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Sample records for time series wavelet

  1. Energy-Based Wavelet De-Noising of Hydrologic Time Series

    Science.gov (United States)

    Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu

    2014-01-01

    De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533

  2. Wavelet entropy of BOLD time series: An application to Rolandic epilepsy.

    Science.gov (United States)

    Gupta, Lalit; Jansen, Jacobus F A; Hofman, Paul A M; Besseling, René M H; de Louw, Anton J A; Aldenkamp, Albert P; Backes, Walter H

    2017-12-01

    To assess the wavelet entropy for the characterization of intrinsic aberrant temporal irregularities in the time series of resting-state blood-oxygen-level-dependent (BOLD) signal fluctuations. Further, to evaluate the temporal irregularities (disorder/order) on a voxel-by-voxel basis in the brains of children with Rolandic epilepsy. The BOLD time series was decomposed using the discrete wavelet transform and the wavelet entropy was calculated. Using a model time series consisting of multiple harmonics and nonstationary components, the wavelet entropy was compared with Shannon and spectral (Fourier-based) entropy. As an application, the wavelet entropy in 22 children with Rolandic epilepsy was compared to 22 age-matched healthy controls. The images were obtained by performing resting-state functional magnetic resonance imaging (fMRI) using a 3T system, an 8-element receive-only head coil, and an echo planar imaging pulse sequence ( T2*-weighted). The wavelet entropy was also compared to spectral entropy, regional homogeneity, and Shannon entropy. Wavelet entropy was found to identify the nonstationary components of the model time series. In Rolandic epilepsy patients, a significantly elevated wavelet entropy was observed relative to controls for the whole cerebrum (P = 0.03). Spectral entropy (P = 0.41), regional homogeneity (P = 0.52), and Shannon entropy (P = 0.32) did not reveal significant differences. The wavelet entropy measure appeared more sensitive to detect abnormalities in cerebral fluctuations represented by nonstationary effects in the BOLD time series than more conventional measures. This effect was observed in the model time series as well as in Rolandic epilepsy. These observations suggest that the brains of children with Rolandic epilepsy exhibit stronger nonstationary temporal signal fluctuations than controls. 2 Technical Efficacy: Stage 3 J. Magn. Reson. Imaging 2017;46:1728-1737. © 2017 International Society for Magnetic

  3. Comparisons between two wavelet functions in extracting coherent structures from solar wind time series

    International Nuclear Information System (INIS)

    Bolzani, M.J.A.; Guarnieri, F.L.; Vieira, Paulo Cesar

    2009-01-01

    Nowadays, wavelet analysis of turbulent flows have become increasingly popular. However, the study of geometric characteristics from wavelet functions is still poorly explored. In this work we compare the performance of two wavelet functions in extracting the coherent structures from solar wind velocity time series. The data series are from years 1996 to 2002 (except 1998 and 1999). The wavelet algorithm decomposes the annual time-series in two components: the coherent part and non-coherent one, using the daubechies-4 and haar wavelet function. The threshold assumed is based on a percentage of maximum variance found in each dyadic scale. After the extracting procedure, we applied the power spectral density on the original time series and coherent time series to obtain spectral indices. The results from spectral indices show higher values for the coherent part obtained by daubechies-4 than those obtained by the haar wavelet function. Using the kurtosis statistical parameter, on coherent and non-coherent time series, it was possible to conjecture that the differences found between two wavelet functions may be associated with their geometric forms. (author)

  4. Wavelet transform approach for fitting financial time series data

    Science.gov (United States)

    Ahmed, Amel Abdoullah; Ismail, Mohd Tahir

    2015-10-01

    This study investigates a newly developed technique; a combined wavelet filtering and VEC model, to study the dynamic relationship among financial time series. Wavelet filter has been used to annihilate noise data in daily data set of NASDAQ stock market of US, and three stock markets of Middle East and North Africa (MENA) region, namely, Egypt, Jordan, and Istanbul. The data covered is from 6/29/2001 to 5/5/2009. After that, the returns of generated series by wavelet filter and original series are analyzed by cointegration test and VEC model. The results show that the cointegration test affirms the existence of cointegration between the studied series, and there is a long-term relationship between the US, stock markets and MENA stock markets. A comparison between the proposed model and traditional model demonstrates that, the proposed model (DWT with VEC model) outperforms traditional model (VEC model) to fit the financial stock markets series well, and shows real information about these relationships among the stock markets.

  5. Forecasting of particulate matter time series using wavelet analysis and wavelet-ARMA/ARIMA model in Taiyuan, China.

    Science.gov (United States)

    Zhang, Hong; Zhang, Sheng; Wang, Ping; Qin, Yuzhe; Wang, Huifeng

    2017-07-01

    Particulate matter with aerodynamic diameter below 10 μm (PM 10 ) forecasting is difficult because of the uncertainties in describing the emission and meteorological fields. This paper proposed a wavelet-ARMA/ARIMA model to forecast the short-term series of the PM 10 concentrations. It was evaluated by experiments using a 10-year data set of daily PM 10 concentrations from 4 stations located in Taiyuan, China. The results indicated the following: (1) PM 10 concentrations of Taiyuan had a decreasing trend during 2005 to 2012 but increased in 2013. PM 10 concentrations had an obvious seasonal fluctuation related to coal-fired heating in winter and early spring. (2) Spatial differences among the four stations showed that the PM 10 concentrations in industrial and heavily trafficked areas were higher than those in residential and suburb areas. (3) Wavelet analysis revealed that the trend variation and the changes of the PM 10 concentration of Taiyuan were complicated. (4) The proposed wavelet-ARIMA model could be efficiently and successfully applied to the PM 10 forecasting field. Compared with the traditional ARMA/ARIMA methods, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. Wavelet analysis can filter noisy signals and identify the variation trend and the fluctuation of the PM 10 time-series data. Wavelet decomposition and reconstruction reduce the nonstationarity of the PM 10 time-series data, and thus improve the accuracy of the prediction. This paper proposed a wavelet-ARMA/ARIMA model to forecast the PM 10 time series. Compared with the traditional ARMA/ARIMA method, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. The proposed model could be efficiently and successfully applied to the PM 10 forecasting field.

  6. Nonlinear Prediction Model for Hydrologic Time Series Based on Wavelet Decomposition

    Science.gov (United States)

    Kwon, H.; Khalil, A.; Brown, C.; Lall, U.; Ahn, H.; Moon, Y.

    2005-12-01

    Traditionally forecasting and characterizations of hydrologic systems is performed utilizing many techniques. Stochastic linear methods such as AR and ARIMA and nonlinear ones such as statistical learning theory based tools have been extensively used. The common difficulty to all methods is the determination of sufficient and necessary information and predictors for a successful prediction. Relationships between hydrologic variables are often highly nonlinear and interrelated across the temporal scale. A new hybrid approach is proposed for the simulation of hydrologic time series combining both the wavelet transform and the nonlinear model. The present model employs some merits of wavelet transform and nonlinear time series model. The Wavelet Transform is adopted to decompose a hydrologic nonlinear process into a set of mono-component signals, which are simulated by nonlinear model. The hybrid methodology is formulated in a manner to improve the accuracy of a long term forecasting. The proposed hybrid model yields much better results in terms of capturing and reproducing the time-frequency properties of the system at hand. Prediction results are promising when compared to traditional univariate time series models. An application of the plausibility of the proposed methodology is provided and the results conclude that wavelet based time series model can be utilized for simulating and forecasting of hydrologic variable reasonably well. This will ultimately serve the purpose of integrated water resources planning and management.

  7. Forecasts for the Canadian Lynx time series using method that bombine neural networks, wavelet shrinkage and decomposition

    Directory of Open Access Journals (Sweden)

    Levi Lopes Teixeira

    2015-12-01

    Full Text Available Time series forecasting is widely used in various areas of human knowledge, especially in the planning and strategic direction of companies. The success of this task depends on the forecasting techniques applied. In this paper, a hybrid approach to project time series is suggested. To validate the methodology, a time series already modeled by other authors was chosen, allowing the comparison of results. The proposed methodology includes the following techniques: wavelet shrinkage, wavelet decomposition at level r, and artificial neural networks (ANN. Firstly, a time series to be forecasted is submitted to the proposed wavelet filtering method, which decomposes it to components of trend and linear residue. Then, both are decomposed via level r wavelet decomposition, generating r + 1 Wavelet Components (WCs for each one; and then each WC is individually modeled by an ANN. Finally, the predictions for all WCs are linearly combined, producing forecasts to the underlying time series. For evaluating purposes, the time series of Canadian Lynx has been used, and all results achieved by the proposed method were better than others in existing literature.

  8. Wavelet based correlation coefficient of time series of Saudi Meteorological Data

    International Nuclear Information System (INIS)

    Rehman, S.; Siddiqi, A.H.

    2009-01-01

    In this paper, wavelet concepts are used to study a correlation between pairs of time series of meteorological parameters such as pressure, temperature, rainfall, relative humidity and wind speed. The study utilized the daily average values of meteorological parameters of nine meteorological stations of Saudi Arabia located at different strategic locations. The data used in this study cover a period of 16 years between 1990 and 2005. Besides obtaining wavelet spectra, we also computed the wavelet correlation coefficients between two same parameters from two different locations and show that strong correlation or strong anti-correlation depends on scale. The cross-correlation coefficients of meteorological parameters between two stations were also calculated using statistical function. For coastal to costal pair of stations, pressure time series was found to be strongly correlated. In general, the temperature data were found to be strongly correlated for all pairs of stations and the rainfall data the least.

  9. Option pricing from wavelet-filtered financial series

    Science.gov (United States)

    de Almeida, V. T. X.; Moriconi, L.

    2012-10-01

    We perform wavelet decomposition of high frequency financial time series into large and small time scale components. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns out that the small scale component defined by most (≃99.6%) of the wavelet coefficients can be neglected for the purpose of option premium evaluation. The relevance of the hugely compressed information provided by low-pass wavelet-filtering is related to the fact that the non-gaussian statistical structure of the original financial time series is essentially preserved for expiration times which are larger than just one trading day.

  10. Wavelet entropy of BOLD time series : an application to Rolandic epilepsy

    NARCIS (Netherlands)

    Gupta, Lalit; Jansen, Jacobus F.A.; Hofman, Paul A.M.; Besseling, René M.H.; de Louw, Anton J.A.; Aldenkamp, Albert P.; Backes, Walter H.

    2017-01-01

    Purpose: To assess the wavelet entropy for the characterization of intrinsic aberrant temporal irregularities in the time series of resting-state blood-oxygen-level-dependent (BOLD) signal fluctuations. Further, to evaluate the temporal irregularities (disorder/order) on a voxel-by-voxel basis in

  11. A prediction method based on wavelet transform and multiple models fusion for chaotic time series

    International Nuclear Information System (INIS)

    Zhongda, Tian; Shujiang, Li; Yanhong, Wang; Yi, Sha

    2017-01-01

    In order to improve the prediction accuracy of chaotic time series, a prediction method based on wavelet transform and multiple models fusion is proposed. The chaotic time series is decomposed and reconstructed by wavelet transform, and approximate components and detail components are obtained. According to different characteristics of each component, least squares support vector machine (LSSVM) is used as predictive model for approximation components. At the same time, an improved free search algorithm is utilized for predictive model parameters optimization. Auto regressive integrated moving average model (ARIMA) is used as predictive model for detail components. The multiple prediction model predictive values are fusion by Gauss–Markov algorithm, the error variance of predicted results after fusion is less than the single model, the prediction accuracy is improved. The simulation results are compared through two typical chaotic time series include Lorenz time series and Mackey–Glass time series. The simulation results show that the prediction method in this paper has a better prediction.

  12. Wind Speed Prediction with Wavelet Time Series Based on Lorenz Disturbance

    Directory of Open Access Journals (Sweden)

    ZHANG, Y.

    2017-08-01

    Full Text Available Due to the sustainable and pollution-free characteristics, wind energy has been one of the fastest growing renewable energy sources. However, the intermittent and random fluctuation of wind speed presents many challenges for reliable wind power integration and normal operation of wind farm. Accurate wind speed prediction is the key to ensure the safe operation of power system and to develop wind energy resources. Therefore, this paper has presented a wavelet time series wind speed prediction model based on Lorenz disturbance. Therefore, in this paper, combined with the atmospheric dynamical system, a wavelet-time series improved wind speed prediction model based on Lorenz disturbance is proposed and the wind turbines of different climate types in Spain and China are used to simulate the disturbances of Lorenz equations with different initial values. The prediction results show that the improved model can effectively correct the preliminary prediction of wind speed, improving the prediction. In a word, the research work in this paper will be helpful to arrange the electric power dispatching plan and ensure the normal operation of the wind farm.

  13. Regional Land Subsidence Analysis in Eastern Beijing Plain by InSAR Time Series and Wavelet Transforms

    Directory of Open Access Journals (Sweden)

    Mingliang Gao

    2018-02-01

    Full Text Available Land subsidence is the disaster phenomenon of environmental geology with regionally surface altitude lowering caused by the natural or man-made factors. Beijing, the capital city of China, has suffered from land subsidence since the 1950s, and extreme groundwater extraction has led to subsidence rates of more than 100 mm/year. In this study, we employ two SAR datasets acquired by Envisat and TerraSAR-X satellites to investigate the surface deformation in Beijing Plain from 2003 to 2013 based on the multi-temporal InSAR technique. Furthermore, we also use observation wells to provide in situ hydraulic head levels to perform the evolution of land subsidence and spatial-temporal changes of groundwater level. Then, we analyze the accumulated displacement and hydraulic head level time series using continuous wavelet transform to separate periodic signal components. Finally, cross wavelet transform (XWT and wavelet transform coherence (WTC are implemented to analyze the relationship between the accumulated displacement and hydraulic head level time series. The results show that the subsidence centers in the northern Beijing Plain is spatially consistent with the groundwater drop funnels. According to the analysis of well based results located in different areas, the long-term groundwater exploitation in the northern subsidence area has led to the continuous decline of the water level, resulting in the inelastic and permanent compaction, while for the monitoring wells located outside the subsidence area, the subsidence time series show obvious elastic deformation characteristics (seasonal characteristics as the groundwater level changes. Moreover, according to the wavelet transformation, the land subsidence time series at monitoring well site lags several months behind the groundwater level change.

  14. Univariate Time Series Prediction of Solar Power Using a Hybrid Wavelet-ARMA-NARX Prediction Method

    Energy Technology Data Exchange (ETDEWEB)

    Nazaripouya, Hamidreza; Wang, Yubo; Chu, Chi-Cheng; Pota, Hemanshu; Gadh, Rajit

    2016-05-02

    This paper proposes a new hybrid method for super short-term solar power prediction. Solar output power usually has a complex, nonstationary, and nonlinear characteristic due to intermittent and time varying behavior of solar radiance. In addition, solar power dynamics is fast and is inertia less. An accurate super short-time prediction is required to compensate for the fluctuations and reduce the impact of solar power penetration on the power system. The objective is to predict one step-ahead solar power generation based only on historical solar power time series data. The proposed method incorporates discrete wavelet transform (DWT), Auto-Regressive Moving Average (ARMA) models, and Recurrent Neural Networks (RNN), while the RNN architecture is based on Nonlinear Auto-Regressive models with eXogenous inputs (NARX). The wavelet transform is utilized to decompose the solar power time series into a set of richer-behaved forming series for prediction. ARMA model is employed as a linear predictor while NARX is used as a nonlinear pattern recognition tool to estimate and compensate the error of wavelet-ARMA prediction. The proposed method is applied to the data captured from UCLA solar PV panels and the results are compared with some of the common and most recent solar power prediction methods. The results validate the effectiveness of the proposed approach and show a considerable improvement in the prediction precision.

  15. ON THE FOURIER AND WAVELET ANALYSIS OF CORONAL TIME SERIES

    International Nuclear Information System (INIS)

    Auchère, F.; Froment, C.; Bocchialini, K.; Buchlin, E.; Solomon, J.

    2016-01-01

    Using Fourier and wavelet analysis, we critically re-assess the significance of our detection of periodic pulsations in coronal loops. We show that the proper identification of the frequency dependence and statistical properties of the different components of the power spectra provides a strong argument against the common practice of data detrending, which tends to produce spurious detections around the cut-off frequency of the filter. In addition, the white and red noise models built into the widely used wavelet code of Torrence and Compo cannot, in most cases, adequately represent the power spectra of coronal time series, thus also possibly causing false positives. Both effects suggest that several reports of periodic phenomena should be re-examined. The Torrence and Compo code nonetheless effectively computes rigorous confidence levels if provided with pertinent models of mean power spectra, and we describe the appropriate manner in which to call its core routines. We recall the meaning of the default confidence levels output from the code, and we propose new Monte-Carlo-derived levels that take into account the total number of degrees of freedom in the wavelet spectra. These improvements allow us to confirm that the power peaks that we detected have a very low probability of being caused by noise.

  16. ON THE FOURIER AND WAVELET ANALYSIS OF CORONAL TIME SERIES

    Energy Technology Data Exchange (ETDEWEB)

    Auchère, F.; Froment, C.; Bocchialini, K.; Buchlin, E.; Solomon, J., E-mail: frederic.auchere@ias.u-psud.fr [Institut d’Astrophysique Spatiale, CNRS, Univ. Paris-Sud, Université Paris-Saclay, Bât. 121, F-91405 Orsay (France)

    2016-07-10

    Using Fourier and wavelet analysis, we critically re-assess the significance of our detection of periodic pulsations in coronal loops. We show that the proper identification of the frequency dependence and statistical properties of the different components of the power spectra provides a strong argument against the common practice of data detrending, which tends to produce spurious detections around the cut-off frequency of the filter. In addition, the white and red noise models built into the widely used wavelet code of Torrence and Compo cannot, in most cases, adequately represent the power spectra of coronal time series, thus also possibly causing false positives. Both effects suggest that several reports of periodic phenomena should be re-examined. The Torrence and Compo code nonetheless effectively computes rigorous confidence levels if provided with pertinent models of mean power spectra, and we describe the appropriate manner in which to call its core routines. We recall the meaning of the default confidence levels output from the code, and we propose new Monte-Carlo-derived levels that take into account the total number of degrees of freedom in the wavelet spectra. These improvements allow us to confirm that the power peaks that we detected have a very low probability of being caused by noise.

  17. Hybrid Wavelet De-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series

    Science.gov (United States)

    WANG, D.; Wang, Y.; Zeng, X.

    2017-12-01

    Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, Wavelet De-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series.

  18. A wavelet method for modeling and despiking motion artifacts from resting-state fMRI time series

    Science.gov (United States)

    Patel, Ameera X.; Kundu, Prantik; Rubinov, Mikail; Jones, P. Simon; Vértes, Petra E.; Ersche, Karen D.; Suckling, John; Bullmore, Edward T.

    2014-01-01

    The impact of in-scanner head movement on functional magnetic resonance imaging (fMRI) signals has long been established as undesirable. These effects have been traditionally corrected by methods such as linear regression of head movement parameters. However, a number of recent independent studies have demonstrated that these techniques are insufficient to remove motion confounds, and that even small movements can spuriously bias estimates of functional connectivity. Here we propose a new data-driven, spatially-adaptive, wavelet-based method for identifying, modeling, and removing non-stationary events in fMRI time series, caused by head movement, without the need for data scrubbing. This method involves the addition of just one extra step, the Wavelet Despike, in standard pre-processing pipelines. With this method, we demonstrate robust removal of a range of different motion artifacts and motion-related biases including distance-dependent connectivity artifacts, at a group and single-subject level, using a range of previously published and new diagnostic measures. The Wavelet Despike is able to accommodate the substantial spatial and temporal heterogeneity of motion artifacts and can consequently remove a range of high and low frequency artifacts from fMRI time series, that may be linearly or non-linearly related to physical movements. Our methods are demonstrated by the analysis of three cohorts of resting-state fMRI data, including two high-motion datasets: a previously published dataset on children (N = 22) and a new dataset on adults with stimulant drug dependence (N = 40). We conclude that there is a real risk of motion-related bias in connectivity analysis of fMRI data, but that this risk is generally manageable, by effective time series denoising strategies designed to attenuate synchronized signal transients induced by abrupt head movements. The Wavelet Despiking software described in this article is freely available for download at www

  19. A wavelet method for modeling and despiking motion artifacts from resting-state fMRI time series.

    Science.gov (United States)

    Patel, Ameera X; Kundu, Prantik; Rubinov, Mikail; Jones, P Simon; Vértes, Petra E; Ersche, Karen D; Suckling, John; Bullmore, Edward T

    2014-07-15

    The impact of in-scanner head movement on functional magnetic resonance imaging (fMRI) signals has long been established as undesirable. These effects have been traditionally corrected by methods such as linear regression of head movement parameters. However, a number of recent independent studies have demonstrated that these techniques are insufficient to remove motion confounds, and that even small movements can spuriously bias estimates of functional connectivity. Here we propose a new data-driven, spatially-adaptive, wavelet-based method for identifying, modeling, and removing non-stationary events in fMRI time series, caused by head movement, without the need for data scrubbing. This method involves the addition of just one extra step, the Wavelet Despike, in standard pre-processing pipelines. With this method, we demonstrate robust removal of a range of different motion artifacts and motion-related biases including distance-dependent connectivity artifacts, at a group and single-subject level, using a range of previously published and new diagnostic measures. The Wavelet Despike is able to accommodate the substantial spatial and temporal heterogeneity of motion artifacts and can consequently remove a range of high and low frequency artifacts from fMRI time series, that may be linearly or non-linearly related to physical movements. Our methods are demonstrated by the analysis of three cohorts of resting-state fMRI data, including two high-motion datasets: a previously published dataset on children (N=22) and a new dataset on adults with stimulant drug dependence (N=40). We conclude that there is a real risk of motion-related bias in connectivity analysis of fMRI data, but that this risk is generally manageable, by effective time series denoising strategies designed to attenuate synchronized signal transients induced by abrupt head movements. The Wavelet Despiking software described in this article is freely available for download at www

  20. A hybrid wavelet de-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series.

    Science.gov (United States)

    Wang, Dong; Borthwick, Alistair G; He, Handan; Wang, Yuankun; Zhu, Jieyu; Lu, Yuan; Xu, Pengcheng; Zeng, Xiankui; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Liu, Jiufu; Zou, Ying; He, Ruimin

    2018-01-01

    Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, wavelet de-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. Compared to three other generic methods, the results generated by WD-REPA model presented invariably smaller error measures which means the forecasting capability of the WD-REPA model is better than other models. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series. Copyright © 2017 Elsevier Inc. All rights reserved.

  1. Time-localized wavelet multiple regression and correlation

    Science.gov (United States)

    Fernández-Macho, Javier

    2018-02-01

    This paper extends wavelet methodology to handle comovement dynamics of multivariate time series via moving weighted regression on wavelet coefficients. The concept of wavelet local multiple correlation is used to produce one single set of multiscale correlations along time, in contrast with the large number of wavelet correlation maps that need to be compared when using standard pairwise wavelet correlations with rolling windows. Also, the spectral properties of weight functions are investigated and it is argued that some common time windows, such as the usual rectangular rolling window, are not satisfactory on these grounds. The method is illustrated with a multiscale analysis of the comovements of Eurozone stock markets during this century. It is shown how the evolution of the correlation structure in these markets has been far from homogeneous both along time and across timescales featuring an acute divide across timescales at about the quarterly scale. At longer scales, evidence from the long-term correlation structure can be interpreted as stable perfect integration among Euro stock markets. On the other hand, at intramonth and intraweek scales, the short-term correlation structure has been clearly evolving along time, experiencing a sharp increase during financial crises which may be interpreted as evidence of financial 'contagion'.

