperform other state-of-the-art methods.