I have $N$ time series each of which can be modeled as $$y_{kt}=Ax_{kt}+b+\varepsilon_{kt}\quad(1\le k\le N,1\le t\le T),$$ where $x_{kt}\sim\text{Pois}(\lambda\Delta t)$ and $\varepsilon_{kt}\sim N(0,\sigma^2)$. Parameters $A$, $b$ and $\sigma^2$ are unknown and I want to extract the uncontamined version of all $y_{kt}$. Several techniques come into my mind, like ICA (two sources, uncontamined data and noise) or wavelet (perform DWT on data and keep the largest coefficients, for example, or use wavelet shrinkage, etc.). But I am not sure about that:
- Can ICA handle poisson noise inherent in poisson processes (which is described by $\lambda$ but not $\varepsilon_{ki}$)?
- Will wavelet denoising ruin the properties of the model?
Or are there better choices? Any hints are appreciated.