  2. Investigation and experimental data de-noising of Damavand tokamak by using fourier series expansion and wavelet code

    International Nuclear Information System (INIS)

    Sadeghi, Y.

    2006-01-01

    Computer Programs are important tools in physics. Analysis of the experimental data and the control of complex handle physical phenomenon and the solution of numerical problem in physics help scientist to the behavior and simulate the process. In this paper, calculation of several Fourier series gives us a visual and analytic impression of data analyses from Fourier series. One of important aspect in data analyses is to find optimum method for de-noising. Wavelets are mathematical functions that cut up data into different frequency components, and then study each component with a resolution corresponding to its scale. They have advantages over usual traditional methods in analyzing physical situations where the signal contains discontinuities and sharp spikes. Transformed data by wavelets in frequency space has time information and can clearly show the exact location in time of the discontinuity. This aspect makes wavelets an excellent tool in the field of data analysis. In this paper, we show how Fourier series and wavelets can analyses data in Damavand tokamak. ?

  3. Wavelet analysis as a tool to characteriseand remove environmental noisefrom self-potential time series

    OpenAIRE

    Chianese, D.; Colangelo, G.; D'Emilio, M.; Lanfredi, M.; Lapenna, V.; Ragosta, M.; Macchiato, M. F.

    2004-01-01

    Multiresolution wavelet analysis of self-potential signals and rainfall levels is performed for extracting fluctuations in electrical signals, which might be addressed to meteorological variability. In the time-scale domain of the wavelet transform, rain data are used as markers to single out those wavelet coefficients of the electric signal which can be considered relevant to the environmental disturbance. Then these coefficients are filtered out and the signal is recovered by anti...

  4. Multiresolution analysis of Bursa Malaysia KLCI time series

    Science.gov (United States)

    Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed

    2017-05-01

    In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.

  5. A Study of Wavelet Analysis and Data Extraction from Second-Order Self-Similar Time Series

    Directory of Open Access Journals (Sweden)

    Leopoldo Estrada Vargas

    2013-01-01

    Full Text Available Statistical analysis and synthesis of self-similar discrete time signals are presented. The analysis equation is formally defined through a special family of basis functions of which the simplest case matches the Haar wavelet. The original discrete time series is synthesized without loss by a linear combination of the basis functions after some scaling, displacement, and phase shift. The decomposition is then used to synthesize a new second-order self-similar signal with a different Hurst index than the original. The components are also used to describe the behavior of the estimated mean and variance of self-similar discrete time series. It is shown that the sample mean, although it is unbiased, provides less information about the process mean as its Hurst index is higher. It is also demonstrated that the classical variance estimator is biased and that the widely accepted aggregated variance-based estimator of the Hurst index results biased not due to its nature (which is being unbiased and has minimal variance but to flaws in its implementation. Using the proposed decomposition, the correct estimation of the Variance Plot is described, as well as its close association with the popular Logscale Diagram.

  6. Wavelet analysis as a tool to characteriseand remove environmental noisefrom self-potential time series

    Directory of Open Access Journals (Sweden)

    M. Ragosta

    2004-06-01

    Full Text Available Multiresolution wavelet analysis of self-potential signals and rainfall levels is performed for extracting fluctuations in electrical signals, which might be addressed to meteorological variability. In the time-scale domain of the wavelet transform, rain data are used as markers to single out those wavelet coefficients of the electric signal which can be considered relevant to the environmental disturbance. Then these coefficients are filtered out and the signal is recovered by anti-transforming the retained coefficients. Such methodological approach might be applied to characterise unwanted environmental noise. It also can be considered as a practical technique to remove noise that can hamper the correct assessment and use of electrical techniques for the monitoring of geophysical phenomena.

  7. Certain problems concerning wavelets and wavelets packets

    Energy Technology Data Exchange (ETDEWEB)

    Siddiqi, A H

    1995-09-01

    Wavelets is the outcome of the synthesis of ideas that have emerged in different branches of science and technology, mainly in the last decade. The concept of wavelet packets, which are superpositions of wavelets, has been introduced a couple of years ago. They form bases which retain many properties of wavelets like orthogonality, smoothness and localization. The Walsh orthornomal system is a special case of wavelet packet. The wavelet packets provide at our disposal a library of orthonormal bases, each of which can be used to analyze a given signal of finite energy. The optimal choice is decided by the entropy criterion. In the present paper we discuss results concerning convergence, coefficients, and approximation of wavelet packets series in general and wavelets series in particular. Wavelet packet techniques for solutions of differential equations are also mentioned. (author). 117 refs.

  8. Certain problems concerning wavelets and wavelets packets

    International Nuclear Information System (INIS)

    Siddiqi, A.H.

    1995-09-01

    Wavelets is the outcome of the synthesis of ideas that have emerged in different branches of science and technology, mainly in the last decade. The concept of wavelet packets, which are superpositions of wavelets, has been introduced a couple of years ago. They form bases which retain many properties of wavelets like orthogonality, smoothness and localization. The Walsh orthornomal system is a special case of wavelet packet. The wavelet packets provide at our disposal a library of orthonormal bases, each of which can be used to analyze a given signal of finite energy. The optimal choice is decided by the entropy criterion. In the present paper we discuss results concerning convergence, coefficients, and approximation of wavelet packets series in general and wavelets series in particular. Wavelet packet techniques for solutions of differential equations are also mentioned. (author). 117 refs

  9. Wavelet Denoising of Radio Observations of Rotating Radio Transients (RRATs): Improved Timing Parameters for Eight RRATs

    Science.gov (United States)

    Jiang, M.; Cui, B.-Y.; Schmid, N. A.; McLaughlin, M. A.; Cao, Z.-C.

    2017-09-01

    Rotating radio transients (RRATs) are sporadically emitting pulsars detectable only through searches for single pulses. While over 100 RRATs have been detected, only a small fraction (roughly 20%) have phase-connected timing solutions, which are critical for determining how they relate to other neutron star populations. Detecting more pulses in order to achieve solutions is key to understanding their physical nature. Astronomical signals collected by radio telescopes contain noise from many sources, making the detection of weak pulses difficult. Applying a denoising method to raw time series prior to performing a single-pulse search typically leads to a more accurate estimation of their times of arrival (TOAs). Taking into account some features of RRAT pulses and noise, we present a denoising method based on wavelet data analysis, an image-processing technique. Assuming that the spin period of an RRAT is known, we estimate the frequency spectrum components contributing to the composition of RRAT pulses. This allows us to suppress the noise, which contributes to other frequencies. We apply the wavelet denoising method including selective wavelet reconstruction and wavelet shrinkage to the de-dispersed time series of eight RRATs with existing timing solutions. The signal-to-noise ratio (S/N) of most pulses are improved after wavelet denoising. Compared to the conventional approach, we measure 12%–69% more TOAs for the eight RRATs. The new timing solutions for the eight RRATs show 16%–90% smaller estimation error of most parameters. Thus, we conclude that wavelet analysis is an effective tool for denoising RRATs signal.

  10. Wavelet Denoising of Radio Observations of Rotating Radio Transients (RRATs): Improved Timing Parameters for Eight RRATs

    Energy Technology Data Exchange (ETDEWEB)

    Jiang, M.; Schmid, N. A.; Cao, Z.-C. [Lane Department of Computer Science and Electrical Engineering West Virginia University Morgantown, WV 26506 (United States); Cui, B.-Y.; McLaughlin, M. A. [Department of Physics and Astronomy West Virginia University Morgantown, WV 26506 (United States)

    2017-09-20

    Rotating radio transients (RRATs) are sporadically emitting pulsars detectable only through searches for single pulses. While over 100 RRATs have been detected, only a small fraction (roughly 20%) have phase-connected timing solutions, which are critical for determining how they relate to other neutron star populations. Detecting more pulses in order to achieve solutions is key to understanding their physical nature. Astronomical signals collected by radio telescopes contain noise from many sources, making the detection of weak pulses difficult. Applying a denoising method to raw time series prior to performing a single-pulse search typically leads to a more accurate estimation of their times of arrival (TOAs). Taking into account some features of RRAT pulses and noise, we present a denoising method based on wavelet data analysis, an image-processing technique. Assuming that the spin period of an RRAT is known, we estimate the frequency spectrum components contributing to the composition of RRAT pulses. This allows us to suppress the noise, which contributes to other frequencies. We apply the wavelet denoising method including selective wavelet reconstruction and wavelet shrinkage to the de-dispersed time series of eight RRATs with existing timing solutions. The signal-to-noise ratio (S/N) of most pulses are improved after wavelet denoising. Compared to the conventional approach, we measure 12%–69% more TOAs for the eight RRATs. The new timing solutions for the eight RRATs show 16%–90% smaller estimation error of most parameters. Thus, we conclude that wavelet analysis is an effective tool for denoising RRATs signal.

  11. Joint Time-Frequency And Wavelet Analysis - An Introduction

    Directory of Open Access Journals (Sweden)

    Majkowski Andrzej

    2014-12-01

    Full Text Available A traditional frequency analysis is not appropriate for observation of properties of non-stationary signals. This stems from the fact that the time resolution is not defined in the Fourier spectrum. Thus, there is a need for methods implementing joint time-frequency analysis (t/f algorithms. Practical aspects of some representative methods of time-frequency analysis, including Short Time Fourier Transform, Gabor Transform, Wigner-Ville Transform and Cone-Shaped Transform are described in this paper. Unfortunately, there is no correlation between the width of the time-frequency window and its frequency content in the t/f analysis. This property is not valid in the case of a wavelet transform. A wavelet is a wave-like oscillation, which forms its own “wavelet window”. Compression of the wavelet narrows the window, and vice versa. Individual wavelet functions are well localized in time and simultaneously in scale (the equivalent of frequency. The wavelet analysis owes its effectiveness to the pyramid algorithm described by Mallat, which enables fast decomposition of a signal into wavelet components.

  12. Significance tests for the wavelet cross spectrum and wavelet linear coherence

    Directory of Open Access Journals (Sweden)

    Z. Ge

    2008-12-01

    Full Text Available This work attempts to develop significance tests for the wavelet cross spectrum and the wavelet linear coherence as a follow-up study on Ge (2007. Conventional approaches that are used by Torrence and Compo (1998 based on stationary background noise time series were used here in estimating the sampling distributions of the wavelet cross spectrum and the wavelet linear coherence. The sampling distributions are then used for establishing significance levels for these two wavelet-based quantities. In addition to these two wavelet quantities, properties of the phase angle of the wavelet cross spectrum of, or the phase difference between, two Gaussian white noise series are discussed. It is found that the tangent of the principal part of the phase angle approximately has a standard Cauchy distribution and the phase angle is uniformly distributed, which makes it impossible to establish significance levels for the phase angle. The simulated signals clearly show that, when there is no linear relation between the two analysed signals, the phase angle disperses into the entire range of [−π,π] with fairly high probabilities for values close to ±π to occur. Conversely, when linear relations are present, the phase angle of the wavelet cross spectrum settles around an associated value with considerably reduced fluctuations. When two signals are linearly coupled, their wavelet linear coherence will attain values close to one. The significance test of the wavelet linear coherence can therefore be used to complement the inspection of the phase angle of the wavelet cross spectrum. The developed significance tests are also applied to actual data sets, simultaneously recorded wind speed and wave elevation series measured from a NOAA buoy on Lake Michigan. Significance levels of the wavelet cross spectrum and the wavelet linear coherence between the winds and the waves reasonably separated meaningful peaks from those generated by randomness in the data set. As

  13. Wavelet Correlation Coefficient of 'strongly correlated' financial time series

    OpenAIRE

    Razdan, Ashok

    2003-01-01

    In this paper we use wavelet concepts to show that correlation coefficient between two financial data's is not constant but varies with scale from high correlation value to strongly anti-correlation value This studies is important because correlation coefficient is used to quantify degree of independence between two variables. In econophysics correlation coefficient forms important input to evolve hierarchial tree and minimum spanning tree of financial data.

  14. Local wavelet correlation: applicationto timing analysis of multi-satellite CLUSTER data

    Directory of Open Access Journals (Sweden)

    J. Soucek

    2004-12-01

    Full Text Available Multi-spacecraft space observations, such as those of CLUSTER, can be used to infer information about local plasma structures by exploiting the timing differences between subsequent encounters of these structures by individual satellites. We introduce a novel wavelet-based technique, the Local Wavelet Correlation (LWC, which allows one to match the corresponding signatures of large-scale structures in the data from multiple spacecraft and determine the relative time shifts between the crossings. The LWC is especially suitable for analysis of strongly non-stationary time series, where it enables one to estimate the time lags in a more robust and systematic way than ordinary cross-correlation techniques. The technique, together with its properties and some examples of its application to timing analysis of bow shock and magnetopause crossing observed by CLUSTER, are presented. We also compare the performance and reliability of the technique with classical discontinuity analysis methods. Key words. Radio science (signal processing – Space plasma physics (discontinuities; instruments and techniques

  15. Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.

    Science.gov (United States)

    Jin, Junghwan; Kim, Jinsoo

    2015-01-01

    Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency.

  16. Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.

    Directory of Open Access Journals (Sweden)

    Junghwan Jin

    Full Text Available Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency.

  17. Hydrological model performance and parameter estimation in the wavelet-domain

    Directory of Open Access Journals (Sweden)

    B. Schaefli

    2009-10-01

    Full Text Available This paper proposes a method for rainfall-runoff model calibration and performance analysis in the wavelet-domain by fitting the estimated wavelet-power spectrum (a representation of the time-varying frequency content of a time series of a simulated discharge series to the one of the corresponding observed time series. As discussed in this paper, calibrating hydrological models so as to reproduce the time-varying frequency content of the observed signal can lead to different results than parameter estimation in the time-domain. Therefore, wavelet-domain parameter estimation has the potential to give new insights into model performance and to reveal model structural deficiencies. We apply the proposed method to synthetic case studies and a real-world discharge modeling case study and discuss how model diagnosis can benefit from an analysis in the wavelet-domain. The results show that for the real-world case study of precipitation – runoff modeling for a high alpine catchment, the calibrated discharge simulation captures the dynamics of the observed time series better than the results obtained through calibration in the time-domain. In addition, the wavelet-domain performance assessment of this case study highlights the frequencies that are not well reproduced by the model, which gives specific indications about how to improve the model structure.

  18. Wavelet-sparsity based regularization over time in the inverse problem of electrocardiography.

    Science.gov (United States)

    Cluitmans, Matthijs J M; Karel, Joël M H; Bonizzi, Pietro; Volders, Paul G A; Westra, Ronald L; Peeters, Ralf L M

    2013-01-01

    Noninvasive, detailed assessment of electrical cardiac activity at the level of the heart surface has the potential to revolutionize diagnostics and therapy of cardiac pathologies. Due to the requirement of noninvasiveness, body-surface potentials are measured and have to be projected back to the heart surface, yielding an ill-posed inverse problem. Ill-posedness ensures that there are non-unique solutions to this problem, resulting in a problem of choice. In the current paper, it is proposed to restrict this choice by requiring that the time series of reconstructed heart-surface potentials is sparse in the wavelet domain. A local search technique is introduced that pursues a sparse solution, using an orthogonal wavelet transform. Epicardial potentials reconstructed from this method are compared to those from existing methods, and validated with actual intracardiac recordings. The new technique improves the reconstructions in terms of smoothness and recovers physiologically meaningful details. Additionally, reconstruction of activation timing seems to be improved when pursuing sparsity of the reconstructed signals in the wavelet domain.

  19. Using wavelets to decompose the time frequency effects of monetary policy

    Science.gov (United States)

    Aguiar-Conraria, Luís; Azevedo, Nuno; Soares, Maria Joana

    2008-05-01

    Central banks have different objectives in the short and long run. Governments operate simultaneously at different timescales. Many economic processes are the result of the actions of several agents, who have different term objectives. Therefore, a macroeconomic time series is a combination of components operating on different frequencies. Several questions about economic time series are connected to the understanding of the behavior of key variables at different frequencies over time, but this type of information is difficult to uncover using pure time-domain or pure frequency-domain methods. To our knowledge, for the first time in an economic setup, we use cross-wavelet tools to show that the relation between monetary policy variables and macroeconomic variables has changed and evolved with time. These changes are not homogeneous across the different frequencies.

  20. Fractional Calculus and Shannon Wavelet

    Directory of Open Access Journals (Sweden)

    Carlo Cattani

    2012-01-01

    Full Text Available An explicit analytical formula for the any order fractional derivative of Shannon wavelet is given as wavelet series based on connection coefficients. So that for any 2(ℝ function, reconstructed by Shannon wavelets, we can easily define its fractional derivative. The approximation error is explicitly computed, and the wavelet series is compared with Grünwald fractional derivative by focusing on the many advantages of the wavelet method, in terms of rate of convergence.

  1. A Hybrid Model Based on Wavelet Decomposition-Reconstruction in Track Irregularity State Forecasting

    Directory of Open Access Journals (Sweden)

    Chaolong Jia

    2015-01-01

    Full Text Available Wavelet is able to adapt to the requirements of time-frequency signal analysis automatically and can focus on any details of the signal and then decompose the function into the representation of a series of simple basis functions. It is of theoretical and practical significance. Therefore, this paper does subdivision on track irregularity time series based on the idea of wavelet decomposition-reconstruction and tries to find the best fitting forecast model of detail signal and approximate signal obtained through track irregularity time series wavelet decomposition, respectively. On this ideology, piecewise gray-ARMA recursive based on wavelet decomposition and reconstruction (PG-ARMARWDR and piecewise ANN-ARMA recursive based on wavelet decomposition and reconstruction (PANN-ARMARWDR models are proposed. Comparison and analysis of two models have shown that both these models can achieve higher accuracy.

  2. Multiresolution wavelet-ANN model for significant wave height forecasting.

    Digital Repository Service at National Institute of Oceanography (India)

    Deka, P.C.; Mandal, S.; Prahlada, R.

    Hybrid wavelet artificial neural network (WLNN) has been applied in the present study to forecast significant wave heights (Hs). Here Discrete Wavelet Transformation is used to preprocess the time series data (Hs) prior to Artificial Neural Network...

  3. Wavelet regression model in forecasting crude oil price

    Science.gov (United States)

    Hamid, Mohd Helmie; Shabri, Ani

    2017-05-01

    This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

  4. Cross wavelet analysis: significance testing and pitfalls

    Directory of Open Access Journals (Sweden)

    D. Maraun

    2004-01-01

    Full Text Available In this paper, we present a detailed evaluation of cross wavelet analysis of bivariate time series. We develop a statistical test for zero wavelet coherency based on Monte Carlo simulations. If at least one of the two processes considered is Gaussian white noise, an approximative formula for the critical value can be utilized. In a second part, typical pitfalls of wavelet cross spectra and wavelet coherency are discussed. The wavelet cross spectrum appears to be not suitable for significance testing the interrelation between two processes. Instead, one should rather apply wavelet coherency. Furthermore we investigate problems due to multiple testing. Based on these results, we show that coherency between ENSO and NAO is an artefact for most of the time from 1900 to 1995. However, during a distinct period from around 1920 to 1940, significant coherency between the two phenomena occurs.

  5. Time-frequency analysis of phonocardiogram signals using wavelet transform: a comparative study.

    Science.gov (United States)

    Ergen, Burhan; Tatar, Yetkin; Gulcur, Halil Ozcan

    2012-01-01

    Analysis of phonocardiogram (PCG) signals provides a non-invasive means to determine the abnormalities caused by cardiovascular system pathology. In general, time-frequency representation (TFR) methods are used to study the PCG signal because it is one of the non-stationary bio-signals. The continuous wavelet transform (CWT) is especially suitable for the analysis of non-stationary signals and to obtain the TFR, due to its high resolution, both in time and in frequency and has recently become a favourite tool. It decomposes a signal in terms of elementary contributions called wavelets, which are shifted and dilated copies of a fixed mother wavelet function, and yields a joint TFR. Although the basic characteristics of the wavelets are similar, each type of the wavelets produces a different TFR. In this study, eight real types of the most known wavelets are examined on typical PCG signals indicating heart abnormalities in order to determine the best wavelet to obtain a reliable TFR. For this purpose, the wavelet energy and frequency spectrum estimations based on the CWT and the spectra of the chosen wavelets were compared with the energy distribution and the autoregressive frequency spectra in order to determine the most suitable wavelet. The results show that Morlet wavelet is the most reliable wavelet for the time-frequency analysis of PCG signals.

  6. Wavelet series approximation using wavelet function with compactly ...

    African Journals Online (AJOL)

    The Wavelets generated by Scaling Function with Compactly Support are useful in various applications especially for reconstruction of functions. Generally, the computational process will be faster if Scaling Function support descends, so computational errors are summarized from one level to another level. In this article, the ...

  7. A Quantitative Analysis of an EEG Epileptic Record Based on MultiresolutionWavelet Coefficients

    Directory of Open Access Journals (Sweden)

    Mariel Rosenblatt

    2014-11-01

    Full Text Available The characterization of the dynamics associated with electroencephalogram (EEG signal combining an orthogonal discrete wavelet transform analysis with quantifiers originated from information theory is reviewed. In addition, an extension of this methodology based on multiresolution quantities, called wavelet leaders, is presented. In particular, the temporal evolution of Shannon entropy and the statistical complexity evaluated with different sets of multiresolution wavelet coefficients are considered. Both methodologies are applied to the quantitative EEG time series analysis of a tonic-clonic epileptic seizure, and comparative results are presented. In particular, even when both methods describe the dynamical changes of the EEG time series, the one based on wavelet leaders presents a better time resolution.

  8. On-line condition monitoring of nuclear systems via symbolic time series analysis

    International Nuclear Information System (INIS)

    Rajagopalan, V.; Ray, A.; Garcia, H. E.

    2006-01-01

    This paper provides a symbolic time series analysis approach to fault diagnostics and condition monitoring. The proposed technique is built upon concepts from wavelet theory, symbolic dynamics and pattern recognition. Various aspects of the methodology such as wavelet selection, choice of alphabet and determination of depth of D-Markov Machine are explained in the paper. The technique is validated with experiments performed in a Machine Condition Monitoring (MCM) test bed at the Idaho National Laboratory. (authors)

  9. Short-term data forecasting based on wavelet transformation and chaos theory

    Science.gov (United States)

    Wang, Yi; Li, Cunbin; Zhang, Liang

    2017-09-01

    A sketch of wavelet transformation and its application was given. Concerning the characteristics of time sequence, Haar wavelet was used to do data reduction. After processing, the effect of “data nail” on forecasting was reduced. Chaos theory was also introduced, a new chaos time series forecasting flow based on wavelet transformation was proposed. The largest Lyapunov exponent was larger than zero from small data sets, it verified the data change behavior still met chaotic behavior. Based on this, chaos time series to forecast short-term change behavior could be used. At last, the example analysis of the price from a real electricity market showed that the forecasting method increased the precision of the forecasting more effectively and steadily.

  10. Study of Track Irregularity Time Series Calibration and Variation Pattern at Unit Section

    Directory of Open Access Journals (Sweden)

    Chaolong Jia

    2014-01-01

    Full Text Available Focusing on problems existing in track irregularity time series data quality, this paper first presents abnormal data identification, data offset correction algorithm, local outlier data identification, and noise cancellation algorithms. And then proposes track irregularity time series decomposition and reconstruction through the wavelet decomposition and reconstruction approach. Finally, the patterns and features of track irregularity standard deviation data sequence in unit sections are studied, and the changing trend of track irregularity time series is discovered and described.

  11. Alleviating Border Effects in Wavelet Transforms for Nonlinear Time-varying Signal Analysis

    Directory of Open Access Journals (Sweden)

    SU, H.

