Tool Development of Daubechies Wavelet Estimation for Stochastic Counting Processes

Daubechies wavelets proposed by Ingrid Daubechies are a family of orthogonal wavelets and are used for frequency analysis, multi-resolution analysis, statistical feature value analysis, etc. Kuhl and Bhairgond (2000) applied the Daubechies wavelet to estimate stochastic counting processes with time-varying intensity functions. In this paper, we develop a Daubechies wavelet estimation tool for the stochastic counting processes; Daube-WET, as a web-based free application. A case study is given to illustrate how to use Daube-WET with real failure time data of a repairable system.