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Wavelet analysis is described, and a Haar wavelet analysis is carried out, for time series data on the flow rate of the Nile River at Aswan and also on the stages of the Rio Negro at Manaus. A goal of the analysis is to present a wavelet analysis for some time series data particularly looking for jumps in mean level. The work begins with review of techniques for estimating mean levels in the presence of additive noise and then proceeds to the particular case of wavelets and the construction of so‐called “improved estimates” by shrinkage. The results of the analyses are consistent with earlier ones.
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David R. Brillinger (1994) studied this question.
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