    2011-08-01

    Full Text Available Border effects are very common in many finite signals analysis and processing approaches using convolution operation. Alleviating the border effects that can occur in the processing of finite-length signals using wavelet transform is considered in this paper. Traditional methods for alleviating the border effects are suitable to compression or coding applications. We propose an algorithm based on Fourier series which is proved to be appropriate to the application of time-frequency analysis of nonlinear signals. Fourier series extension method preserves the time-varying characteristics of the signals. A modified signal duration expression for measuring the extent of border effects region is presented. The proposed algorithm is confirmed to be efficient to alleviate the border effects in comparison to the current methods through the numerical examples.

  12. Wavelets a tutorial in theory and applications

    CERN Document Server

    1992-01-01

    Wavelets: A Tutorial in Theory and Applications is the second volume in the new series WAVELET ANALYSIS AND ITS APPLICATIONS. As a companion to the first volume in this series, this volume covers several of the most important areas in wavelets, ranging from the development of the basic theory such as construction and analysis of wavelet bases to an introduction of some of the key applications, including Mallat's local wavelet maxima technique in second generation image coding. A fairly extensive bibliography is also included in this volume.Key Features* Covers several of the

  13. Wavelet-based tracking of bacteria in unreconstructed off-axis holograms.

    Science.gov (United States)

    Marin, Zach; Wallace, J Kent; Nadeau, Jay; Khalil, Andre

    2018-03-01

    We propose an automated wavelet-based method of tracking particles in unreconstructed off-axis holograms to provide rough estimates of the presence of motion and particle trajectories in digital holographic microscopy (DHM) time series. The wavelet transform modulus maxima segmentation method is adapted and tailored to extract Airy-like diffraction disks, which represent bacteria, from DHM time series. In this exploratory analysis, the method shows potential for estimating bacterial tracks in low-particle-density time series, based on a preliminary analysis of both living and dead Serratia marcescens, and for rapidly providing a single-bit answer to whether a sample chamber contains living or dead microbes or is empty. Copyright © 2017 Elsevier Inc. All rights reserved.

  14. Non-stationary dynamics in the bouncing ball: A wavelet perspective

    Energy Technology Data Exchange (ETDEWEB)

    Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in [Department of Physical Sciences, Indian Institute of Science Education and Research (IISER) Kolkata, Mohanpur 741246 (India); Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in [Plasma Physics Division, Saha Institute of Nuclear Physics (SINP), Sector 1, Block-AF, Bidhannagar, Kolkata 700064 (India)

    2014-12-01

    The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding to neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.

  15. Daily water level forecasting using wavelet decomposition and artificial intelligence techniques

    Science.gov (United States)

    Seo, Youngmin; Kim, Sungwon; Kisi, Ozgur; Singh, Vijay P.

    2015-01-01

    Reliable water level forecasting for reservoir inflow is essential for reservoir operation. The objective of this paper is to develop and apply two hybrid models for daily water level forecasting and investigate their accuracy. These two hybrid models are wavelet-based artificial neural network (WANN) and wavelet-based adaptive neuro-fuzzy inference system (WANFIS). Wavelet decomposition is employed to decompose an input time series into approximation and detail components. The decomposed time series are used as inputs to artificial neural networks (ANN) and adaptive neuro-fuzzy inference system (ANFIS) for WANN and WANFIS models, respectively. Based on statistical performance indexes, the WANN and WANFIS models are found to produce better efficiency than the ANN and ANFIS models. WANFIS7-sym10 yields the best performance among all other models. It is found that wavelet decomposition improves the accuracy of ANN and ANFIS. This study evaluates the accuracy of the WANN and WANFIS models for different mother wavelets, including Daubechies, Symmlet and Coiflet wavelets. It is found that the model performance is dependent on input sets and mother wavelets, and the wavelet decomposition using mother wavelet, db10, can further improve the efficiency of ANN and ANFIS models. Results obtained from this study indicate that the conjunction of wavelet decomposition and artificial intelligence models can be a useful tool for accurate forecasting daily water level and can yield better efficiency than the conventional forecasting models.

  16. Improved Real-time Denoising Method Based on Lifting Wavelet Transform

    Directory of Open Access Journals (Sweden)

    Liu Zhaohua

    2014-06-01

    Full Text Available Signal denoising can not only enhance the signal to noise ratio (SNR but also reduce the effect of noise. In order to satisfy the requirements of real-time signal denoising, an improved semisoft shrinkage real-time denoising method based on lifting wavelet transform was proposed. The moving data window technology realizes the real-time wavelet denoising, which employs wavelet transform based on lifting scheme to reduce computational complexity. Also hyperbolic threshold function and recursive threshold computing can ensure the dynamic characteristics of the system, in addition, it can improve the real-time calculating efficiency as well. The simulation results show that the semisoft shrinkage real-time denoising method has quite a good performance in comparison to the traditional methods, namely soft-thresholding and hard-thresholding. Therefore, this method can solve more practical engineering problems.

  17. Multiresolution forecasting for futures trading using wavelet decompositions.

    Science.gov (United States)

    Zhang, B L; Coggins, R; Jabri, M A; Dersch, D; Flower, B

    2001-01-01

    We investigate the effectiveness of a financial time-series forecasting strategy which exploits the multiresolution property of the wavelet transform. A financial series is decomposed into an over complete, shift invariant scale-related representation. In transform space, each individual wavelet series is modeled by a separate multilayer perceptron (MLP). We apply the Bayesian method of automatic relevance determination to choose short past windows (short-term history) for the inputs to the MLPs at lower scales and long past windows (long-term history) at higher scales. To form the overall forecast, the individual forecasts are then recombined by the linear reconstruction property of the inverse transform with the chosen autocorrelation shell representation, or by another perceptron which learns the weight of each scale in the prediction of the original time series. The forecast results are then passed to a money management system to generate trades.

  18. Separating different scales of motion in time series of meteorological variables

    International Nuclear Information System (INIS)

    Eskridge, R.E.; Rao, S.T.; Porter, P.S.

    1997-01-01

    In this study, four methods are evaluated for detecting and tracking changes in time series of climate variables. The PEST algorithm and the monthly anomaly technique are shown to have shortcomings, while the wavelet transform and Kolmogorov-Zurbenko (KZ) filter methods are shown to be capable of separating time scales with minimal errors. The behavior of the filters are examined by transfer functions. The KZ filter, anomaly technique, and PEST were also applied to temperature data to estimate long-term trends. The KZ filter provides estimates with about 10 times higher confidence than the other methods. Advantages of the KZ filter over the wavelet transform method are that it may be applied to datasets containing missing observations and is very easy to use. 10 refs., 8 figs., 1 tab

  19. New insights into soil temperature time series modeling: linear or nonlinear?

    Science.gov (United States)

    Bonakdari, Hossein; Moeeni, Hamid; Ebtehaj, Isa; Zeynoddin, Mohammad; Mahoammadian, Abdolmajid; Gharabaghi, Bahram

    2018-03-01

    ANFIS (respectively) were optimized with the particle swarm optimization (PSO) algorithm in conjunction with the wavelet transform and nonlinear methods (Wavelet-MLP & Wavelet-ANFIS). A comparison of the proposed methodology with individual and hybrid nonlinear models in predicting DST time series indicates the lowest Akaike Information Criterion (AIC) index value, which considers model simplicity and accuracy simultaneously at different depths and stations. The methodology presented in this study can thus serve as an excellent alternative to complex nonlinear methods that are normally employed to examine DST.

  20. Using Wavelets in Economics. An Application on the Analysis of Wage-Price Relation

    Directory of Open Access Journals (Sweden)

    Vasile-Aurel Caus

    2017-03-01

    Full Text Available In the last decades, more and more approaches of economic issues have used mathematical tools, and among the most recent ones, spectral and wavelet methods are to be distinguished. If in the case of spectral analysis the approaches and results are sufficiently clear, while the use of wavelet decomposition, especially in the analysis of time series, is not fully valorized. The purpose of this paper is to emphasize how these methods are useful for time series analysis. After theoretical considerations on Fourier transforms versus wavelet transforms, we have presented the methodology we have used and the results obtained by using wavelets in the analysis of wage-price relation, based on some empirical data. The data we have used is concerning the Romanian economy - the inflation and the average nominal wage denominated in US dollars, between January 1991 and May 2016, highlighting that the relation between nominal salary and prices can be revealed more accurately by use of wavelets.

  1. High-resolution time-frequency representation of EEG data using multi-scale wavelets

    Science.gov (United States)

    Li, Yang; Cui, Wei-Gang; Luo, Mei-Lin; Li, Ke; Wang, Lina

    2017-09-01

    An efficient time-varying autoregressive (TVAR) modelling scheme that expands the time-varying parameters onto the multi-scale wavelet basis functions is presented for modelling nonstationary signals and with applications to time-frequency analysis (TFA) of electroencephalogram (EEG) signals. In the new parametric modelling framework, the time-dependent parameters of the TVAR model are locally represented by using a novel multi-scale wavelet decomposition scheme, which can allow the capability to capture the smooth trends as well as track the abrupt changes of time-varying parameters simultaneously. A forward orthogonal least square (FOLS) algorithm aided by mutual information criteria are then applied for sparse model term selection and parameter estimation. Two simulation examples illustrate that the performance of the proposed multi-scale wavelet basis functions outperforms the only single-scale wavelet basis functions or Kalman filter algorithm for many nonstationary processes. Furthermore, an application of the proposed method to a real EEG signal demonstrates the new approach can provide highly time-dependent spectral resolution capability.

  2. Nonparametric trend estimation in the presence of fractal noise: application to fMRI time-series analysis.

    Science.gov (United States)

    Afshinpour, Babak; Hossein-Zadeh, Gholam-Ali; Soltanian-Zadeh, Hamid

    2008-06-30

    Unknown low frequency fluctuations called "trend" are observed in noisy time-series measured for different applications. In some disciplines, they carry primary information while in other fields such as functional magnetic resonance imaging (fMRI) they carry nuisance effects. In all cases, however, it is necessary to estimate them accurately. In this paper, a method for estimating trend in the presence of fractal noise is proposed and applied to fMRI time-series. To this end, a partly linear model (PLM) is fitted to each time-series. The parametric and nonparametric parts of PLM are considered as contributions of hemodynamic response and trend, respectively. Using the whitening property of wavelet transform, the unknown components of the model are estimated in the wavelet domain. The results of the proposed method are compared to those of other parametric trend-removal approaches such as spline and polynomial models. It is shown that the proposed method improves activation detection and decreases variance of the estimated parameters relative to the other methods.

  3. Day-ahead electricity price forecasting using wavelet transform combined with ARIMA and GARCH models

    International Nuclear Information System (INIS)

    Tan, Zhongfu; Zhang, Jinliang; Xu, Jun; Wang, Jianhui

    2010-01-01

    This paper proposes a novel price forecasting method based on wavelet transform combined with ARIMA and GARCH models. By wavelet transform, the historical price series is decomposed and reconstructed into one approximation series and some detail series. Then each subseries can be separately predicted by a suitable time series model. The final forecast is obtained by composing the forecasted results of each subseries. This proposed method is examined on Spanish and PJM electricity markets and compared with some other forecasting methods. (author)

  4. Time-frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis

    Science.gov (United States)

    Afshan, Sahar; Sharif, Arshian; Loganathan, Nanthakumar; Jammazi, Rania

    2018-04-01

    The current study investigates the relationship between stock prices and exchange rate by using wavelets approach and more focused the continuous, power spectrum, cross and coherence wavelet. The result of Bayer and Hanck (2013) and Gregory and Hansen (1996) confirm the presence of long-run association between stock price and exchange rate in Pakistan. The results of wavelet coherence reveal the dominance of SP during 2005-2006 and 2011-2012 in the period of 8-16 and 16-32 weeks cycle in approximately all the exchange rates against Pakistani rupees. For almost the entire studied period in long scale, the study evidences the strong coherence between both the series. The most interesting part of this coherence is the existence of bidirectional causality in the long timescale. The arrows in this long region are pointing both left up and left down. This suggests that during the time period, our variables are exhibiting out phase relationship with mutually leading and lagging the market. These results are in contrast with many earlier studies of Pakistan.

  5. The cross wavelet and wavelet coherence analysis of spatio-temporal rainfall-groundwater system in Pingtung plain, Taiwan

    Science.gov (United States)

    Lin, Yuan-Chien; Yu, Hwa-Lung

    2013-04-01

    The increasing frequency and intensity of extreme rainfall events has been observed recently in Taiwan. Particularly, Typhoon Morakot, Typhoon Fanapi, and Typhoon Megi consecutively brought record-breaking intensity and magnitude of rainfalls to different locations of Taiwan in these two years. However, records show the extreme rainfall events did not elevate the amount of annual rainfall accordingly. Conversely, the increasing frequency of droughts has also been occurring in Taiwan. The challenges have been confronted by governmental agencies and scientific communities to come up with effective adaptation strategies for natural disaster reduction and sustainable environment establishment. Groundwater has long been a reliable water source for a variety of domestic, agricultural, and industrial uses because of its stable quantity and quality. In Taiwan, groundwater accounts for the largest proportion of all water resources for about 40%. This study plans to identify and quantify the nonlinear relationship between precipitation and groundwater recharge, find the non-stationary time-frequency relations between the variations of rainfall and groundwater levels to understand the phase difference of time series. Groundwater level data and over-50-years hourly rainfall records obtained from 20 weather stations in Pingtung Plain, Taiwan has been collected. Extract the space-time pattern by EOF method, which is a decomposition of a signal or data set in terms of orthogonal basis functions determined from the data for both time series and spatial patterns, to identify the important spatial pattern of groundwater recharge and using cross wavelet and wavelet coherence method to identify the relationship between rainfall and groundwater levels. Results show that EOF method can specify the spatial-temporal patterns which represents certain geological characteristics and other mechanisms of groundwater, and the wavelet coherence method can identify general correlation between

  6. Generalized Wavelet Fisher’s Information of 1/fα Signals

    Directory of Open Access Journals (Sweden)

    Julio Ramírez-Pacheco

    2015-01-01

    Full Text Available This paper defines the generalized wavelet Fisher information of parameter q. This information measure is obtained by generalizing the time-domain definition of Fisher’s information of Furuichi to the wavelet domain and allows to quantify smoothness and correlation, among other signals characteristics. Closed-form expressions of generalized wavelet Fisher information for 1/fα signals are determined and a detailed discussion of their properties, characteristics and their relationship with wavelet q-Fisher information are given. Information planes of 1/f signals Fisher information are obtained and, based on these, potential applications are highlighted. Finally, generalized wavelet Fisher information is applied to the problem of detecting and locating weak structural breaks in stationary 1/f signals, particularly for fractional Gaussian noise series. It is shown that by using a joint Fisher/F-Statistic procedure, significant improvements in time and accuracy are achieved in comparison with the sole application of the F-statistic.

  7. RAINFALL ANALYSIS IN KLANG RIVER BASIN USING CONTINUOUS WAVELET TRANSFORM

    Directory of Open Access Journals (Sweden)

    Celso A. G. Santos

    2016-01-01

    Full Text Available The rainfall characteristics within Klang River basin is analyzed by the continuous wavelet transform using monthly rainfall data (1997–2009 from a raingauge and also using daily rainfall data (1998–2013 from the Tropical Rainfall Measuring Mission (TRMM. The wavelet power spectrum showed that some frequency components were presented within the rainfall time series, but the observed time series is short to provide accurate information, thus the daily TRMM rainfall data were used. In such analysis, two main frequency components, i.e., 6 and 12 months, showed to be present during the entire period of 16 years. Such semiannual and annual frequencies were confirmed by the global wavelet power spectra. Finally, the modulation in the 8–16-month and 256– 512-day bands were examined by an average of all scales between 8 and 16 months, and 256 and 512 days, respectively, giving a measure of the average monthly/daily variance versus time, where the periods with low or high variance could be identified.

  8. Visualization of synchronization of the uterine contraction signals: running cross-correlation and wavelet running cross-correlation methods.

    Science.gov (United States)

    Oczeretko, Edward; Swiatecka, Jolanta; Kitlas, Agnieszka; Laudanski, Tadeusz; Pierzynski, Piotr

    2006-01-01

    In physiological research, we often study multivariate data sets, containing two or more simultaneously recorded time series. The aim of this paper is to present the cross-correlation and the wavelet cross-correlation methods to assess synchronization between contractions in different topographic regions of the uterus. From a medical point of view, it is important to identify time delays between contractions, which may be of potential diagnostic significance in various pathologies. The cross-correlation was computed in a moving window with a width corresponding to approximately two or three contractions. As a result, the running cross-correlation function was obtained. The propagation% parameter assessed from this function allows quantitative description of synchronization in bivariate time series. In general, the uterine contraction signals are very complicated. Wavelet transforms provide insight into the structure of the time series at various frequencies (scales). To show the changes of the propagation% parameter along scales, a wavelet running cross-correlation was used. At first, the continuous wavelet transforms as the uterine contraction signals were received and afterwards, a running cross-correlation analysis was conducted for each pair of transformed time series. The findings show that running functions are very useful in the analysis of uterine contractions.

  9. Response of Autonomic Nervous System to Body Positions: Fourier and Wavelet Analysis

    OpenAIRE

    Xu, Aiguo; Gonnella, G.; Federici, A.; Stramaglia, S.; Simone, F.; Zenzola, A.; Santostasi, R.

    2003-01-01

    Two mathematical methods, the Fourier and wavelet transforms, were used to study the short term cardiovascular control system. Time series, picked from electrocardiogram and arterial blood pressure lasting 6 minutes, were analyzed in supine position (SUP), during the first (HD1), and the second parts (HD2) of $90^{\\circ}$ head down tilt and during recovery (REC). The wavelet transform was performed using the Haar function of period $T=2^j$ ($% j=1$,2,$... $,6) to obtain wavelet coefficients. ...

  10. Wavelet and adaptive methods for time dependent problems and applications in aerosol dynamics

    Science.gov (United States)

    Guo, Qiang

    Time dependent partial differential equations (PDEs) are widely used as mathematical models of environmental problems. Aerosols are now clearly identified as an important factor in many environmental aspects of climate and radiative forcing processes, as well as in the health effects of air quality. The mathematical models for the aerosol dynamics with respect to size distribution are nonlinear partial differential and integral equations, which describe processes of condensation, coagulation and deposition. Simulating the general aerosol dynamic equations on time, particle size and space exhibits serious difficulties because the size dimension ranges from a few nanometer to several micrometer while the spatial dimension is usually described with kilometers. Therefore, it is an important and challenging task to develop efficient techniques for solving time dependent dynamic equations. In this thesis, we develop and analyze efficient wavelet and adaptive methods for the time dependent dynamic equations on particle size and further apply them to the spatial aerosol dynamic systems. Wavelet Galerkin method is proposed to solve the aerosol dynamic equations on time and particle size due to the fact that aerosol distribution changes strongly along size direction and the wavelet technique can solve it very efficiently. Daubechies' wavelets are considered in the study due to the fact that they possess useful properties like orthogonality, compact support, exact representation of polynomials to a certain degree. Another problem encountered in the solution of the aerosol dynamic equations results from the hyperbolic form due to the condensation growth term. We propose a new characteristic-based fully adaptive multiresolution numerical scheme for solving the aerosol dynamic equation, which combines the attractive advantages of adaptive multiresolution technique and the characteristics method. On the aspect of theoretical analysis, the global existence and uniqueness of

  11. Intrusion Detection in NEAR System by Anti-denoising Traffic Data Series using Discrete Wavelet Transform

    Directory of Open Access Journals (Sweden)

    VANCEA, F.

    2014-11-01

    Full Text Available The paper presents two methods for detecting anomalies in data series derived from network traffic. Intrusion detection systems based on network traffic analysis are able to respond to incidents never seen before by detecting anomalies in data series extracted from the traffic. Some anomalies manifest themselves as pulses of various sizes and shapes, superimposed on series corresponding to normal traffic. In order to detect those impulses we propose two methods based on discrete wavelet transformation. Their effectiveness expressed in relative thresholds on pulse amplitude for no false negatives and no false positives is then evaluated against pulse duration and Hurst characteristic of original series. Different base functions are also evaluated for efficiency in the context of the proposed methods.

  12. Time-Frequency Distribution of Music based on Sparse Wavelet Packet Representations

    DEFF Research Database (Denmark)

    Endelt, Line Ørtoft

    We introduce a new method for generating time-frequency distributions, which is particularly useful for the analysis of music signals. The method presented here is based on $\\ell1$ sparse representations of music signals in a redundant wavelet packet dictionary. The representations are found using...... the minimization methods basis pursuit and best orthogonal basis. Visualizations of the time-frequency distribution are constructed based on a simplified energy distribution in the wavelet packet decomposition. The time-frequency distributions emphasizes structured musical content, including non-stationary content...

  13. Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition

    Directory of Open Access Journals (Sweden)

    Md. Rabiul Islam

    2012-01-01

    Full Text Available This paper presents a subband approach to financial time series prediction. Multivariate empirical mode decomposition (MEMD is employed here for multiband representation of multichannel financial time series together. Autoregressive moving average (ARMA model is used in prediction of individual subband of any time series data. Then all the predicted subband signals are summed up to obtain the overall prediction. The ARMA model works better for stationary signal. With multiband representation, each subband becomes a band-limited (narrow band signal and hence better prediction is achieved. The performance of the proposed MEMD-ARMA model is compared with classical EMD, discrete wavelet transform (DWT, and with full band ARMA model in terms of signal-to-noise ratio (SNR and mean square error (MSE between the original and predicted time series. The simulation results show that the MEMD-ARMA-based method performs better than the other methods.

  14. Applications of a fast, continuous wavelet transform

    Energy Technology Data Exchange (ETDEWEB)

    Dress, W.B.

    1997-02-01

    A fast, continuous, wavelet transform, based on Shannon`s sampling theorem in frequency space, has been developed for use with continuous mother wavelets and sampled data sets. The method differs from the usual discrete-wavelet approach and the continuous-wavelet transform in that, here, the wavelet is sampled in the frequency domain. Since Shannon`s sampling theorem lets us view the Fourier transform of the data set as a continuous function in frequency space, the continuous nature of the functions is kept up to the point of sampling the scale-translation lattice, so the scale-translation grid used to represent the wavelet transform is independent of the time- domain sampling of the signal under analysis. Computational cost and nonorthogonality aside, the inherent flexibility and shift invariance of the frequency-space wavelets has advantages. The method has been applied to forensic audio reconstruction speaker recognition/identification, and the detection of micromotions of heavy vehicles associated with ballistocardiac impulses originating from occupants` heart beats. Audio reconstruction is aided by selection of desired regions in the 2-D representation of the magnitude of the transformed signal. The inverse transform is applied to ridges and selected regions to reconstruct areas of interest, unencumbered by noise interference lying outside these regions. To separate micromotions imparted to a mass-spring system (e.g., a vehicle) by an occupants beating heart from gross mechanical motions due to wind and traffic vibrations, a continuous frequency-space wavelet, modeled on the frequency content of a canonical ballistocardiogram, was used to analyze time series taken from geophone measurements of vehicle micromotions. By using a family of mother wavelets, such as a set of Gaussian derivatives of various orders, features such as the glottal closing rate and word and phrase segmentation may be extracted from voice data.

