However, I feel like I should point out... if you're using an
orthogonal transform -- which includes the DFT, and many wavelet
transforms -- then a simple SSE between your transformed signals will
be identical to what you would have gotten if you'd skipped
transforming the data entirely, and just computed SSE between your
raw, original signals. Orthogonal transforms preserve dot products,
and SSE can be computed as a dot product.
The advantage of going into DFT or wavelet space would be that you
could, I dunno, discard phase information, or weight some frequency
bands higher than others, or something like that. If you aren't doing
anything like that, then I don't think it's accomplishing anything for
you.
-- Nathaniel
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We tend to think of "frequency" as a fundamental quantity, but it
isn't, really -- "frequency" just means "the thing you get out of a
Fourier transform". If you're not doing a Fourier transform, then
technically, you don't have frequencies, you have something else (that
may have similar properties in some ways, e.g., capturing the
fast-changing or slow-changing parts of your signal). This might sound
pedantic, but it really isn't -- there's no natural way to map between
wavelet coefficients and frequencies, because they're simply different
things.
There are some hacky ways to come up with fake frequency measurements
for particular wavelet transforms (based on taking the wavelet
transform of different sine waves and stuff), but I'm not an expert on
them and am not sure how useful they really are in practice. Unless
someone else speaks up you'll have to check the literature, sorry.
-- Nathaniel