Please explain multivariate wavelet denosing in layman's terms

I would like to understand multivariate wavelet denoising in layman's terms. In particular, how is PCA applied to each series to be denoised as well as identify what wavelet technique is used on individual's series to de-noise them.
Thanks in advance.

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Asked:

on 26 Sep 2013

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on 20 Aug 2021

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