  15. Using Hierarchical Time Series Clustering Algorithm and Wavelet Classifier for Biometric Voice Classification

    Directory of Open Access Journals (Sweden)

    Simon Fong

    2012-01-01

    Full Text Available Voice biometrics has a long history in biosecurity applications such as verification and identification based on characteristics of the human voice. The other application called voice classification which has its important role in grouping unlabelled voice samples, however, has not been widely studied in research. Lately voice classification is found useful in phone monitoring, classifying speakers’ gender, ethnicity and emotion states, and so forth. In this paper, a collection of computational algorithms are proposed to support voice classification; the algorithms are a combination of hierarchical clustering, dynamic time wrap transform, discrete wavelet transform, and decision tree. The proposed algorithms are relatively more transparent and interpretable than the existing ones, though many techniques such as Artificial Neural Networks, Support Vector Machine, and Hidden Markov Model (which inherently function like a black box have been applied for voice verification and voice identification. Two datasets, one that is generated synthetically and the other one empirically collected from past voice recognition experiment, are used to verify and demonstrate the effectiveness of our proposed voice classification algorithm.

  16. Joint Markov Blankets in Feature Sets Extracted from Wavelet Packet Decompositions

    Directory of Open Access Journals (Sweden)

    Gert Van Dijck

    2011-07-01

    Full Text Available Since two decades, wavelet packet decompositions have been shown effective as a generic approach to feature extraction from time series and images for the prediction of a target variable. Redundancies exist between the wavelet coefficients and between the energy features that are derived from the wavelet coefficients. We assess these redundancies in wavelet packet decompositions by means of the Markov blanket filtering theory. We introduce the concept of joint Markov blankets. It is shown that joint Markov blankets are a natural extension of Markov blankets, which are defined for single features, to a set of features. We show that these joint Markov blankets exist in feature sets consisting of the wavelet coefficients. Furthermore, we prove that wavelet energy features from the highest frequency resolution level form a joint Markov blanket for all other wavelet energy features. The joint Markov blanket theory indicates that one can expect an increase of classification accuracy with the increase of the frequency resolution level of the energy features.

  17. Wavelet-linear genetic programming: A new approach for modeling monthly streamflow

    Science.gov (United States)

    Ravansalar, Masoud; Rajaee, Taher; Kisi, Ozgur

    2017-06-01

    The streamflows are important and effective factors in stream ecosystems and its accurate prediction is an essential and important issue in water resources and environmental engineering systems. A hybrid wavelet-linear genetic programming (WLGP) model, which includes a discrete wavelet transform (DWT) and a linear genetic programming (LGP) to predict the monthly streamflow (Q) in two gauging stations, Pataveh and Shahmokhtar, on the Beshar River at the Yasuj, Iran were used in this study. In the proposed WLGP model, the wavelet analysis was linked to the LGP model where the original time series of streamflow were decomposed into the sub-time series comprising wavelet coefficients. The results were compared with the single LGP, artificial neural network (ANN), a hybrid wavelet-ANN (WANN) and Multi Linear Regression (MLR) models. The comparisons were done by some of the commonly utilized relevant physical statistics. The Nash coefficients (E) were found as 0.877 and 0.817 for the WLGP model, for the Pataveh and Shahmokhtar stations, respectively. The comparison of the results showed that the WLGP model could significantly increase the streamflow prediction accuracy in both stations. Since, the results demonstrate a closer approximation of the peak streamflow values by the WLGP model, this model could be utilized for the simulation of cumulative streamflow data prediction in one month ahead.

  18. On-off intermittency in time series of spontaneous paroxysmal activity in rats with genetic absence epilepsy

    International Nuclear Information System (INIS)

    Hramov, Alexander; Koronovskii, Alexey A.; Midzyanovskaya, I.S.; Sitnikova, E.; Rijn, C.M. van

    2006-01-01

    In the present paper we consider the on-off intermittency phenomena observed in time series of spontaneous paroxysmal activity in rats with genetic absence epilepsy. The method to register and analyze the electroencephalogram with the help of continuous wavelet transform is also suggested

  19. Data-driven haemodynamic response function extraction using Fourier-wavelet regularised deconvolution

    Directory of Open Access Journals (Sweden)

    Roerdink Jos BTM

    2008-04-01

    Full Text Available Abstract Background We present a simple, data-driven method to extract haemodynamic response functions (HRF from functional magnetic resonance imaging (fMRI time series, based on the Fourier-wavelet regularised deconvolution (ForWaRD technique. HRF data are required for many fMRI applications, such as defining region-specific HRFs, effciently representing a general HRF, or comparing subject-specific HRFs. Results ForWaRD is applied to fMRI time signals, after removing low-frequency trends by a wavelet-based method, and the output of ForWaRD is a time series of volumes, containing the HRF in each voxel. Compared to more complex methods, this extraction algorithm requires few assumptions (separability of signal and noise in the frequency and wavelet domains and the general linear model and it is fast (HRF extraction from a single fMRI data set takes about the same time as spatial resampling. The extraction method is tested on simulated event-related activation signals, contaminated with noise from a time series of real MRI images. An application for HRF data is demonstrated in a simple event-related experiment: data are extracted from a region with significant effects of interest in a first time series. A continuous-time HRF is obtained by fitting a nonlinear function to the discrete HRF coeffcients, and is then used to analyse a later time series. Conclusion With the parameters used in this paper, the extraction method presented here is very robust to changes in signal properties. Comparison of analyses with fitted HRFs and with a canonical HRF shows that a subject-specific, regional HRF significantly improves detection power. Sensitivity and specificity increase not only in the region from which the HRFs are extracted, but also in other regions of interest.

  20. Wavelets for Sparse Representation of Music

    DEFF Research Database (Denmark)

    Endelt, Line Ørtoft; Harbo, Anders La-Cour

    2004-01-01

    We are interested in obtaining a sparse representation of music signals by means of a discrete wavelet transform (DWT). That means we want the energy in the representation to be concentrated in few DWT coefficients. It is well-known that the decay of the DWT coefficients is strongly related...... to the number of vanishing moments of the mother wavelet, and to the smoothness of the signal. In this paper we present the result of applying two classical families of wavelets to a series of musical signals. The purpose is to determine a general relation between the number of vanishing moments of the wavelet...

  1. Wavelet Statistical Analysis of Low-Latitude Geomagnetic Measurements

    Science.gov (United States)

    Papa, A. R.; Akel, A. F.

    2009-05-01

    Following previous works by our group (Papa et al., JASTP, 2006), where we analyzed a series of records acquired at the Vassouras National Geomagnetic Observatory in Brazil for the month of October 2000, we introduced a wavelet analysis for the same type of data and for other periods. It is well known that wavelets allow a more detailed study in several senses: the time window for analysis can be drastically reduced if compared to other traditional methods (Fourier, for example) and at the same time allow an almost continuous accompaniment of both amplitude and frequency of signals as time goes by. This advantage brings some possibilities for potentially useful forecasting methods of the type also advanced by our group in previous works (see for example, Papa and Sosman, JASTP, 2008). However, the simultaneous statistical analysis of both time series (in our case amplitude and frequency) is a challenging matter and is in this sense that we have found what we consider our main goal. Some possible trends for future works are advanced.

  2. Daily Crude Oil Price Forecasting Using Hybridizing Wavelet and Artificial Neural Network Model

    Directory of Open Access Journals (Sweden)

    Ani Shabri

    2014-01-01

    Full Text Available A new method based on integrating discrete wavelet transform and artificial neural networks (WANN model for daily crude oil price forecasting is proposed. The discrete Mallat wavelet transform is used to decompose the crude price series into one approximation series and some details series (DS. The new series obtained by adding the effective one approximation series and DS component is then used as input into the ANN model to forecast crude oil price. The relative performance of WANN model was compared to regular ANN model for crude oil forecasting at lead times of 1 day for two main crude oil price series, West Texas Intermediate (WTI and Brent crude oil spot prices. In both cases, WANN model was found to provide more accurate crude oil prices forecasts than individual ANN model.

  3. Wavelet time-frequency analysis of accelerating and decelerating flows in a tube bank

    International Nuclear Information System (INIS)

    Indrusiak, M.L.S.; Goulart, J.V.; Olinto, C.R.; Moeller, S.V.

    2005-01-01

    In the present work, the steady approximation for accelerating and decelerating flows through tube banks is discussed. With this purpose, the experimental study of velocity and pressure fluctuations of transient turbulent cross-flow in a tube bank with square arrangement and a pitch-to-diameter ratio of 1.26 is performed. The Reynolds number at steady-state flow, computed with the tube diameter and the flow velocity in the narrow gap between the tubes, is 8 x 10 4 . Air is the working fluid. The accelerating and decelerating transients are obtained by means of start and stop of the centrifugal blower. Wavelet and wavelet packet multiresolution analysis were applied to decompose the signal in frequency intervals, using Daubechies 20 wavelet and scale functions, thus allowing the analysis of phenomena in a time-frequency domain. The continuous wavelet transform was also applied, using the Morlet function. The signals in the steady state, which presented a bistable behavior, were separated in two modes and analyzed with usual statistic tools. The results were compared with the steady-state assumption, demonstrating the ability of wavelets for analyzing time varying signals

  4. Wavelet basics

    CERN Document Server

    Chan, Y T

    1995-01-01

    Since the study of wavelets is a relatively new area, much of the research coming from mathematicians, most of the literature uses terminology, concepts and proofs that may, at times, be difficult and intimidating for the engineer. Wavelet Basics has therefore been written as an introductory book for scientists and engineers. The mathematical presentation has been kept simple, the concepts being presented in elaborate detail in a terminology that engineers will find familiar. Difficult ideas are illustrated with examples which will also aid in the development of an intuitive insight. Chapter 1 reviews the basics of signal transformation and discusses the concepts of duals and frames. Chapter 2 introduces the wavelet transform, contrasts it with the short-time Fourier transform and clarifies the names of the different types of wavelet transforms. Chapter 3 links multiresolution analysis, orthonormal wavelets and the design of digital filters. Chapter 4 gives a tour d'horizon of topics of current interest: wave...

  5. Investment horizon heterogeneity and wavelet: Overview and further research directions

    Science.gov (United States)

    Chakrabarty, Anindya; De, Anupam; Gunasekaran, Angappa; Dubey, Rameshwar

    2015-07-01

    Wavelet based multi-scale analysis of financial time series has attracted much attention, lately, from both the academia and practitioners from all around the world. The unceasing metamorphosis of the discipline of finance from its humble beginning as applied economics to the more sophisticated depiction as applied physics and applied psychology has revolutionized the way we perceive the market and its complexities. One such complexity is the presence of heterogeneous horizon agents in the market. In this context, we have performed a generous review of different aspects of horizon heterogeneity that has been successfully elucidated through the synergy between wavelet theory and finance. The evolution of wavelet has been succinctly delineated to bestow necessary information to the readers who are new to this field. The migration of wavelet into finance and its subsequent branching into different sub-divisions have been sketched. The pertinent literature on the impact of horizon heterogeneity on risk, asset pricing and inter-dependencies of the financial time series are explored. The significant contributions are collated and classified in accordance to their purpose and approach so that potential researcher and practitioners, interested in this subject, can be benefited. Future research possibilities in the direction of "agency cost mitigation" and "synergy between econophysics and behavioral finance in stock market forecasting" are also suggested in the paper.

  6. Real-time modeling of primitive environments through wavelet sensors and Hebbian learning

    Science.gov (United States)

    Vaccaro, James M.; Yaworsky, Paul S.

    1999-06-01

    Modeling the world through sensory input necessarily provides a unique perspective for the observer. Given a limited perspective, objects and events cannot always be encoded precisely but must involve crude, quick approximations to deal with sensory information in a real- time manner. As an example, when avoiding an oncoming car, a pedestrian needs to identify the fact that a car is approaching before ascertaining the model or color of the vehicle. In our methodology, we use wavelet-based sensors with self-organized learning to encode basic sensory information in real-time. The wavelet-based sensors provide necessary transformations while a rank-based Hebbian learning scheme encodes a self-organized environment through translation, scale and orientation invariant sensors. Such a self-organized environment is made possible by combining wavelet sets which are orthonormal, log-scale with linear orientation and have automatically generated membership functions. In earlier work we used Gabor wavelet filters, rank-based Hebbian learning and an exponential modulation function to encode textural information from images. Many different types of modulation are possible, but based on biological findings the exponential modulation function provided a good approximation of first spike coding of `integrate and fire' neurons. These types of Hebbian encoding schemes (e.g., exponential modulation, etc.) are useful for quick response and learning, provide several advantages over contemporary neural network learning approaches, and have been found to quantize data nonlinearly. By combining wavelets with Hebbian learning we can provide a real-time front-end for modeling an intelligent process, such as the autonomous control of agents in a simulated environment.

  7. Wavelet analysis of MR functional data from the cerebellum

    Energy Technology Data Exchange (ETDEWEB)

    Karen, Romero Sánchez, E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; Vásquez Reyes Marcos, A., E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; González Gómez Dulce, I., E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; Hernández López, Javier M., E-mail: javierh@fcfm.buap.mx [Faculty of Physics and Mathematics, BUAP, Puebla, Pue (Mexico); Silvia, Hidalgo Tobón, E-mail: shidbon@gmail.com [Infant Hospital of Mexico, Federico Gómez, Mexico DF. Mexico and Physics Department, Universidad Autónoma Metropolitana. Iztapalapa, Mexico DF. (Mexico); Pilar, Dies Suarez, E-mail: pilydies@yahoo.com, E-mail: neurodoc@prodigy.net.mx; Eduardo, Barragán Pérez, E-mail: pilydies@yahoo.com, E-mail: neurodoc@prodigy.net.mx [Infant Hospital of Mexico, Federico Gómez, Mexico DF. (Mexico); Benito, De Celis Alonso, E-mail: benileon@yahoo.com [Faculty of Physics and Mathematics, BUAP, Puebla, Pue. Mexico and Foundation for Development Carlos Sigüenza. Puebla, Pue. (Mexico)

    2014-11-07

    The main goal of this project was to create a computer algorithm based on wavelet analysis of BOLD signals, which automatically diagnosed ADHD using information from resting state MR experiments. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Wavelet analysis, which is a mathematical tool used to decompose time series into elementary constituents and detect hidden information, was applied here to the BOLD signal obtained from the cerebellum 8 region of all our volunteers. Statistical differences between the values of the a parameters of wavelet analysis was found and showed significant differences (p<0.02) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD.

  8. Wavelet analysis of MR functional data from the cerebellum

    International Nuclear Information System (INIS)

    Karen, Romero Sánchez; Vásquez Reyes Marcos, A.; González Gómez Dulce, I.; Hernández López, Javier M.; Silvia, Hidalgo Tobón; Pilar, Dies Suarez; Eduardo, Barragán Pérez; Benito, De Celis Alonso

    2014-01-01

    The main goal of this project was to create a computer algorithm based on wavelet analysis of BOLD signals, which automatically diagnosed ADHD using information from resting state MR experiments. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Wavelet analysis, which is a mathematical tool used to decompose time series into elementary constituents and detect hidden information, was applied here to the BOLD signal obtained from the cerebellum 8 region of all our volunteers. Statistical differences between the values of the a parameters of wavelet analysis was found and showed significant differences (p<0.02) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD

  9. Efficient hemodynamic event detection utilizing relational databases and wavelet analysis

    Science.gov (United States)

    Saeed, M.; Mark, R. G.

    2001-01-01

    Development of a temporal query framework for time-oriented medical databases has hitherto been a challenging problem. We describe a novel method for the detection of hemodynamic events in multiparameter trends utilizing wavelet coefficients in a MySQL relational database. Storage of the wavelet coefficients allowed for a compact representation of the trends, and provided robust descriptors for the dynamics of the parameter time series. A data model was developed to allow for simplified queries along several dimensions and time scales. Of particular importance, the data model and wavelet framework allowed for queries to be processed with minimal table-join operations. A web-based search engine was developed to allow for user-defined queries. Typical queries required between 0.01 and 0.02 seconds, with at least two orders of magnitude improvement in speed over conventional queries. This powerful and innovative structure will facilitate research on large-scale time-oriented medical databases.

  10. Wavelets and quantum algebras

    International Nuclear Information System (INIS)

    Ludu, A.; Greiner, M.

    1995-09-01

    A non-linear associative algebra is realized in terms of translation and dilation operators, and a wavelet structure generating algebra is obtained. We show that this algebra is a q-deformation of the Fourier series generating algebra, and reduces to this for certain value of the deformation parameter. This algebra is also homeomorphic with the q-deformed su q (2) algebra and some of its extensions. Through this algebraic approach new methods for obtaining the wavelets are introduced. (author). 20 refs

  11. A general theory on frequency and time-frequency analysis of irregularly sampled time series based on projection methods - Part 2: Extension to time-frequency analysis

    Science.gov (United States)

    Lenoir, Guillaume; Crucifix, Michel

    2018-03-01

    Geophysical time series are sometimes sampled irregularly along the time axis. The situation is particularly frequent in palaeoclimatology. Yet, there is so far no general framework for handling the continuous wavelet transform when the time sampling is irregular. Here we provide such a framework. To this end, we define the scalogram as the continuous-wavelet-transform equivalent of the extended Lomb-Scargle periodogram defined in Part 1 of this study (Lenoir and Crucifix, 2018). The signal being analysed is modelled as the sum of a locally periodic component in the time-frequency plane, a polynomial trend, and a background noise. The mother wavelet adopted here is the Morlet wavelet classically used in geophysical applications. The background noise model is a stationary Gaussian continuous autoregressive-moving-average (CARMA) process, which is more general than the traditional Gaussian white and red noise processes. The scalogram is smoothed by averaging over neighbouring times in order to reduce its variance. The Shannon-Nyquist exclusion zone is however defined as the area corrupted by local aliasing issues. The local amplitude in the time-frequency plane is then estimated with least-squares methods. We also derive an approximate formula linking the squared amplitude and the scalogram. Based on this property, we define a new analysis tool: the weighted smoothed scalogram, which we recommend for most analyses. The estimated signal amplitude also gives access to band and ridge filtering. Finally, we design a test of significance for the weighted smoothed scalogram against the stationary Gaussian CARMA background noise, and provide algorithms for computing confidence levels, either analytically or with Monte Carlo Markov chain methods. All the analysis tools presented in this article are available to the reader in the Python package WAVEPAL.

  12. Wavelet Transforms using VTK-m

    Energy Technology Data Exchange (ETDEWEB)

    Li, Shaomeng [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Sewell, Christopher Meyer [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-09-27

    These are a set of slides that deal with the topics of wavelet transforms using VTK-m. First, wavelets are discussed and detailed, then VTK-m is discussed and detailed, then wavelets and VTK-m are looked at from a performance comparison, then from an accuracy comparison, and finally lessons learned, conclusion, and what is next. Lessons learned are the following: Launching worklets is expensive; Natural logic of performing 2D wavelet transform: Repeat the same 1D wavelet transform on every row, repeat the same 1D wavelet transform on every column, invoke the 1D wavelet worklet every time: num_rows x num_columns; VTK-m approach of performing 2D wavelet transform: Create a worklet for 2D that handles both rows and columns, invoke this new worklet only one time; Fast calculation, but cannot reuse 1D implementations.

  13. Investigation of aquifer-estuary interaction using wavelet analysis of fiber-optic temperature data

    Science.gov (United States)

    Henderson, R.D.; Day-Lewis, Frederick D.; Harvey, Charles F.

    2009-01-01

    Fiber-optic distributed temperature sensing (FODTS) provides sub-minute temporal and meter-scale spatial resolution over kilometer-long cables. Compared to conventional thermistor or thermocouple-based technologies, which measure temperature at discrete (and commonly sparse) locations, FODTS offers nearly continuous spatial coverage, thus providing hydrologic information at spatiotemporal scales previously impossible. Large and information-rich FODTS datasets, however, pose challenges for data exploration and analysis. To date, FODTS analyses have focused on time-series variance as the means to discriminate between hydrologic phenomena. Here, we demonstrate the continuous wavelet transform (CWT) and cross-wavelet transform (XWT) to analyze FODTS in the context of related hydrologic time series. We apply the CWT and XWT to data from Waquoit Bay, Massachusetts to identify the location and timing of tidal pumping of submarine groundwater.

  14. CHARACTERIZATION OF RENAL BLOOD FLOW REGULATION BASED ON WAVELET COEFFICIENTS

    DEFF Research Database (Denmark)

    Pavlov, A.N.; Pavlova, O.N.; Mosekilde, Erik

    2010-01-01

    The purpose of this study is to demonstrate the possibility of revealing new characteristic features of renal blood flow autoregulation in healthy and pathological states through the application of discrete wavelet transforms to experimental time series for normotensive and hypertensive rats....... A reduction in the variability of the wavelet coefficients in hypertension is observed at both the microscopic level of the blood flow in efferent arterioles of individual nephrons and at the macroscopic level of the blood pressure in the main arteries. The reduction is manifest in both of the main frequency...

  15. Analysis of cyclical behavior in time series of stock market returns

    Science.gov (United States)

    Stratimirović, Djordje; Sarvan, Darko; Miljković, Vladimir; Blesić, Suzana

    2018-01-01

    In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transform (WT) spectral analysis to identify cycles in the SMI returns data, and the time-dependent detrended moving average (tdDMA) analysis to investigate local behavior around market cycles and trends. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seam to be common for all markets in our dataset. We list and illustrate the presence of nine such periods in our SMI data. We report on the possibilities to differentiate between the level of growth of the analyzed markets by way of statistical analysis of the properties of wavelet spectra that characterize particular peak behaviors. Our results show that measures like the relative WT energy content and the relative WT amplitude of the peaks in the small scales region could be used to partially differentiate between market economies. Finally, we propose a way to quantify the level of development of a stock market based on estimation of local complexity of market's SMI series. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index, which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups.

  16. WAVELET ANALYSIS OF ABNORMAL ECGS

    Directory of Open Access Journals (Sweden)

    Vasudha Nannaparaju

    2014-02-01

    Full Text Available Detection of the warning signals by the heart can be diagnosed from ECG. An accurate and reliable diagnosis of ECG is very important however which is cumbersome and at times ambiguous in time domain due to the presence of noise. Study of ECG in wavelet domain using both continuous Wavelet transform (CWT and discrete Wavelet transform (DWT, with well known wavelet as well as a wavelet proposed by the authors for this investigation is found to be useful and yields fairly reliable results. In this study, Wavelet analysis of ECGs of Normal, Hypertensive, Diabetic and Cardiac are carried out. The salient feature of the study is that detection of P and T phases in wavelet domain is feasible which are otherwise feeble or absent in raw ECGs.

  17. A Time-Frequency Auditory Model Using Wavelet Packets

    DEFF Research Database (Denmark)

    Agerkvist, Finn

    1996-01-01

    A time-frequency auditory model is presented. The model uses the wavelet packet analysis as the preprocessor. The auditory filters are modelled by the rounded exponential filters, and the excitation is smoothed by a window function. By comparing time-frequency excitation patterns it is shown...... that the change in the time-frequency excitation pattern introduced when a test tone at masked threshold is added to the masker is approximately equal to 7 dB for all types of maskers. The classic detection ratio therefore overrates the detection efficiency of the auditory system....

  18. Segmentation of time series with long-range fractal correlations

    Science.gov (United States)

    Bernaola-Galván, P.; Oliver, J.L.; Hackenberg, M.; Coronado, A.V.; Ivanov, P.Ch.; Carpena, P.

    2012-01-01

    Segmentation is a standard method of data analysis to identify change-points dividing a nonstationary time series into homogeneous segments. However, for long-range fractal correlated series, most of the segmentation techniques detect spurious change-points which are simply due to the heterogeneities induced by the correlations and not to real nonstationarities. To avoid this oversegmentation, we present a segmentation algorithm which takes as a reference for homogeneity, instead of a random i.i.d. series, a correlated series modeled by a fractional noise with the same degree of correlations as the series to be segmented. We apply our algorithm to artificial series with long-range correlations and show that it systematically detects only the change-points produced by real nonstationarities and not those created by the correlations of the signal. Further, we apply the method to the sequence of the long arm of human chromosome 21, which is known to have long-range fractal correlations. We obtain only three segments that clearly correspond to the three regions of different G + C composition revealed by means of a multi-scale wavelet plot. Similar results have been obtained when segmenting all human chromosome sequences, showing the existence of previously unknown huge compositional superstructures in the human genome. PMID:23645997

  19. Segmentation of time series with long-range fractal correlations.

    Science.gov (United States)

    Bernaola-Galván, P; Oliver, J L; Hackenberg, M; Coronado, A V; Ivanov, P Ch; Carpena, P

    2012-06-01

    Segmentation is a standard method of data analysis to identify change-points dividing a nonstationary time series into homogeneous segments. However, for long-range fractal correlated series, most of the segmentation techniques detect spurious change-points which are simply due to the heterogeneities induced by the correlations and not to real nonstationarities. To avoid this oversegmentation, we present a segmentation algorithm which takes as a reference for homogeneity, instead of a random i.i.d. series, a correlated series modeled by a fractional noise with the same degree of correlations as the series to be segmented. We apply our algorithm to artificial series with long-range correlations and show that it systematically detects only the change-points produced by real nonstationarities and not those created by the correlations of the signal. Further, we apply the method to the sequence of the long arm of human chromosome 21, which is known to have long-range fractal correlations. We obtain only three segments that clearly correspond to the three regions of different G + C composition revealed by means of a multi-scale wavelet plot. Similar results have been obtained when segmenting all human chromosome sequences, showing the existence of previously unknown huge compositional superstructures in the human genome.

  20. Application of wavelet-based multi-model Kalman filters to real-time flood forecasting

    Science.gov (United States)

    Chou, Chien-Ming; Wang, Ru-Yih

    2004-04-01

    This paper presents the application of a multimodel method using a wavelet-based Kalman filter (WKF) bank to simultaneously estimate decomposed state variables and unknown parameters for real-time flood forecasting. Applying the Haar wavelet transform alters the state vector and input vector of the state space. In this way, an overall detail plus approximation describes each new state vector and input vector, which allows the WKF to simultaneously estimate and decompose state variables. The wavelet-based multimodel Kalman filter (WMKF) is a multimodel Kalman filter (MKF), in which the Kalman filter has been substituted for a WKF. The WMKF then obtains M estimated state vectors. Next, the M state-estimates, each of which is weighted by its possibility that is also determined on-line, are combined to form an optimal estimate. Validations conducted for the Wu-Tu watershed, a small watershed in Taiwan, have demonstrated that the method is effective because of the decomposition of wavelet transform, the adaptation of the time-varying Kalman filter and the characteristics of the multimodel method. Validation results also reveal that the resulting method enhances the accuracy of the runoff prediction of the rainfall-runoff process in the Wu-Tu watershed.

  1. Real-time wavelet-transform spectrum analyzer for the investigation of 1/fα noise

    Science.gov (United States)

    Brogioli, Doriano; Vailati, Alberto

    2003-04-01

    A wavelet-transform spectrum analyzer operating in real time within the frequency range 3×10-5-1.3×105Hz has been implemented on a low-cost digital signal processing (DSP) board operating at 150 MHz. The wavelet decomposition of the signal allows one to efficiently process nonstationary signals dominated by large amplitude events fairly well localized in time, thus providing the natural tool to analyze processes characterized by 1/fα power spectrum. The parallel architecture of the DSP allows the real-time processing of the wavelet transform of the signal sampled at 0.3 MHz. The bandwidth is about 220 dB, almost 10 decades. The power spectrum of the signal is processed in real time from the mean square value of the wavelet coefficients within each frequency band. The performances of the spectrum analyzer have been investigated by performing dynamic light scattering experiments on colloidal suspensions and by comparing the measured spectra with the correlation functions data obtained with a traditional multitau correlator. In order to assess the potentialities of the spectrum analyzer in the investigation of processes involving a wide range of time scales, we have performed measurements on a model system where fluctuations in the scattered intensities are generated by the number fluctuations in a dilute colloidal suspension illuminated by a wide beam. This system is characterized by a power-law spectrum with exponent -3/2 in the scattered intensity fluctuations. The spectrum analyzer allows one to recover the power spectrum with a dynamic range spanning about 8 decades. The advantages of wavelet analysis versus correlation analysis in the investigation of processes characterized by a wide distribution of time scales and nonstationary processes are briefly discussed.

  2. Modeling activity patterns of wildlife using time-series analysis.

    Science.gov (United States)

    Zhang, Jindong; Hull, Vanessa; Ouyang, Zhiyun; He, Liang; Connor, Thomas; Yang, Hongbo; Huang, Jinyan; Zhou, Shiqiang; Zhang, Zejun; Zhou, Caiquan; Zhang, Hemin; Liu, Jianguo

    2017-04-01

    The study of wildlife activity patterns is an effective approach to understanding fundamental ecological and evolutionary processes. However, traditional statistical approaches used to conduct quantitative analysis have thus far had limited success in revealing underlying mechanisms driving activity patterns. Here, we combine wavelet analysis, a type of frequency-based time-series analysis, with high-resolution activity data from accelerometers embedded in GPS collars to explore the effects of internal states (e.g., pregnancy) and external factors (e.g., seasonal dynamics of resources and weather) on activity patterns of the endangered giant panda ( Ailuropoda melanoleuca ). Giant pandas exhibited higher frequency cycles during the winter when resources (e.g., water and forage) were relatively poor, as well as during spring, which includes the giant panda's mating season. During the summer and autumn when resources were abundant, pandas exhibited a regular activity pattern with activity peaks every 24 hr. A pregnant individual showed distinct differences in her activity pattern from other giant pandas for several months following parturition. These results indicate that animals adjust activity cycles to adapt to seasonal variation of the resources and unique physiological periods. Wavelet coherency analysis also verified the synchronization of giant panda activity level with air temperature and solar radiation at the 24-hr band. Our study also shows that wavelet analysis is an effective tool for analyzing high-resolution activity pattern data and its relationship to internal and external states, an approach that has the potential to inform wildlife conservation and management across species.

  3. Harmonic analysis of electric locomotive and traction power system based on wavelet singular entropy

    Science.gov (United States)

    Dun, Xiaohong

    2018-05-01

    With the rapid development of high-speed railway and heavy-haul transport, the locomotive and traction power system has become the main harmonic source of China's power grid. In response to this phenomenon, the system's power quality issues need timely monitoring, assessment and governance. Wavelet singular entropy is an organic combination of wavelet transform, singular value decomposition and information entropy theory, which combines the unique advantages of the three in signal processing: the time-frequency local characteristics of wavelet transform, singular value decomposition explores the basic modal characteristics of data, and information entropy quantifies the feature data. Based on the theory of singular value decomposition, the wavelet coefficient matrix after wavelet transform is decomposed into a series of singular values that can reflect the basic characteristics of the original coefficient matrix. Then the statistical properties of information entropy are used to analyze the uncertainty of the singular value set, so as to give a definite measurement of the complexity of the original signal. It can be said that wavelet entropy has a good application prospect in fault detection, classification and protection. The mat lab simulation shows that the use of wavelet singular entropy on the locomotive and traction power system harmonic analysis is effective.

  4. A Method for the Monthly Electricity Demand Forecasting in Colombia based on Wavelet Analysis and a Nonlinear Autoregressive Model

    Directory of Open Access Journals (Sweden)

    Cristhian Moreno-Chaparro

    2011-12-01

    Full Text Available This paper proposes a monthly electricity forecast method for the National Interconnected System (SIN of Colombia. The method preprocesses the time series using a Multiresolution Analysis (MRA with Discrete Wavelet Transform (DWT; a study for the selection of the mother wavelet and her order, as well as the level decomposition was carried out. Given that original series follows a non-linear behaviour, a neural nonlinear autoregressive (NAR model was used. The prediction was obtained by adding the forecast trend with the estimated obtained by the residual series combined with further components extracted from preprocessing. A bibliographic review of studies conducted internationally and in Colombia is included, in addition to references to investigations made with wavelet transform applied to electric energy prediction and studies reporting the use of NAR in prediction.

  5. Estimation of Hurst Exponent for the Financial Time Series

    Science.gov (United States)

    Kumar, J.; Manchanda, P.

    2009-07-01

    Till recently statistical methods and Fourier analysis were employed to study fluctuations in stock markets in general and Indian stock market in particular. However current trend is to apply the concepts of wavelet methodology and Hurst exponent, see for example the work of Manchanda, J. Kumar and Siddiqi, Journal of the Frankline Institute 144 (2007), 613-636 and paper of Cajueiro and B. M. Tabak. Cajueiro and Tabak, Physica A, 2003, have checked the efficiency of emerging markets by computing Hurst component over a time window of 4 years of data. Our goal in the present paper is to understand the dynamics of the Indian stock market. We look for the persistency in the stock market through Hurst exponent and fractal dimension of time series data of BSE 100 and NIFTY 50.

  6. Data-driven haemodynamic response function extraction using Fourier-wavelet regularised deconvolution

    NARCIS (Netherlands)

    Wink, Alle Meije; Hoogduin, Hans; Roerdink, Jos B.T.M.

    2008-01-01

    Background: We present a simple, data-driven method to extract haemodynamic response functions (HRF) from functional magnetic resonance imaging (fMRI) time series, based on the Fourier-wavelet regularised deconvolution (ForWaRD) technique. HRF data are required for many fMRI applications, such as

  7. Data-driven haemodynamic response function extraction using Fourier-wavelet regularised deconvolution

    NARCIS (Netherlands)

    Wink, Alle Meije; Hoogduin, Hans; Roerdink, Jos B.T.M.

    2010-01-01

    Background: We present a simple, data-driven method to extract haemodynamic response functions (HRF) from functional magnetic resonance imaging (fMRI) time series, based on the Fourier-wavelet regularised deconvolution (ForWaRD) technique. HRF data are required for many fMRI applications, such as

  8. Application of Wavelet-Based Tools to Study the Dynamics of Biological Processes

    DEFF Research Database (Denmark)

    Pavlov, A. N.; Makarov, V. A.; Mosekilde, Erik

    2006-01-01

    The article makes use of three different examples (sensory information processing in the rat trigeminal complex, intracellular interaction in snail neurons and multimodal dynamics in nephron autoregulation) to demonstrate how modern approaches to time-series analysis based on the wavelet-transfor...

  9. Time-Frequency-Wavenumber Analysis of Surface Waves Using the Continuous Wavelet Transform

    Science.gov (United States)

    Poggi, V.; Fäh, D.; Giardini, D.

    2013-03-01

    A modified approach to surface wave dispersion analysis using active sources is proposed. The method is based on continuous recordings, and uses the continuous wavelet transform to analyze the phase velocity dispersion of surface waves. This gives the possibility to accurately localize the phase information in time, and to isolate the most significant contribution of the surface waves. To extract the dispersion information, then, a hybrid technique is applied to the narrowband filtered seismic recordings. The technique combines the flexibility of the slant stack method in identifying waves that propagate in space and time, with the resolution of f- k approaches. This is particularly beneficial for higher mode identification in cases of high noise levels. To process the continuous wavelet transform, a new mother wavelet is presented and compared to the classical and widely used Morlet type. The proposed wavelet is obtained from a raised-cosine envelope function (Hanning type). The proposed approach is particularly suitable when using continuous recordings (e.g., from seismological-like equipment) since it does not require any hardware-based source triggering. This can be subsequently done with the proposed method. Estimation of the surface wave phase delay is performed in the frequency domain by means of a covariance matrix averaging procedure over successive wave field excitations. Thus, no record stacking is necessary in the time domain and a large number of consecutive shots can be used. This leads to a certain simplification of the field procedures. To demonstrate the effectiveness of the method, we tested it on synthetics as well on real field data. For the real case we also combine dispersion curves from ambient vibrations and active measurements.

  10. Application of wavelet transform to seismic data; Wavelet henkan no jishin tansa eno tekiyo

    Energy Technology Data Exchange (ETDEWEB)

    Nakagami, K; Murayama, R; Matsuoka, T [Japan National Oil Corp., Tokyo (Japan)

    1996-05-01

    Introduced herein is the use of the wavelet transform in the field of seismic exploration. Among applications so far made, there are signal filtering, break point detection, data compression, and the solution of finite differential equations in the wavelet domain. In the field of data compression in particular, some examples of practical application have been introduced already. In seismic exploration, it is expected that the wavelet transform will separate signals and noises in data in a way different from the Fourier transform. The continuous wavelet transform displays time change in frequency easy to read, but is not suitable for the analysis and processing large quantities of data. On the other hand, the discrete wavelet transform, being an orthogonal transform, can handle large quantities of data. As compared with the conventional Fourier transform that handles only the frequency domain, the wavelet transform handles the time domain as well as the frequency domain, and therefore is more convenient in handling unsteady signals. 9 ref., 8 figs.

  11. A discrete wavelet spectrum approach for identifying non-monotonic trends in hydroclimate data

    Science.gov (United States)

    Sang, Yan-Fang; Sun, Fubao; Singh, Vijay P.; Xie, Ping; Sun, Jian

    2018-01-01

    The hydroclimatic process is changing non-monotonically and identifying its trends is a great challenge. Building on the discrete wavelet transform theory, we developed a discrete wavelet spectrum (DWS) approach for identifying non-monotonic trends in hydroclimate time series and evaluating their statistical significance. After validating the DWS approach using two typical synthetic time series, we examined annual temperature and potential evaporation over China from 1961-2013 and found that the DWS approach detected both the warming and the warming hiatus in temperature, and the reversed changes in potential evaporation. Further, the identified non-monotonic trends showed stable significance when the time series was longer than 30 years or so (i.e. the widely defined climate timescale). The significance of trends in potential evaporation measured at 150 stations in China, with an obvious non-monotonic trend, was underestimated and was not detected by the Mann-Kendall test. Comparatively, the DWS approach overcame the problem and detected those significant non-monotonic trends at 380 stations, which helped understand and interpret the spatiotemporal variability in the hydroclimatic process. Our results suggest that non-monotonic trends of hydroclimate time series and their significance should be carefully identified, and the DWS approach proposed has the potential for wide use in the hydrological and climate sciences.

  12. A multiscale view on inverse statistics and gain/loss asymmetry in financial time series

    International Nuclear Information System (INIS)

    Siven, Johannes; Lins, Jeffrey; Hansen, Jonas Lundbek

    2009-01-01

    Researchers have studied the first-passage time of financial time series and observed that the smallest time interval needed for a stock index to move a given distance is typically shorter for negative than for positive price movements. The same is not observed for the index constituents, the individual stocks. We use the discrete wavelet transform to show that this is a long, rather than short, timescale phenomenon—if enough low frequency content of the price process is removed, the asymmetry disappears. We also propose a model which explains the asymmetry in terms of prolonged, correlated downward movements of individual stocks

  13. Entropy-Based Method of Choosing the Decomposition Level in Wavelet Threshold De-noising

    Directory of Open Access Journals (Sweden)

    Yan-Fang Sang

    2010-06-01

    Full Text Available In this paper, the energy distributions of various noises following normal, log-normal and Pearson-III distributions are first described quantitatively using the wavelet energy entropy (WEE, and the results are compared and discussed. Then, on the basis of these analytic results, a method for use in choosing the decomposition level (DL in wavelet threshold de-noising (WTD is put forward. Finally, the performance of the proposed method is verified by analysis of both synthetic and observed series. Analytic results indicate that the proposed method is easy to operate and suitable for various signals. Moreover, contrary to traditional white noise testing which depends on “autocorrelations”, the proposed method uses energy distributions to distinguish real signals and noise in noisy series, therefore the chosen DL is reliable, and the WTD results of time series can be improved.

  14. Comparison of data transformation procedures to enhance topographical accuracy in time-series analysis of the human EEG.

    Science.gov (United States)

    Hauk, O; Keil, A; Elbert, T; Müller, M M

    2002-01-30

    We describe a methodology to apply current source density (CSD) and minimum norm (MN) estimation as pre-processing tools for time-series analysis of single trial EEG data. The performance of these methods is compared for the case of wavelet time-frequency analysis of simulated gamma-band activity. A reasonable comparison of CSD and MN on the single trial level requires regularization such that the corresponding transformed data sets have similar signal-to-noise ratios (SNRs). For region-of-interest approaches, it should be possible to optimize the SNR for single estimates rather than for the whole distributed solution. An effective implementation of the MN method is described. Simulated data sets were created by modulating the strengths of a radial and a tangential test dipole with wavelets in the frequency range of the gamma band, superimposed with simulated spatially uncorrelated noise. The MN and CSD transformed data sets as well as the average reference (AR) representation were subjected to wavelet frequency-domain analysis, and power spectra were mapped for relevant frequency bands. For both CSD and MN, the influence of noise can be sufficiently suppressed by regularization to yield meaningful information, but only MN represents both radial and tangential dipole sources appropriately as single peaks. Therefore, when relating wavelet power spectrum topographies to their neuronal generators, MN should be preferred.

  15. Wavelet Co-movement Significance Testing with Respect to Gaussian White Noise Background

    Directory of Open Access Journals (Sweden)

    Poměnková Jitka

    2018-01-01

    Full Text Available The paper deals with significance testing of time series co-movement measured via wavelet analysis, namely via the wavelet cross-spectra. This technique is very popular for its better time resolution compare to other techniques. Such approach put in evidence the existence of both long-run and short-run co-movement. In order to have better predictive power it is suitable to support and validate obtained results via some testing approach. We investigate the test of wavelet power cross-spectrum with respect to the Gaussian white noise background with the use of the Bessel function. Our experiment is performed on real data, i.e. seasonally adjusted quarterly data of gross domestic product of the United Kingdom, Korea and G7 countries. To validate the test results we perform Monte Carlo simulation. We describe the advantages and disadvantages of both approaches and formulate recommendations for its using.

  16. A Wavelet Support Vector Machine Combination Model for Singapore Tourist Arrival to Malaysia

    Science.gov (United States)

    Rafidah, A.; Shabri, Ani; Nurulhuda, A.; Suhaila, Y.

    2017-08-01

    In this study, wavelet support vector machine model (WSVM) is proposed and applied for monthly data Singapore tourist time series prediction. The WSVM model is combination between wavelet analysis and support vector machine (SVM). In this study, we have two parts, first part we compare between the kernel function and second part we compare between the developed models with single model, SVM. The result showed that kernel function linear better than RBF while WSVM outperform with single model SVM to forecast monthly Singapore tourist arrival to Malaysia.

  17. A Conjunction Method of Wavelet Transform-Particle Swarm Optimization-Support Vector Machine for Streamflow Forecasting

    Directory of Open Access Journals (Sweden)

    Fanping Zhang

    2014-01-01

    Full Text Available Streamflow forecasting has an important role in water resource management and reservoir operation. Support vector machine (SVM is an appropriate and suitable method for streamflow prediction due to its best versatility, robustness, and effectiveness. In this study, a wavelet transform particle swarm optimization support vector machine (WT-PSO-SVM model is proposed and applied for streamflow time series prediction. Firstly, the streamflow time series were decomposed into various details (Ds and an approximation (A3 at three resolution levels (21-22-23 using Daubechies (db3 discrete wavelet. Correlation coefficients between each D subtime series and original monthly streamflow time series are calculated. Ds components with high correlation coefficients (D3 are added to the approximation (A3 as the input values of the SVM model. Secondly, the PSO is employed to select the optimal parameters, C, ε, and σ, of the SVM model. Finally, the WT-PSO-SVM models are trained and tested by the monthly streamflow time series of Tangnaihai Station located in Yellow River upper stream from January 1956 to December 2008. The test results indicate that the WT-PSO-SVM approach provide a superior alternative to the single SVM model for forecasting monthly streamflow in situations without formulating models for internal structure of the watershed.

  18. Time series regression model for infectious disease and weather.

    Science.gov (United States)

    Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro

    2015-10-01

    Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

  19. Estimation of Seismic Wavelets Based on the Multivariate Scale Mixture of Gaussians Model

    Directory of Open Access Journals (Sweden)

    Jing-Huai Gao

    2009-12-01

    Full Text Available This paper proposes a new method for estimating seismic wavelets. Suppose a seismic wavelet can be modeled by a formula with three free parameters (scale, frequency and phase. We can transform the estimation of the wavelet into determining these three parameters. The phase of the wavelet is estimated by constant-phase rotation to the seismic signal, while the other two parameters are obtained by the Higher-order Statistics (HOS (fourth-order cumulant matching method. In order to derive the estimator of the Higher-order Statistics (HOS, the multivariate scale mixture of Gaussians (MSMG model is applied to formulating the multivariate joint probability density function (PDF of the seismic signal. By this way, we can represent HOS as a polynomial function of second-order statistics to improve the anti-noise performance and accuracy. In addition, the proposed method can work well for short time series.

  20. A four-stage hybrid model for hydrological time series forecasting.

    Science.gov (United States)

    Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

    2014-01-01

    Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of 'denoising, decomposition and ensemble'. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models.

  1. A Four-Stage Hybrid Model for Hydrological Time Series Forecasting

    Science.gov (United States)

    Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

    2014-01-01

    Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782

  2. Wavelets in physics

    CERN Document Server

    Fang, Li-Zhi

    1998-01-01

    Recent advances have shown wavelets to be an effective, and even necessary, mathematical tool for theoretical physics. This book is a timely overview of the progress of this new frontier. It includes an introduction to wavelet analysis, and applications in the fields of high energy physics, astrophysics, cosmology and statistical physics. The topics are selected for the interests of physicists and graduate students of theoretical studies. It emphasizes the need for wavelets in describing and revealing structure in physical problems, which is not easily accomplishing by other methods.

  3. Wavelet analysis for nonstationary signals

    International Nuclear Information System (INIS)

    Penha, Rosani Maria Libardi da

    1999-01-01

    Mechanical vibration signals play an important role in anomalies identification resulting of equipment malfunctioning. Traditionally, Fourier spectral analysis is used where the signals are assumed to be stationary. However, occasional transient impulses and start-up process are examples of nonstationary signals that can be found in mechanical vibrations. These signals can provide important information about the equipment condition, as early fault detection. The Fourier analysis can not adequately be applied to nonstationary signals because the results provide data about the frequency composition averaged over the duration of the signal. In this work, two methods for nonstationary signal analysis are used: Short Time Fourier Transform (STFT) and wavelet transform. The STFT is a method of adapting Fourier spectral analysis for nonstationary application to time-frequency domain. To have a unique resolution throughout the entire time-frequency domain is its main limitation. The wavelet transform is a new analysis technique suitable to nonstationary signals, which handles the STFT drawbacks, providing multi-resolution frequency analysis and time localization in a unique time-scale graphic. The multiple frequency resolutions are obtained by scaling (dilatation/compression) the wavelet function. A comparison of the conventional Fourier transform, STFT and wavelet transform is made applying these techniques to: simulated signals, arrangement rotor rig vibration signal and rotate machine vibration signal Hanning window was used to STFT analysis. Daubechies and harmonic wavelets were used to continuos, discrete and multi-resolution wavelet analysis. The results show the Fourier analysis was not able to detect changes in the signal frequencies or discontinuities. The STFT analysis detected the changes in the signal frequencies, but with time-frequency resolution problems. The wavelet continuos and discrete transform demonstrated to be a high efficient tool to detect

  4. Wavelet applications for modeling in the atmospheric sciences: Current status and potential extensions. Final report

    International Nuclear Information System (INIS)

    Envair, J.H.; Ekstrom, P.

    1995-11-01

    Wavelets are elementary mathematical functions used to construct, transform, and analyze higher functions and observational data. This report describes the results of an exploratory research effort to evaluate wavelet applications for numerically integrating differential equations associated with air pollution transport and conversion models. It is intended to provide a primer on wavelets, and specifically outlines the use of wavelets in a model that addresses derivative-evaluation and boundary-condition problems. Several factors complicate the use of wavelets for integrating differential equations. First, an enormous range of different wavelet types exists, making the choice of wavelet family for a given application challenging. Moreover, in contrast to the Fourier series, the functional derivatives necessary for numerical approximation are difficult to evaluate and consolidate in terms of wavelet expansions, introducing appreciable complexity into any attempt at wavelet-based integration. On the positive side, wavelet techniques do hold promise for effectively interfacing plume and other subgrid-scale phenomena in grid models. Moreover, workable techniques for derivative evaluation and simulation of boundary features appear feasible. Wavelet use may provide a viable, advantageous option for numerically integrating model equations describing fields on all scales of time and distance, especially where inhomogeneous fields exist, and provide a computationally efficient method of focusing on high-variability regions. The potential for wavelets to conduct integrations totally in transform space contrasts with Fourier-based approaches, which essentially preclude such treatments whenever nonlinear chemical processes occur in the modeled system

  5. Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective

    Science.gov (United States)

    Wen, Shaobo; An, Haizhong; Chen, Zhihua; Liu, Xueyong

    2017-08-01

    In traditional econometrics, a time series must be in a stationary sequence. However, it usually shows time-varying fluctuations, and it remains a challenge to execute a multiscale analysis of the data and discover the topological characteristics of conduction in different scales. Wavelet analysis and complex networks in physical statistics have special advantages in solving these problems. We select the exchange rate variable from the Chinese market and the commodity price index variable from the world market as the time series of our study. We explore the driving factors behind the behavior of the two markets and their topological characteristics in three steps. First, we use the Kalman filter to find the optimal estimation of the relationship between the two markets. Second, wavelet analysis is used to extract the scales of the relationship that are driven by different frequency wavelets. Meanwhile, we search for the actual economic variables corresponding to different frequency wavelets. Finally, a complex network is used to search for the transfer characteristics of the combination of states driven by different frequency wavelets. The results show that statistical physics have a unique advantage over traditional econometrics. The Chinese market has time-varying impacts on the world market: it has greater influence when the world economy is stable and less influence in times of turmoil. The process of forming the state combination is random. Transitions between state combinations have a clustering feature. Based on these characteristics, we can effectively reduce the information burden on investors and correctly respond to the government's policy mix.

  6. A new fractional wavelet transform

    Science.gov (United States)

    Dai, Hongzhe; Zheng, Zhibao; Wang, Wei

    2017-03-01

    The fractional Fourier transform (FRFT) is a potent tool to analyze the time-varying signal. However, it fails in locating the fractional Fourier domain (FRFD)-frequency contents which is required in some applications. A novel fractional wavelet transform (FRWT) is proposed to solve this problem. It displays the time and FRFD-frequency information jointly in the time-FRFD-frequency plane. The definition, basic properties, inverse transform and reproducing kernel of the proposed FRWT are considered. It has been shown that an FRWT with proper order corresponds to the classical wavelet transform (WT). The multiresolution analysis (MRA) associated with the developed FRWT, together with the construction of the orthogonal fractional wavelets are also presented. Three applications are discussed: the analysis of signal with time-varying frequency content, the FRFD spectrum estimation of signals that involving noise, and the construction of fractional Harr wavelet. Simulations verify the validity of the proposed FRWT.

  7. A discrete wavelet spectrum approach for identifying non-monotonic trends in hydroclimate data

    Directory of Open Access Journals (Sweden)

    Y.-F. Sang

    2018-01-01

    Full Text Available The hydroclimatic process is changing non-monotonically and identifying its trends is a great challenge. Building on the discrete wavelet transform theory, we developed a discrete wavelet spectrum (DWS approach for identifying non-monotonic trends in hydroclimate time series and evaluating their statistical significance. After validating the DWS approach using two typical synthetic time series, we examined annual temperature and potential evaporation over China from 1961–2013 and found that the DWS approach detected both the warming and the warming hiatus in temperature, and the reversed changes in potential evaporation. Further, the identified non-monotonic trends showed stable significance when the time series was longer than 30 years or so (i.e. the widely defined climate timescale. The significance of trends in potential evaporation measured at 150 stations in China, with an obvious non-monotonic trend, was underestimated and was not detected by the Mann–Kendall test. Comparatively, the DWS approach overcame the problem and detected those significant non-monotonic trends at 380 stations, which helped understand and interpret the spatiotemporal variability in the hydroclimatic process. Our results suggest that non-monotonic trends of hydroclimate time series and their significance should be carefully identified, and the DWS approach proposed has the potential for wide use in the hydrological and climate sciences.

  8. Time-Scale and Time-Frequency Analyses of Irregularly Sampled Astronomical Time Series

    Directory of Open Access Journals (Sweden)

    S. Roques

    2005-09-01

    Full Text Available We evaluate the quality of spectral restoration in the case of irregular sampled signals in astronomy. We study in details a time-scale method leading to a global wavelet spectrum comparable to the Fourier period, and a time-frequency matching pursuit allowing us to identify the frequencies and to control the error propagation. In both cases, the signals are first resampled with a linear interpolation. Both results are compared with those obtained using Lomb's periodogram and using the weighted waveletZ-transform developed in astronomy for unevenly sampled variable stars observations. These approaches are applied to simulations and to light variations of four variable stars. This leads to the conclusion that the matching pursuit is more efficient for recovering the spectral contents of a pulsating star, even with a preliminary resampling. In particular, the results are almost independent of the quality of the initial irregular sampling.

  9. Watermarking on 3D mesh based on spherical wavelet transform.

    Science.gov (United States)

    Jin, Jian-Qiu; Dai, Min-Ya; Bao, Hu-Jun; Peng, Qun-Sheng

    2004-03-01

    In this paper we propose a robust watermarking algorithm for 3D mesh. The algorithm is based on spherical wavelet transform. Our basic idea is to decompose the original mesh into a series of details at different scales by using spherical wavelet transform; the watermark is then embedded into the different levels of details. The embedding process includes: global sphere parameterization, spherical uniform sampling, spherical wavelet forward transform, embedding watermark, spherical wavelet inverse transform, and at last resampling the mesh watermarked to recover the topological connectivity of the original model. Experiments showed that our algorithm can improve the capacity of the watermark and the robustness of watermarking against attacks.

  10. Automated Bayesian model development for frequency detection in biological time series

    Directory of Open Access Journals (Sweden)

    Oldroyd Giles ED

    2011-06-01

    Full Text Available Abstract Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and

  11. Automated Bayesian model development for frequency detection in biological time series.

    Science.gov (United States)

    Granqvist, Emma; Oldroyd, Giles E D; Morris, Richard J

    2011-06-24

    A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time

  12. Simultaneous Determination of Electrochemical Impedance of Lithium-ion Rechargeable Batteries with Measurement of Charge-discharge Curves by Wavelet Transformation

    International Nuclear Information System (INIS)

    Itagaki, Masayuki; Ueno, Masaki; Hoshi, Yoshinao; Shitanda, Isao

    2017-01-01

    Highlights: • Wavelet transformation (WT) was used to obtain electrochemical impedance (EI) from time domain data. • Complex Morlet mother wavelet was employed to transform current and voltage time series from time domain to frequency domain. • An analytical method to determine EI of LIRB at arbitrary state of charge was proposed. • EI of LIRB was determined at arbitrary state of charge without stopping galvanostatic polarization for charge and discharge. - Abstract: A new analytical method was developed to determine the electrochemical impedance of lithium-ion rechargeable batteries (LIRB) at an arbitrary state of charge (SOC). Wavelet transformation (WT) is one of the waveform analysis methods, which allows the determination of frequency domain data as a function of time. The frequency domain data are obtained by convolution integral of a mother wavelet and original time domain data via the WT. A complex Morlet mother wavelet is used to obtain the complex number data in the frequency domain. The time series data of input current and output voltage signals are recorded by superimposing the double pulse current as an input signal to constant charge current for the charge of LIRB without stopping galvanostatic polarization. The double pulse current is composed of symmetrical positive and negative square waves. In this case, the SOC of LIRB is not affected by the input signal because the total amount of charge calculated from double pulse current is 0C. The impedance spectrum of LIRB at SOC 25% is determined in the frequency range from 0.1 to 100 Hz during charge/discharge cycles without stopping galvanostatic polarization for the charge/discharge.

  13. Discovering Wavelets

    CERN Document Server

    Aboufadel, Edward

    1999-01-01

    An accessible and practical introduction to wavelets. With applications in image processing, audio restoration, seismology, and elsewhere, wavelets have been the subject of growing excitement and interest over the past several years. Unfortunately, most books on wavelets are accessible primarily to research mathematicians. Discovering Wavelets presents basic and advanced concepts of wavelets in a way that is accessible to anyone with only a fundamental knowledge of linear algebra. The basic concepts of wavelet theory are introduced in the context of an explanation of how the FBI uses wavelets

  14. Application of time-resolved glucose concentration photoacoustic signals based on an improved wavelet denoising

    Science.gov (United States)

    Ren, Zhong; Liu, Guodong; Huang, Zhen

    2014-10-01

    Real-time monitoring of blood glucose concentration (BGC) is a great important procedure in controlling diabetes mellitus and preventing the complication for diabetic patients. Noninvasive measurement of BGC has already become a research hotspot because it can overcome the physical and psychological harm. Photoacoustic spectroscopy is a well-established, hybrid and alternative technique used to determine the BGC. According to the theory of photoacoustic technique, the blood is irradiated by plused laser with nano-second repeation time and micro-joule power, the photoacoustic singals contained the information of BGC are generated due to the thermal-elastic mechanism, then the BGC level can be interpreted from photoacoustic signal via the data analysis. But in practice, the time-resolved photoacoustic signals of BGC are polluted by the varities of noises, e.g., the interference of background sounds and multi-component of blood. The quality of photoacoustic signal of BGC directly impacts the precision of BGC measurement. So, an improved wavelet denoising method was proposed to eliminate the noises contained in BGC photoacoustic signals. To overcome the shortcoming of traditional wavelet threshold denoising, an improved dual-threshold wavelet function was proposed in this paper. Simulation experimental results illustrated that the denoising result of this improved wavelet method was better than that of traditional soft and hard threshold function. To varify the feasibility of this improved function, the actual photoacoustic BGC signals were test, the test reslut demonstrated that the signal-to-noises ratio(SNR) of the improved function increases about 40-80%, and its root-mean-square error (RMSE) decreases about 38.7-52.8%.

  15. Prediction ofWater Quality Parameters (NO3, CL in Karaj Riverby Usinga Combinationof Wavelet Neural Network, ANN and MLRModels

    Directory of Open Access Journals (Sweden)

    T. Rajaee

    2016-10-01

    Full Text Available IntroductionThe water quality is an issue of ongoing concern. Evaluation of the quantity and quality of running waters is considerable in hydro-environmental management.The prediction and control of the quality of Karaj river water, as one of the important needed water supply sources of Tehran, possesses great importance. In this study, Performance of Artificial Neural Network (ANN, Wavelet Neural Network combination (WANN and multi linear regression (MLR models, to predict next month the Nitrate (NO3 and Chloride (CL ions of "gate ofBylaqan sluice" station located in Karaj River has been evaluated. Materials and MethodsIn this research two separate ANN models for prediction of NO3 and CL has been expanded. Each one of the parameters for prediction (NO3 / CL has been put related to the past amounts of the same time series (NO3 / CL and its amounts of Q in past months.From astatisticalperiod of10yearswas usedforthe input of the models. Hence 80% of entire data from (96 initial months of data as training set, next 10% of data (12 months and 10% of the end of time series (terminal 12 months were considered as for validation and test of the models, respectively. In WANNcombination model, the real monthly observed time series of river discharge (Q and mentioned qualityparameters(NO3 / CL were decomposed to some sub-time series at different levels by wavelet analysis.Then the decomposed quality parameters to predict and Q time series were used at different levels as inputs to the ANN technique for predicting one-step-ahead Nitrate and Chloride. These time series play various roles in the original time series and the behavior of each is distinct, so the contribution to the original time series varies from each other. In addition, prediction of high NO3 and CL values greater than mean of data that have great importancewere investigated by the models. The capability of the models was evaluated by Coefficient of Efficiency (E and the Root Mean Square

  16. ARTIFICIAL NEURAL NETWORK AND WAVELET DECOMPOSITION IN THE FORECAST OF GLOBAL HORIZONTAL SOLAR RADIATION

    Directory of Open Access Journals (Sweden)

    Luiz Albino Teixeira Júnior

    2015-04-01

    Full Text Available This paper proposes a method (denoted by WD-ANN that combines the Artificial Neural Networks (ANN and the Wavelet Decomposition (WD to generate short-term global horizontal solar radiation forecasting, which is an essential information for evaluating the electrical power generated from the conversion of solar energy into electrical energy. The WD-ANN method consists of two basic steps: firstly, it is performed the decomposition of level p of the time series of interest, generating p + 1 wavelet orthonormal components; secondly, the p + 1 wavelet orthonormal components (generated in the step 1 are inserted simultaneously into an ANN in order to generate short-term forecasting. The results showed that the proposed method (WD-ANN improved substantially the performance over the (traditional ANN method.

  17. An Introduction to Wavelet Theory and Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Miner, N.E.

    1998-10-01

    This report reviews the history, theory and mathematics of wavelet analysis. Examination of the Fourier Transform and Short-time Fourier Transform methods provides tiormation about the evolution of the wavelet analysis technique. This overview is intended to provide readers with a basic understanding of wavelet analysis, define common wavelet terminology and describe wavelet amdysis algorithms. The most common algorithms for performing efficient, discrete wavelet transforms for signal analysis and inverse discrete wavelet transforms for signal reconstruction are presented. This report is intended to be approachable by non- mathematicians, although a basic understanding of engineering mathematics is necessary.

  18. Protein structure analysis using the resonant recognition model and wavelet transforms

    International Nuclear Information System (INIS)

    Fang, Q.; Cosic, I.

    1998-01-01

    An approach based on the resonant recognition model and the discrete wavelet transform is introduced here for characterising proteins' biological function. The protein sequence is converted into a numerical series by assigning the electron-ion interaction potential to each amino acid from N-terminal to C-terminal. A set of peaks is found after performing a wavelet transform onto a numerical series representing a group of homologous proteins. These peaks are related to protein structural and functional properties and named characteristic vector of that protein group. Further more, the amino acids contributing mostly to a protein's biological functions, the so-called 'hot spots' amino acids, are predicted by the continuous wavelet transform. It is found that the hot spots are clustered around the protein's cleft structure. The wavelets approach provides a novel methods for amino acid sequence analysis as well as an expansion for the newly established macromolecular interaction model: the resonant recognition model. Copyright (1998) Australasian Physical and Engineering Sciences in Medicine

  19. Parsimonious Wavelet Kernel Extreme Learning Machine

    Directory of Open Access Journals (Sweden)

    Wang Qin

    2015-11-01

    Full Text Available In this study, a parsimonious scheme for wavelet kernel extreme learning machine (named PWKELM was introduced by combining wavelet theory and a parsimonious algorithm into kernel extreme learning machine (KELM. In the wavelet analysis, bases that were localized in time and frequency to represent various signals effectively were used. Wavelet kernel extreme learning machine (WELM maximized its capability to capture the essential features in “frequency-rich” signals. The proposed parsimonious algorithm also incorporated significant wavelet kernel functions via iteration in virtue of Householder matrix, thus producing a sparse solution that eased the computational burden and improved numerical stability. The experimental results achieved from the synthetic dataset and a gas furnace instance demonstrated that the proposed PWKELM is efficient and feasible in terms of improving generalization accuracy and real time performance.

  20. Wavelet transform and real-time learning method for myoelectric signal in motion discrimination

    International Nuclear Information System (INIS)

    Liu Haihua; Chen Xinhao; Chen Yaguang

    2005-01-01

    This paper discusses the applicability of the Wavelet transform for analyzing an EMG signal and discriminating motion classes. In many previous works, researchers have dealt with steady EMG and have proposed suitable analyzing methods for the EMG, for example FFT and STFT. Therefore, it is difficult for the previous approaches to discriminate motions from the EMG in the different phases of muscle activity, i.e., pre-activity, in activity, postactivity phases, as well as the period of motion transition from one to another. In this paper, we introduce the Wavelet transform using the Coiflet mother wavelet into our real-time EMG prosthetic hand controller for discriminating motions from steady and unsteady EMG. A preliminary experiment to discriminate three hand motions from four channel EMG in the initial pre-activity and in activity phase is carried out to show the effectiveness of the approach. However, future research efforts are necessary to discriminate more motions much precisely

  1. A new time-adaptive discrete bionic wavelet transform for enhancing speech from adverse noise environment

    Science.gov (United States)

    Palaniswamy, Sumithra; Duraisamy, Prakash; Alam, Mohammad Showkat; Yuan, Xiaohui

    2012-04-01

    Automatic speech processing systems are widely used in everyday life such as mobile communication, speech and speaker recognition, and for assisting the hearing impaired. In speech communication systems, the quality and intelligibility of speech is of utmost importance for ease and accuracy of information exchange. To obtain an intelligible speech signal and one that is more pleasant to listen, noise reduction is essential. In this paper a new Time Adaptive Discrete Bionic Wavelet Thresholding (TADBWT) scheme is proposed. The proposed technique uses Daubechies mother wavelet to achieve better enhancement of speech from additive non- stationary noises which occur in real life such as street noise and factory noise. Due to the integration of human auditory system model into the wavelet transform, bionic wavelet transform (BWT) has great potential for speech enhancement which may lead to a new path in speech processing. In the proposed technique, at first, discrete BWT is applied to noisy speech to derive TADBWT coefficients. Then the adaptive nature of the BWT is captured by introducing a time varying linear factor which updates the coefficients at each scale over time. This approach has shown better performance than the existing algorithms at lower input SNR due to modified soft level dependent thresholding on time adaptive coefficients. The objective and subjective test results confirmed the competency of the TADBWT technique. The effectiveness of the proposed technique is also evaluated for speaker recognition task under noisy environment. The recognition results show that the TADWT technique yields better performance when compared to alternate methods specifically at lower input SNR.

  2. Intra-Day Trading System Design Based on the Integrated Model of Wavelet De-Noise and Genetic Programming

    Directory of Open Access Journals (Sweden)

    Hongguang Liu

    2016-12-01

    Full Text Available Technical analysis has been proved to be capable of exploiting short-term fluctuations in financial markets. Recent results indicate that the market timing approach beats many traditional buy-and-hold approaches in most of the short-term trading periods. Genetic programming (GP was used to generate short-term trade rules on the stock markets during the last few decades. However, few of the related studies on the analysis of financial time series with genetic programming considered the non-stationary and noisy characteristics of the time series. In this paper, to de-noise the original financial time series and to search profitable trading rules, an integrated method is proposed based on the Wavelet Threshold (WT method and GP. Since relevant information that affects the movement of the time series is assumed to be fully digested during the market closed periods, to avoid the jumping points of the daily or monthly data, in this paper, intra-day high-frequency time series are used to fully exploit the short-term forecasting advantage of technical analysis. To validate the proposed integrated approach, an empirical study is conducted based on the China Securities Index (CSI 300 futures in the emerging China Financial Futures Exchange (CFFEX market. The analysis outcomes show that the wavelet de-noise approach outperforms many comparative models.

  3. Random Modeling of Daily Rainfall and Runoff Using a Seasonal Model and Wavelet Denoising

    Directory of Open Access Journals (Sweden)

    Chien-ming Chou

    2014-01-01

    Full Text Available Instead of Fourier smoothing, this study applied wavelet denoising to acquire the smooth seasonal mean and corresponding perturbation term from daily rainfall and runoff data in traditional seasonal models, which use seasonal means for hydrological time series forecasting. The denoised rainfall and runoff time series data were regarded as the smooth seasonal mean. The probability distribution of the percentage coefficients can be obtained from calibrated daily rainfall and runoff data. For validated daily rainfall and runoff data, percentage coefficients were randomly generated according to the probability distribution and the law of linear proportion. Multiplying the generated percentage coefficient by the smooth seasonal mean resulted in the corresponding perturbation term. Random modeling of daily rainfall and runoff can be obtained by adding the perturbation term to the smooth seasonal mean. To verify the accuracy of the proposed method, daily rainfall and runoff data for the Wu-Tu watershed were analyzed. The analytical results demonstrate that wavelet denoising enhances the precision of daily rainfall and runoff modeling of the seasonal model. In addition, the wavelet denoising technique proposed in this study can obtain the smooth seasonal mean of rainfall and runoff processes and is suitable for modeling actual daily rainfall and runoff processes.

  4. Detecting and characterising ramp events in wind power time series

    International Nuclear Information System (INIS)

    Gallego, Cristóbal; Cuerva, Álvaro; Costa, Alexandre

    2014-01-01

    In order to implement accurate models for wind power ramp forecasting, ramps need to be previously characterised. This issue has been typically addressed by performing binary ramp/non-ramp classifications based on ad-hoc assessed thresholds. However, recent works question this approach. This paper presents the ramp function, an innovative wavelet- based tool which detects and characterises ramp events in wind power time series. The underlying idea is to assess a continuous index related to the ramp intensity at each time step, which is obtained by considering large power output gradients evaluated under different time scales (up to typical ramp durations). The ramp function overcomes some of the drawbacks shown by the aforementioned binary classification and permits forecasters to easily reveal specific features of the ramp behaviour observed at a wind farm. As an example, the daily profile of the ramp-up and ramp-down intensities are obtained for the case of a wind farm located in Spain

  5. Assessment of Fluctuation Patterns Similarity in Temperature and Vapor Pressure Using Discrete Wavelet Transform

    Directory of Open Access Journals (Sweden)

    A. Araghi

    2014-12-01

    Full Text Available Period and trend are two main effective and important factors in hydro-climatological time series and because of this importance, different methods have been introduced and applied to study of them, until now. Most of these methods are statistical basis and they are classified in the non-parametric tests. Wavelet transform is a mathematical based powerful method which has been widely used in signal processing and time series analysis in recent years. In this research, trend and main periodic patterns similarity in temperature and vapor pressure has been studied in Babolsar, Tehran and Shahroud synoptic stations during 55 years period (from 1956 to 2010, using wavelet method and the sequential Mann-Kendall trend test. The results show that long term fluctuation patterns in temperature and vapor pressure have more correlations in the arid and semi-arid climates, as well as short term oscillation patterns in temperature and vapor pressure in the humid climates, and these dominant periods increase with the aridity of region.

  6. Wavelet analysis of hemispheroid flow separation toward understanding human vocal fold pathologies

    Science.gov (United States)

    Plesniak, Daniel H.; Carr, Ian A.; Bulusu, Kartik V.; Plesniak, Michael W.

    2014-11-01

    Physiological flows observed in human vocal fold pathologies, such as polyps and nodules, can be modeled by flow over a wall-mounted protuberance. The experimental investigation of flow separation over a surface-mounted hemispheroid was performed using particle image velocimetry (PIV) and measurements of surface pressure in a low-speed wind tunnel. This study builds on the hypothesis that the signatures of vortical structures associated with flow separation are imprinted on the surface pressure distributions. Wavelet decomposition methods in one- and two-dimensions were utilized to elucidate the flow behavior. First, a complex Gaussian wavelet was used for the reconstruction of surface pressure time series from static pressure measurements acquired from ports upstream, downstream, and on the surface of the hemispheroid. This was followed by the application of a novel continuous wavelet transform algorithm (PIVlet 1.2) using a 2D-Ricker wavelet for coherent structure detection on instantaneous PIV-data. The goal of this study is to correlate phase shifts in surface pressure with Strouhal numbers associated with the vortex shedding. Ultimately, the wavelet-based analytical framework will be aimed at addressing pulsatile flows. This material is based in part upon work supported by the National Science Foundation under Grant Number CBET-1236351, and GW Center for Biomimetics and Bioinspired Engineering (COBRE).

  7. Cryptocurrency price drivers: Wavelet coherence analysis revisited.

    Science.gov (United States)

    Phillips, Ross C; Gorse, Denise

    2018-01-01

    Cryptocurrencies have experienced recent surges in interest and price. It has been discovered that there are time intervals where cryptocurrency prices and certain online and social media factors appear related. In addition it has been noted that cryptocurrencies are prone to experience intervals of bubble-like price growth. The hypothesis investigated here is that relationships between online factors and price are dependent on market regime. In this paper, wavelet coherence is used to study co-movement between a cryptocurrency price and its related factors, for a number of examples. This is used alongside a well-known test for financial asset bubbles to explore whether relationships change dependent on regime. The primary finding of this work is that medium-term positive correlations between online factors and price strengthen significantly during bubble-like regimes of the price series; this explains why these relationships have previously been seen to appear and disappear over time. A secondary finding is that short-term relationships between the chosen factors and price appear to be caused by particular market events (such as hacks / security breaches), and are not consistent from one time interval to another in the effect of the factor upon the price. In addition, for the first time, wavelet coherence is used to explore the relationships between different cryptocurrencies.

  8. Modeling and Forecast Biological Oxygen Demand (BOD using Combination Support Vector Machine with Wavelet Transform

    Directory of Open Access Journals (Sweden)

    Abazar Solgi

    2017-06-01

    Full Text Available Introduction: Chemical pollution of surface water is one of the serious issues that threaten the quality of water. This would be more important when the surface waters used for human drinking supply. One of the key parameters used to measure water pollution is BOD. Because many variables affect the water quality parameters and a complex nonlinear relationship between them is established conventional methods can not solve the problem of quality management of water resources. For years, the Artificial Intelligence methods were used for prediction of nonlinear time series and a good performance of them has been reported. Recently, the wavelet transform that is a signal processing method, has shown good performance in hydrological modeling and is widely used. Extensive research has been globally provided in use of Artificial Neural Network and Adaptive Neural Fuzzy Inference System models to forecast the BOD. But support vector machine has not yet been extensively studied. For this purpose, in this study the ability of support vector machine to predict the monthly BOD parameter based on the available data, temperature, river flow, DO and BOD was evaluated. Materials and Methods: SVM was introduced in 1992 by Vapnik that was a Russian mathematician. This method has been built based on the statistical learning theory. In recent years the use of SVM, is highly taken into consideration. SVM was used in applications such as handwriting recognition, face recognition and has good results. Linear SVM is simplest type of SVM, consists of a hyperplane that dataset of positive and negative is separated with maximum distance. The suitable separator has maximum distance from every one of two dataset. So about this machine that its output groups label (here -1 to +1, the aim is to obtain the maximum distance between categories. This is interpreted to have a maximum margin. Wavelet transform is one of methods in the mathematical science that its main idea was

  9. Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis

    Directory of Open Access Journals (Sweden)

    Aasif Shah

    2015-06-01

    Full Text Available Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale analysis to investigate the co- movements between Indian and emerging Asian equity markets using wavelet correlation and wavelet coherence measures. It is reported that the Indian equity market is strongly integrated with Asian equity markets at lower frequency scales and relatively less blended at higher frequencies. On the other hand the results from cross correlations suggest that the lead-lag relationship becomes substantial as we turn to lower frequency scales and finally, wavelet coherence demonstrates that this correlation eventually grows strong in the interim of the crises period at lower frequency scales. Overall the findings are relevant and have strong policy and practical implications.

  10. Study of Railway Track Irregularity Standard Deviation Time Series Based on Data Mining and Linear Model

    Directory of Open Access Journals (Sweden)

    Jia Chaolong

    2013-01-01

    Full Text Available Good track geometry state ensures the safe operation of the railway passenger service and freight service. Railway transportation plays an important role in the Chinese economic and social development. This paper studies track irregularity standard deviation time series data and focuses on the characteristics and trend changes of track state by applying clustering analysis. Linear recursive model and linear-ARMA model based on wavelet decomposition reconstruction are proposed, and all they offer supports for the safe management of railway transportation.

  11. Fault diagnosis for temperature, flow rate and pressure sensors in VAV systems using wavelet neural network

    Energy Technology Data Exchange (ETDEWEB)

    Du, Zhimin; Jin, Xinqiao; Yang, Yunyu [School of Mechanical Engineering, Shanghai Jiao Tong University, 800, Dongchuan Road, Shanghai (China)

    2009-09-15

    Wavelet neural network, the integration of wavelet analysis and neural network, is presented to diagnose the faults of sensors including temperature, flow rate and pressure in variable air volume (VAV) systems to ensure well capacity of energy conservation. Wavelet analysis is used to process the original data collected from the building automation first. With three-level wavelet decomposition, the series of characteristic information representing various operation conditions of the system are obtained. In addition, neural network is developed to diagnose the source of the fault. To improve the diagnosis efficiency, three data groups based on several physical models or balances are classified and constructed. Using the data decomposed by three-level wavelet, the neural network can be well trained and series of convergent networks are obtained. Finally, the new measurements to diagnose are similarly processed by wavelet. And the well-trained convergent neural networks are used to identify the operation condition and isolate the source of the fault. (author)

  12. A comparative analysis of spectral exponent estimation techniques for 1/f(β) processes with applications to the analysis of stride interval time series.

    Science.gov (United States)

    Schaefer, Alexander; Brach, Jennifer S; Perera, Subashan; Sejdić, Ervin

    2014-01-30

    The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f)=1/f(β). The scaling exponent β is thus often interpreted as a "biomarker" of relative health and decline. This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. Copyright © 2013 Elsevier B.V. All rights reserved.

  13. A comparative analysis of spectral exponent estimation techniques for 1/fβ processes with applications to the analysis of stride interval time series

    Science.gov (United States)

    Schaefer, Alexander; Brach, Jennifer S.; Perera, Subashan; Sejdić, Ervin

    2013-01-01

    Background The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f) = 1/fβ. The scaling exponent β is thus often interpreted as a “biomarker” of relative health and decline. New Method This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. Results The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Comparison with Existing Methods: Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. Conclusions The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. PMID:24200509

  14. Detection of seismic phases by wavelet transform. Dependence of its performance on wavelet functions; Wavelet henkan ni yoru jishinha no iso kenshutsu. Wavelet ni yoru sai

    Energy Technology Data Exchange (ETDEWEB)

    Zeng, X; Yamazaki, K [Tokyo Gakugei University, Tokyo (Japan); Oguchi, Y [Hosei University, Tokyo (Japan)

    1997-10-22

    A study has been performed on wavelet analysis of seismic waves. In the wavelet analysis of seismic waves, there is a possibility that the results according to different wavelet functions may come out with great difference. The study has carried out the following analyses: an analysis of amplitude and phase using wavelet transform which uses wavelet function of Morlet on P- and S-waves generated by natural earthquakes and P-wave generated by an artificial earthquake, and an analysis using continuous wavelet transform, which uses a constitution of complex wavelet function constructed by a completely diagonal scaling function of Daubechies and the wavelet function. As a result, the following matters were made clear: the result of detection of abnormal components or discontinuity depends on the wavelet function; if the Morlet wavelet function is used to properly select angular frequency and scale, equiphase lines in a phase scalogram concentrate on the discontinuity; and the result of applying the complex wavelet function is superior to that of applying the wavelet function of Morlet. 2 refs., 5 figs.

  15. A Sequential, Implicit, Wavelet-Based Solver for Multi-Scale Time-Dependent Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Donald A. McLaren

    2013-04-01

    Full Text Available This paper describes and tests a wavelet-based implicit numerical method for solving partial differential equations. Intended for problems with localized small-scale interactions, the method exploits the form of the wavelet decomposition to divide the implicit system created by the time-discretization into multiple smaller systems that can be solved sequentially. Included is a test on a basic non-linear problem, with both the results of the test, and the time required to calculate them, compared with control results based on a single system with fine resolution. The method is then tested on a non-trivial problem, its computational time and accuracy checked against control results. In both tests, it was found that the method requires less computational expense than the control. Furthermore, the method showed convergence towards the fine resolution control results.

  16. Analysis of transient signals by Wavelet transform

    International Nuclear Information System (INIS)

    Penha, Rosani Libardi da; Silva, Aucyone A. da; Ting, Daniel K.S.; Oliveira Neto, Jose Messias de

    2000-01-01

    The objective of this work is to apply the Wavelet Transform in transient signals. The Wavelet technique can outline the short time events that are not easily detected using traditional techniques. In this work, the Wavelet Transform is compared with Fourier Transform, by using simulated data and rotor rig data. This data contain known transients. The wavelet could follow all the transients, what do not happen to the Fourier techniques. (author)

  17. Wavelet analysis

    CERN Document Server

    Cheng, Lizhi; Luo, Yong; Chen, Bo

    2014-01-01

    This book could be divided into two parts i.e. fundamental wavelet transform theory and method and some important applications of wavelet transform. In the first part, as preliminary knowledge, the Fourier analysis, inner product space, the characteristics of Haar functions, and concepts of multi-resolution analysis, are introduced followed by a description on how to construct wavelet functions both multi-band and multi wavelets, and finally introduces the design of integer wavelets via lifting schemes and its application to integer transform algorithm. In the second part, many applications are discussed in the field of image and signal processing by introducing other wavelet variants such as complex wavelets, ridgelets, and curvelets. Important application examples include image compression, image denoising/restoration, image enhancement, digital watermarking, numerical solution of partial differential equations, and solving ill-conditioned Toeplitz system. The book is intended for senior undergraduate stude...

  18. Application of Improved Wavelet Thresholding Function in Image Denoising Processing

    Directory of Open Access Journals (Sweden)

    Hong Qi Zhang

    2014-07-01

    Full Text Available Wavelet analysis is a time – frequency analysis method, time-frequency localization problems are well solved, this paper analyzes the basic principles of the wavelet transform and the relationship between the signal singularity Lipschitz exponent and the local maxima of the wavelet transform coefficients mold, the principles of wavelet transform in image denoising are analyzed, the disadvantages of traditional wavelet thresholding function are studied, wavelet threshold function, the discontinuity of hard threshold and constant deviation of soft threshold are improved, image is denoised through using the improved threshold function.

  19. Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function

    Directory of Open Access Journals (Sweden)

    Christofer Toumazou

    2013-07-01

    Full Text Available A novel noise filtering algorithm based on averaging Intrinsic Mode Function (aIMF, which is a derivation of Empirical Mode Decomposition (EMD, is proposed to remove white-Gaussian noise of foreign currency exchange rates that are nonlinear nonstationary times series signals. Noise patterns with different amplitudes and frequencies were randomly mixed into the five exchange rates. A number of filters, namely; Extended Kalman Filter (EKF, Wavelet Transform (WT, Particle Filter (PF and the averaging Intrinsic Mode Function (aIMF algorithm were used to compare filtering and smoothing performance. The aIMF algorithm demonstrated high noise reduction among the performance of these filters.

  20. Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series

    Science.gov (United States)

    Ghosh, Sayantan; Manimaran, P.; Panigrahi, Prasanta K.

    2011-11-01

    We make use of wavelet transform to study the multi-scale, self-similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal characteristics, with some of the companies showing deviations at small and large scales. The fact that, the wavelets belonging to the Daubechies’ (Db) basis enables one to isolate local polynomial trends of different degrees, plays the key role in isolating fluctuations at different scales. One of the primary motivations of this work is to study the emergence of the k-3 behavior [X. Gabaix, P. Gopikrishnan, V. Plerou, H. Stanley, A theory of power law distributions in financial market fluctuations, Nature 423 (2003) 267-270] of the fluctuations starting with high frequency fluctuations. We make use of Db4 and Db6 basis sets to respectively isolate local linear and quadratic trends at different scales in order to study the statistical characteristics of these financial time series. The fluctuations reveal fat tail non-Gaussian behavior, unstable periodic modulations, at finer scales, from which the characteristic k-3 power law behavior emerges at sufficiently large scales. We further identify stable periodic behavior through the continuous Morlet wavelet.

  1. Wavelet frames and their duals

    DEFF Research Database (Denmark)

    Lemvig, Jakob

    2008-01-01

    frames with good time localization and other attractive properties. Furthermore, the dual wavelet frames are constructed in such a way that we are guaranteed that both frames will have the same desirable features. The construction procedure works for any real, expansive dilation. A quasi-affine system....... The signals are then represented by linear combinations of the building blocks with coefficients found by an associated frame, called a dual frame. A wavelet frame is a frame where the building blocks are stretched (dilated) and translated versions of a single function; such a frame is said to have wavelet...... structure. The dilation of the wavelet building blocks in higher dimension is done via a square matrix which is usually taken to be integer valued. In this thesis we step away from the "usual" integer, expansive dilation and consider more general, expansive dilations. In most applications of wavelet frames...

  2. Big data extraction with adaptive wavelet analysis (Presentation Video)

    Science.gov (United States)

    Qu, Hongya; Chen, Genda; Ni, Yiqing

    2015-04-01

    Nondestructive evaluation and sensing technology have been increasingly applied to characterize material properties and detect local damage in structures. More often than not, they generate images or data strings that are difficult to see any physical features without novel data extraction techniques. In the literature, popular data analysis techniques include Short-time Fourier Transform, Wavelet Transform, and Hilbert Transform for time efficiency and adaptive recognition. In this study, a new data analysis technique is proposed and developed by introducing an adaptive central frequency of the continuous Morlet wavelet transform so that both high frequency and time resolution can be maintained in a time-frequency window of interest. The new analysis technique is referred to as Adaptive Wavelet Analysis (AWA). This paper will be organized in several sections. In the first section, finite time-frequency resolution limitations in the traditional wavelet transform are introduced. Such limitations would greatly distort the transformed signals with a significant frequency variation with time. In the second section, Short Time Wavelet Transform (STWT), similar to Short Time Fourier Transform (STFT), is defined and developed to overcome such shortcoming of the traditional wavelet transform. In the third section, by utilizing the STWT and a time-variant central frequency of the Morlet wavelet, AWA can adapt the time-frequency resolution requirement to the signal variation over time. Finally, the advantage of the proposed AWA is demonstrated in Section 4 with a ground penetrating radar (GPR) image from a bridge deck, an analytical chirp signal with a large range sinusoidal frequency change over time, the train-induced acceleration responses of the Tsing-Ma Suspension Bridge in Hong Kong, China. The performance of the proposed AWA will be compared with the STFT and traditional wavelet transform.

  3. Wavelet entropy characterization of elevated intracranial pressure.

    Science.gov (United States)

    Xu, Peng; Scalzo, Fabien; Bergsneider, Marvin; Vespa, Paul; Chad, Miller; Hu, Xiao

    2008-01-01

    Intracranial Hypertension (ICH) often occurs for those patients with traumatic brain injury (TBI), stroke, tumor, etc. Pathology of ICH is still controversial. In this work, we used wavelet entropy and relative wavelet entropy to study the difference existed between normal and hypertension states of ICP for the first time. The wavelet entropy revealed the similar findings as the approximation entropy that entropy during ICH state is smaller than that in normal state. Moreover, with wavelet entropy, we can see that ICH state has the more focused energy in the low wavelet frequency band (0-3.1 Hz) than the normal state. The relative wavelet entropy shows that the energy distribution in the wavelet bands between these two states is actually different. Based on these results, we suggest that ICH may be formed by the re-allocation of oscillation energy within brain.

  4. The use of compressive sensing and peak detection in the reconstruction of microtubules length time series in the process of dynamic instability.

    Science.gov (United States)

    Mahrooghy, Majid; Yarahmadian, Shantia; Menon, Vineetha; Rezania, Vahid; Tuszynski, Jack A

    2015-10-01

    Microtubules (MTs) are intra-cellular cylindrical protein filaments. They exhibit a unique phenomenon of stochastic growth and shrinkage, called dynamic instability. In this paper, we introduce a theoretical framework for applying Compressive Sensing (CS) to the sampled data of the microtubule length in the process of dynamic instability. To reduce data density and reconstruct the original signal with relatively low sampling rates, we have applied CS to experimental MT lament length time series modeled as a Dichotomous Markov Noise (DMN). The results show that using CS along with the wavelet transform significantly reduces the recovery errors comparing in the absence of wavelet transform, especially in the low and the medium sampling rates. In a sampling rate ranging from 0.2 to 0.5, the Root-Mean-Squared Error (RMSE) decreases by approximately 3 times and between 0.5 and 1, RMSE is small. We also apply a peak detection technique to the wavelet coefficients to detect and closely approximate the growth and shrinkage of MTs for computing the essential dynamic instability parameters, i.e., transition frequencies and specially growth and shrinkage rates. The results show that using compressed sensing along with the peak detection technique and wavelet transform in sampling rates reduces the recovery errors for the parameters. Copyright © 2015 Elsevier Ltd. All rights reserved.

  5. The influence of biomass energy consumption on CO2 emissions: a wavelet coherence approach.

    Science.gov (United States)

    Bilgili, Faik; Öztürk, İlhan; Koçak, Emrah; Bulut, Ümit; Pamuk, Yalçın; Muğaloğlu, Erhan; Bağlıtaş, Hayriye H

    2016-10-01

    In terms of today, one may argue, throughout observations from energy literature papers, that (i) one of the main contributors of the global warming is carbon dioxide emissions, (ii) the fossil fuel energy usage greatly contributes to the carbon dioxide emissions, and (iii) the simulations from energy models attract the attention of policy makers to renewable energy as alternative energy source to mitigate the carbon dioxide emissions. Although there appears to be intensive renewable energy works in the related literature regarding renewables' efficiency/impact on environmental quality, a researcher might still need to follow further studies to review the significance of renewables in the environment since (i) the existing seminal papers employ time series models and/or panel data models or some other statistical observation to detect the role of renewables in the environment and (ii) existing papers consider mostly aggregated renewable energy source rather than examining the major component(s) of aggregated renewables. This paper attempted to examine clearly the impact of biomass on carbon dioxide emissions in detail through time series and frequency analyses. Hence, the paper follows wavelet coherence analyses. The data covers the US monthly observations ranging from 1984:1 to 2015 for the variables of total energy carbon dioxide emissions, biomass energy consumption, coal consumption, petroleum consumption, and natural gas consumption. The paper thus, throughout wavelet coherence and wavelet partial coherence analyses, observes frequency properties as well as time series properties of relevant variables to reveal the possible significant influence of biomass usage on the emissions in the USA in both the short-term and the long-term cycles. The paper also reveals, finally, that the biomass consumption mitigates CO2 emissions in the long run cycles after the year 2005 in the USA.

  6. Selection of the wavelet function for the frequencies estimation; Seleccion de la funcion wavelet para la estimacion de frecuencias

    Energy Technology Data Exchange (ETDEWEB)

    Garcia R, A. [ININ, Carretera Mexico-Toluca S/N, 52750 La Marquesa, Ocoyoacac, Estado de Mexico (Mexico)]. e-mail: ramador@nuclear.inin.mx

    2007-07-01

    At the moment the signals are used to diagnose the state of the systems, by means of the extraction of their more important characteristics such as the frequencies, tendencies, changes and temporary evolutions. This characteristics are detected by means of diverse analysis techniques, as Autoregressive methods, Fourier Transformation, Fourier transformation in short time, Wavelet transformation, among others. The present work uses the one Wavelet transformation because it allows to analyze stationary, quasi-stationary and transitory signals in the time-frequency plane. It also describes a methodology to select the scales and the Wavelet function to be applied the one Wavelet transformation with the objective of detecting to the dominant system frequencies. (Author)

  7. Creating wavelet-based models for real-time synthesis of perceptually convincing environmental sounds

    Science.gov (United States)

    Miner, Nadine Elizabeth

    1998-09-01

    This dissertation presents a new wavelet-based method for synthesizing perceptually convincing, dynamic sounds using parameterized sound models. The sound synthesis method is applicable to a variety of applications including Virtual Reality (VR), multi-media, entertainment, and the World Wide Web (WWW). A unique contribution of this research is the modeling of the stochastic, or non-pitched, sound components. This stochastic-based modeling approach leads to perceptually compelling sound synthesis. Two preliminary studies conducted provide data on multi-sensory interaction and audio-visual synchronization timing. These results contributed to the design of the new sound synthesis method. The method uses a four-phase development process, including analysis, parameterization, synthesis and validation, to create the wavelet-based sound models. A patent is pending for this dynamic sound synthesis method, which provides perceptually-realistic, real-time sound generation. This dissertation also presents a battery of perceptual experiments developed to verify the sound synthesis results. These experiments are applicable for validation of any sound synthesis technique.

  8. Evaluation of statistical methods for quantifying fractal scaling in water-quality time series with irregular sampling

    Science.gov (United States)

    Zhang, Qian; Harman, Ciaran J.; Kirchner, James W.

    2018-02-01

    River water-quality time series often exhibit fractal scaling, which here refers to autocorrelation that decays as a power law over some range of scales. Fractal scaling presents challenges to the identification of deterministic trends because (1) fractal scaling has the potential to lead to false inference about the statistical significance of trends and (2) the abundance of irregularly spaced data in water-quality monitoring networks complicates efforts to quantify fractal scaling. Traditional methods for estimating fractal scaling - in the form of spectral slope (β) or other equivalent scaling parameters (e.g., Hurst exponent) - are generally inapplicable to irregularly sampled data. Here we consider two types of estimation approaches for irregularly sampled data and evaluate their performance using synthetic time series. These time series were generated such that (1) they exhibit a wide range of prescribed fractal scaling behaviors, ranging from white noise (β = 0) to Brown noise (β = 2) and (2) their sampling gap intervals mimic the sampling irregularity (as quantified by both the skewness and mean of gap-interval lengths) in real water-quality data. The results suggest that none of the existing methods fully account for the effects of sampling irregularity on β estimation. First, the results illustrate the danger of using interpolation for gap filling when examining autocorrelation, as the interpolation methods consistently underestimate or overestimate β under a wide range of prescribed β values and gap distributions. Second, the widely used Lomb-Scargle spectral method also consistently underestimates β. A previously published modified form, using only the lowest 5 % of the frequencies for spectral slope estimation, has very poor precision, although the overall bias is small. Third, a recent wavelet-based method, coupled with an aliasing filter, generally has the smallest bias and root-mean-squared error among all methods for a wide range of

  9. Decay ratio studies in BWR and PWR using wavelet

    International Nuclear Information System (INIS)

    Ciftcioglu, Oe.

    1996-10-01

    The on-line stability of BWR and PWR is studied using the neutron noise signals as the fluctuations reflect the dynamic characteristics of the reactor. Using appropriate signal modeling for time domain analysis of noise signals, the stability parameters can be directly obtained from the system impulse response. Here in particular for BWR, an important stability parameter is the decay ratio (DR) of the impulse response. The time series analysis involves the autoregressive modeling of the neutron detector signal. The DR determination is strongly effected by the low frequency behaviour since the transfer function characteristic tends to be a third order system rather than a second order system for a BWR. In a PWR low frequency behaviour is modified by the Boron concentration. As a result of these phenomena there are difficulties in the consistent determination of the DR oscillations. The enhancement of the consistency of this DR estimation is obtained by wavelet transform using actual power plant data from BWR and PWR. A comparative study of the Restimation with and without wavelets are presented. (orig.)

  10. Multi-Level Wavelet Shannon Entropy-Based Method for Single-Sensor Fault Location

    Directory of Open Access Journals (Sweden)

    Qiaoning Yang

    2015-10-01

    Full Text Available In actual application, sensors are prone to failure because of harsh environments, battery drain, and sensor aging. Sensor fault location is an important step for follow-up sensor fault detection. In this paper, two new multi-level wavelet Shannon entropies (multi-level wavelet time Shannon entropy and multi-level wavelet time-energy Shannon entropy are defined. They take full advantage of sensor fault frequency distribution and energy distribution across multi-subband in wavelet domain. Based on the multi-level wavelet Shannon entropy, a method is proposed for single sensor fault location. The method firstly uses a criterion of maximum energy-to-Shannon entropy ratio to select the appropriate wavelet base for signal analysis. Then multi-level wavelet time Shannon entropy and multi-level wavelet time-energy Shannon entropy are used to locate the fault. The method is validated using practical chemical gas concentration data from a gas sensor array. Compared with wavelet time Shannon entropy and wavelet energy Shannon entropy, the experimental results demonstrate that the proposed method can achieve accurate location of a single sensor fault and has good anti-noise ability. The proposed method is feasible and effective for single-sensor fault location.

  11. Wavelet decomposition and neuro-fuzzy hybrid system applied to short-term wind power

    Energy Technology Data Exchange (ETDEWEB)

    Fernandez-Jimenez, L.A.; Mendoza-Villena, M. [La Rioja Univ., Logrono (Spain). Dept. of Electrical Engineering; Ramirez-Rosado, I.J.; Abebe, B. [Zaragoza Univ., Zaragoza (Spain). Dept. of Electrical Engineering

    2010-03-09

    Wind energy has become increasingly popular as a renewable energy source. However, the integration of wind farms in the electrical power systems presents several problems, including the chaotic fluctuation of wind flow which results in highly varied power generation from a wind farm. An accurate forecast of wind power generation has important consequences in the economic operation of the integrated power system. This paper presented a new statistical short-term wind power forecasting model based on wavelet decomposition and neuro-fuzzy systems optimized with a genetic algorithm. The paper discussed wavelet decomposition; the proposed wind power forecasting model; and computer results. The original time series, the mean electric power generated in a wind farm, was decomposing into wavelet coefficients that were utilized as inputs for the forecasting model. The forecasting results obtained with the final models were compared to those obtained with traditional forecasting models showing a better performance for all the forecasting horizons. 13 refs., 1 tab., 4 figs.

  12. Wavelet transforms as solutions of partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Zweig, G.

    1997-10-01

    This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuous wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.

  13. Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis

    Science.gov (United States)

    Shabri, Ani; Samsudin, Ruhaidah

    2014-01-01

    Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA) is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO) is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI), has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series. PMID:24895666

  14. Crude oil price forecasting based on hybridizing wavelet multiple linear regression model, particle swarm optimization techniques, and principal component analysis.

    Science.gov (United States)

    Shabri, Ani; Samsudin, Ruhaidah

    2014-01-01

    Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA) is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO) is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI), has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series.

  15. Detecting microcalcifications in digital mammogram using wavelets

    International Nuclear Information System (INIS)

    Yang Jucheng; Park Dongsun

    2004-01-01

    Breast cancer is still one of main mortality causes in women, but the early detection can increase the chance of cure. Microcalcifications are small size structures, which can indicate the presence of cancer since they are often associated to the most different types of breast tumors. However, they very small size and the X-ray systems limitations lead to constraints to the adequate visualization of such structures, which means that the microcalcifications can be missed many times in mammogram visual examination. In addition, the human eyes are not able to distinguish minimal tonality differences, which can be another constraint when mammogram image presents poor contrast between microcalcifications and the tissues around them. Computer-aided diagnosis (CAD) schemes are being developed in order to increase the probabilities of early detection. To enhance and detect the microcalcifications in the mammograms we use the wavelets transform. From a signal processing point of view, microcalcifications are high frequency components in mammograms. Due to the multi-resolution decomposition capacity of the wavelet transform, we can decompose the image into different resolution levels which sensitive to different frequency bands. By choosing an appropriate wavelet and a right resolution level, we can effectively enhance and detect the microcalcifications in digital mammogram. In this work, we describe a new four-step method for the detection of microcalcifications: segmentation, wavelets transform processing, labeling and post-processing. The segmentation step is to split the breast area into 256x256 segments. For each segmented sub-image, wavelet transform is operated on it. For comparing study wavelet transform method, 4 typical family wavelets and 4 decomposing levels is discussed. We choose four family wavelets for detecting microcalcifications, that is, Daubechies, Biothgonai, Coieflets and Symlets wavelets, for simply, bd4, bior3.7, coif3, sym2 are chosen as the

  16. Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets

    Science.gov (United States)

    Ferrer, Román; Jammazi, Rania; Bolós, Vicente J.; Benítez, Rafael

    2018-02-01

    This paper examines the interactions between the main U.S. financial stress indices and several measures of economic activity in the time-frequency domain using a number of continuous cross-wavelet tools, including the usual wavelet squared coherence and phase difference as well as two new summary wavelet-based measures. The empirical results show that the relationship between financial stress and the U.S. real economy varies considerably over time and depending on the time horizon considered. A significant adverse effect of financial stress on U.S. economic activity is observed since the onset of the subprime mortgage crisis in the summer of 2007, indicating that the impact of financial market stress on the real economy is particularly severe during periods of major financial turmoil. Furthermore, the significant linkage between financial stress and the economic environment is mostly concentrated at time horizons from one to four years, demonstrating that the effect of financial stress on economic activity is especially visible in the long-run.

  17. A Comparative Study on Optimal Structural Dynamics Using Wavelet Functions

    Directory of Open Access Journals (Sweden)

    Seyed Hossein Mahdavi

    2015-01-01

    Full Text Available Wavelet solution techniques have become the focus of interest among researchers in different disciplines of science and technology. In this paper, implementation of two different wavelet basis functions has been comparatively considered for dynamic analysis of structures. For this aim, computational technique is developed by using free scale of simple Haar wavelet, initially. Later, complex and continuous Chebyshev wavelet basis functions are presented to improve the time history analysis of structures. Free-scaled Chebyshev coefficient matrix and operation of integration are derived to directly approximate displacements of the corresponding system. In addition, stability of responses has been investigated for the proposed algorithm of discrete Haar wavelet compared against continuous Chebyshev wavelet. To demonstrate the validity of the wavelet-based algorithms, aforesaid schemes have been extended to the linear and nonlinear structural dynamics. The effectiveness of free-scaled Chebyshev wavelet has been compared with simple Haar wavelet and two common integration methods. It is deduced that either indirect method proposed for discrete Haar wavelet or direct approach for continuous Chebyshev wavelet is unconditionally stable. Finally, it is concluded that numerical solution is highly benefited by the least computation time involved and high accuracy of response, particularly using low scale of complex Chebyshev wavelet.

  18. Acoustic emission source location in plates using wavelet analysis and cross time frequency spectrum.

    Science.gov (United States)

    Mostafapour, A; Davoodi, S; Ghareaghaji, M

    2014-12-01

    In this study, the theories of wavelet transform and cross-time frequency spectrum (CTFS) are used to locate AE source with frequency-varying wave velocity in plate-type structures. A rectangular array of four sensors is installed on the plate. When an impact is generated by an artificial AE source such as Hsu-Nielsen method of pencil lead breaking (PLB) at any position of the plate, the AE signals will be detected by four sensors at different times. By wavelet packet decomposition, a packet of signals with frequency range of 0.125-0.25MHz is selected. The CTFS is calculated by the short-time Fourier transform of the cross-correlation between considered packets captured by AE sensors. The time delay is calculated when the CTFS reaches the maximum value and the corresponding frequency is extracted per this maximum value. The resulting frequency is used to calculate the group velocity of wave velocity in combination with dispersive curve. The resulted locating error shows the high precision of proposed algorithm. Copyright © 2014 Elsevier B.V. All rights reserved.

  19. Wavelet analysis of frequency chaos game signal: a time-frequency signature of the C. elegans DNA.

    Science.gov (United States)

    Messaoudi, Imen; Oueslati, Afef Elloumi; Lachiri, Zied

    2014-12-01

    Challenging tasks are encountered in the field of bioinformatics. The choice of the genomic sequence's mapping technique is one the most fastidious tasks. It shows that a judicious choice would serve in examining periodic patterns distribution that concord with the underlying structure of genomes. Despite that, searching for a coding technique that can highlight all the information contained in the DNA has not yet attracted the attention it deserves. In this paper, we propose a new mapping technique based on the chaos game theory that we call the frequency chaos game signal (FCGS). The particularity of the FCGS coding resides in exploiting the statistical properties of the genomic sequence itself. This may reflect important structural and organizational features of DNA. To prove the usefulness of the FCGS approach in the detection of different local periodic patterns, we use the wavelet analysis because it provides access to information that can be obscured by other time-frequency methods such as the Fourier analysis. Thus, we apply the continuous wavelet transform (CWT) with the complex Morlet wavelet as a mother wavelet function. Scalograms that relate to the organism Caenorhabditis elegans (C. elegans) exhibit a multitude of periodic organization of specific DNA sequences.

  20. River flow prediction using hybrid models of support vector regression with the wavelet transform, singular spectrum analysis and chaotic approach

    Science.gov (United States)

    Baydaroğlu, Özlem; Koçak, Kasım; Duran, Kemal

    2018-06-01

    Prediction of water amount that will enter the reservoirs in the following month is of vital importance especially for semi-arid countries like Turkey. Climate projections emphasize that water scarcity will be one of the serious problems in the future. This study presents a methodology for predicting river flow for the subsequent month based on the time series of observed monthly river flow with hybrid models of support vector regression (SVR). Monthly river flow over the period 1940-2012 observed for the Kızılırmak River in Turkey has been used for training the method, which then has been applied for predictions over a period of 3 years. SVR is a specific implementation of support vector machines (SVMs), which transforms the observed input data time series into a high-dimensional feature space (input matrix) by way of a kernel function and performs a linear regression in this space. SVR requires a special input matrix. The input matrix was produced by wavelet transforms (WT), singular spectrum analysis (SSA), and a chaotic approach (CA) applied to the input time series. WT convolutes the original time series into a series of wavelets, and SSA decomposes the time series into a trend, an oscillatory and a noise component by singular value decomposition. CA uses a phase space formed by trajectories, which represent the dynamics producing the time series. These three methods for producing the input matrix for the SVR proved successful, while the SVR-WT combination resulted in the highest coefficient of determination and the lowest mean absolute error.

  1. Multifractals embedded in short time series: An unbiased estimation of probability moment

    Science.gov (United States)

    Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

    2016-12-01

    An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

  2. Time-frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes

    Science.gov (United States)

    Abid, Fathi; Kaffel, Bilel

    2018-01-01

    Understanding the interrelationships of the global macro assets is crucial for global macro investing. This paper investigates the local variance and the interconnection between the stock, gold, oil, Forex and the implied volatility markets in the time/frequency domains using the wavelet methodology, including the wavelet power spectrum, the wavelet squared coherence and phase difference, the wavelet multiple correlation and cross-correlation. The univariate analysis reveals that, in some crisis periods, underlying asset markets present the same pattern in terms of the wavelet power spectrum indicating high volatility for the medium scale, and that for the other market stress periods, volatility behaves differently. Moreover, unlike the underlying asset markets, the implied volatility markets are characterized by high power regions across the entire period, even in the absence of economic events. Bivariate results show a bidirectional relationship between the underlying assets and their corresponding implied volatility indexes, and a steady co-movement between the stock index and its corresponding fear index. Multiple correlation analysis indicates a strong correlation between markets at high scales with evidence of a nearly perfect integration for a period longer than a year. In addition, the hedging strategies based on the volatility index lead to an increase in portfolio correlation. On the other hand, the results from multiple cross-correlations reveal that the lead-lag effect starts from the medium scale and that the VIX (stock market volatility index) index is the potential leader or follower of the other markets.

  3. Numerical shaping of the ultrasonic wavelet

    International Nuclear Information System (INIS)

    Bonis, M.

    1991-01-01

    Improving the performance and the quality of ultrasonic testing requires the numerical control of the shape of the driving signal applied to the piezoelectric transducer. This allows precise shaping of the ultrasonic field wavelet and corrections for the physical defects of the transducer, which are mainly due to the damper or the lens. It also does away with the need for an accurate electric matching. It then becomes feasible to characterize, a priori, the ultrasonic wavelet by means of temporal and/or spectral specifications and to use, subsequently, an adaptative algorithm to calculate the corresponding driving wavelet. Moreover, the versatility resulting from the numerical control of this wavelet allows it to be changed in real time during a test

  4. Wavelet-Based Methodology for Evolutionary Spectra Estimation of Nonstationary Typhoon Processes

    Directory of Open Access Journals (Sweden)

    Guang-Dong Zhou

    2015-01-01

    Full Text Available Closed-form expressions are proposed to estimate the evolutionary power spectral density (EPSD of nonstationary typhoon processes by employing the wavelet transform. Relying on the definition of the EPSD and the concept of the wavelet transform, wavelet coefficients of a nonstationary typhoon process at a certain time instant are interpreted as the Fourier transform of a new nonstationary oscillatory process, whose modulating function is equal to the modulating function of the nonstationary typhoon process multiplied by the wavelet function in time domain. Then, the EPSD of nonstationary typhoon processes is deduced in a closed form and is formulated as a weighted sum of the squared moduli of time-dependent wavelet functions. The weighted coefficients are frequency-dependent functions defined by the wavelet coefficients of the nonstationary typhoon process and the overlapping area of two shifted wavelets. Compared with the EPSD, defined by a sum of the squared moduli of the wavelets in frequency domain in literature, this paper provides an EPSD estimation method in time domain. The theoretical results are verified by uniformly modulated nonstationary typhoon processes and non-uniformly modulated nonstationary typhoon processes.

  5. Some applications of wavelets to physics

    International Nuclear Information System (INIS)

    Thompson, C.R.

    1992-01-01

    A thorough description of a fast wavelet transform algorithm (FWT) and its inverse (IFWT) are given. The effects of noise in the wavelet transform are studied, in particular the effects on signal reconstruction. A model for additive white noise on the coefficients is presented along with two methods that can help to suppress the effects of noise corruption of the signal. Problems of improper sampling are studied, including the propagation of uncertainty through the FWT and IFWT. Interpolation techniques and data compression are also studied. The FWT and IFWT are generalized for analysis of two dimensional images. Methods for edge detection are discussed as well as contrast improvement and data compression. Finally, wavelets are applied to electromagnetic wave propagation problems. Formulas relating the wavelet and Fourier transforms are given, and expansions of time-dependent electromagnetic fields using both fixed and moving wavelet bases are studied

  6. An efficient computer based wavelets approximation method to solve Fuzzy boundary value differential equations

    Science.gov (United States)

    Alam Khan, Najeeb; Razzaq, Oyoon Abdul

    2016-03-01

    In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.

  7. Speleothem stable isotope records for east-central Europe: resampling sedimentary proxy records to obtain evenly spaced time series with spectral guidance

    Science.gov (United States)

    Gábor Hatvani, István; Kern, Zoltán; Leél-Őssy, Szabolcs; Demény, Attila

    2018-01-01

    Uneven spacing is a common feature of sedimentary paleoclimate records, in many cases causing difficulties in the application of classical statistical and time series methods. Although special statistical tools do exist to assess unevenly spaced data directly, the transformation of such data into a temporally equidistant time series which may then be examined using commonly employed statistical tools remains, however, an unachieved goal. The present paper, therefore, introduces an approach to obtain evenly spaced time series (using cubic spline fitting) from unevenly spaced speleothem records with the application of a spectral guidance to avoid the spectral bias caused by interpolation and retain the original spectral characteristics of the data. The methodology was applied to stable carbon and oxygen isotope records derived from two stalagmites from the Baradla Cave (NE Hungary) dating back to the late 18th century. To show the benefit of the equally spaced records to climate studies, their coherence with climate parameters is explored using wavelet transform coherence and discussed. The obtained equally spaced time series are available at PANGAEA.875917" target="_blank">https://doi.org/10.1594/PANGAEA.875917.

  8. A study of biorthogonal multiple vector-valued wavelets

    International Nuclear Information System (INIS)

    Han Jincang; Cheng Zhengxing; Chen Qingjiang

    2009-01-01

    The notion of vector-valued multiresolution analysis is introduced and the concept of biorthogonal multiple vector-valued wavelets which are wavelets for vector fields, is introduced. It is proved that, like in the scalar and multiwavelet case, the existence of a pair of biorthogonal multiple vector-valued scaling functions guarantees the existence of a pair of biorthogonal multiple vector-valued wavelet functions. An algorithm for constructing a class of compactly supported biorthogonal multiple vector-valued wavelets is presented. Their properties are investigated by means of operator theory and algebra theory and time-frequency analysis method. Several biorthogonality formulas regarding these wavelet packets are obtained.

  9. Quantum dynamics and electronic spectroscopy within the framework of wavelets

    International Nuclear Information System (INIS)

    Toutounji, Mohamad

    2013-01-01

    This paper serves as a first-time report on formulating important aspects of electronic spectroscopy and quantum dynamics in condensed harmonic systems using the framework of wavelets, and a stepping stone to our future work on developing anharmonic wavelets. The Morlet wavelet is taken to be the mother wavelet for the initial state of the system of interest. This work reports daughter wavelets that may be used to study spectroscopy and dynamics of harmonic systems. These wavelets are shown to arise naturally upon optical electronic transition of the system of interest. Natural birth of basis (daughter) wavelets emerging on exciting an electronic two-level system coupled, both linearly and quadratically, to harmonic phonons is discussed. It is shown that this takes place through using the unitary dilation and translation operators, which happen to be part of the time evolution operator of the final electronic state. The corresponding optical autocorrelation function and linear absorption spectra are calculated to test the applicability and correctness of the herein results. The link between basis wavelets and the Liouville space generating function is established. An anharmonic mother wavelet is also proposed in the case of anharmonic electron–phonon coupling. A brief description of deriving anharmonic wavelets and the corresponding anharmonic Liouville space generating function is explored. In conclusion, a mother wavelet (be it harmonic or anharmonic) which accounts for Duschinsky mixing is suggested. (paper)

  10. Research of generalized wavelet transformations of Haar correctness in remote sensing of the Earth

    Science.gov (United States)

    Kazaryan, Maretta; Shakhramanyan, Mihail; Nedkov, Roumen; Richter, Andrey; Borisova, Denitsa; Stankova, Nataliya; Ivanova, Iva; Zaharinova, Mariana

    2017-10-01

    In this paper, Haar's generalized wavelet functions are applied to the problem of ecological monitoring by the method of remote sensing of the Earth. We study generalized Haar wavelet series and suggest the use of Tikhonov's regularization method for investigating them for correctness. In the solution of this problem, an important role is played by classes of functions that were introduced and described in detail by I.M. Sobol for studying multidimensional quadrature formulas and it contains functions with rapidly convergent series of wavelet Haar. A theorem on the stability and uniform convergence of the regularized summation function of the generalized wavelet-Haar series of a function from this class with approximate coefficients is proved. The article also examines the problem of using orthogonal transformations in Earth remote sensing technologies for environmental monitoring. Remote sensing of the Earth allows to receive from spacecrafts information of medium, high spatial resolution and to conduct hyperspectral measurements. Spacecrafts have tens or hundreds of spectral channels. To process the images, the device of discrete orthogonal transforms, and namely, wavelet transforms, was used. The aim of the work is to apply the regularization method in one of the problems associated with remote sensing of the Earth and subsequently to process the satellite images through discrete orthogonal transformations, in particular, generalized Haar wavelet transforms. General methods of research. In this paper, Tikhonov's regularization method, the elements of mathematical analysis, the theory of discrete orthogonal transformations, and methods for decoding of satellite images are used. Scientific novelty. The task of processing of archival satellite snapshots (images), in particular, signal filtering, was investigated from the point of view of an incorrectly posed problem. The regularization parameters for discrete orthogonal transformations were determined.

  11. Wavelet-based linear-response time-dependent density-functional theory

    International Nuclear Information System (INIS)

    Natarajan, Bhaarathi; Genovese, Luigi; Casida, Mark E.; Deutsch, Thierry; Burchak, Olga N.

    2012-01-01

    Highlights: ► We has been implemented LR-TD-DFT in the pseudopotential wavelet-based program. ► We have compared the results against all-electron Gaussian-type program. ► Orbital energies converges significantly faster for BigDFT than for DEMON2K. ► We report the X-ray crystal structure of the small organic molecule flugi6. ► Measured and calculated absorption spectrum of flugi6 is also reported. - Abstract: Linear-response time-dependent (TD) density-functional theory (DFT) has been implemented in the pseudopotential wavelet-based electronic structure program BIGDFT and results are compared against those obtained with the all-electron Gaussian-type orbital program DEMON2K for the calculation of electronic absorption spectra of N 2 using the TD local density approximation (LDA). The two programs give comparable excitation energies and absorption spectra once suitably extensive basis sets are used. Convergence of LDA density orbitals and orbital energies to the basis-set limit is significantly faster for BIGDFT than for DEMON2K. However the number of virtual orbitals used in TD-DFT calculations is a parameter in BIGDFT, while all virtual orbitals are included in TD-DFT calculations in DEMON2K. As a reality check, we report the X-ray crystal structure and the measured and calculated absorption spectrum (excitation energies and oscillator strengths) of the small organic molecule N-cyclohexyl-2-(4-methoxyphenyl)imidazo[1, 2-a]pyridin-3-amine.

  12. A Wavelet Analysis Approach for Categorizing Air Traffic Behavior

    Science.gov (United States)

    Drew, Michael; Sheth, Kapil

    2015-01-01

    In this paper two frequency domain techniques are applied to air traffic analysis. The Continuous Wavelet Transform (CWT), like the Fourier Transform, is shown to identify changes in historical traffic patterns caused by Traffic Management Initiatives (TMIs) and weather with the added benefit of detecting when in time those changes take place. Next, with the expectation that it could detect anomalies in the network and indicate the extent to which they affect traffic flows, the Spectral Graph Wavelet Transform (SGWT) is applied to a center based graph model of air traffic. When applied to simulations based on historical flight plans, it identified the traffic flows between centers that have the greatest impact on either neighboring flows, or flows between centers many centers away. Like the CWT, however, it can be difficult to interpret SGWT results and relate them to simulations where major TMIs are implemented, and more research may be warranted in this area. These frequency analysis techniques can detect off-nominal air traffic behavior, but due to the nature of air traffic time series data, so far they prove difficult to apply in a way that provides significant insight or specific identification of traffic patterns.

  13. Evaluation of statistical methods for quantifying fractal scaling in water-quality time series with irregular sampling

    Directory of Open Access Journals (Sweden)

    Q. Zhang

    2018-02-01

    Full Text Available River water-quality time series often exhibit fractal scaling, which here refers to autocorrelation that decays as a power law over some range of scales. Fractal scaling presents challenges to the identification of deterministic trends because (1 fractal scaling has the potential to lead to false inference about the statistical significance of trends and (2 the abundance of irregularly spaced data in water-quality monitoring networks complicates efforts to quantify fractal scaling. Traditional methods for estimating fractal scaling – in the form of spectral slope (β or other equivalent scaling parameters (e.g., Hurst exponent – are generally inapplicable to irregularly sampled data. Here we consider two types of estimation approaches for irregularly sampled data and evaluate their performance using synthetic time series. These time series were generated such that (1 they exhibit a wide range of prescribed fractal scaling behaviors, ranging from white noise (β  =  0 to Brown noise (β  =  2 and (2 their sampling gap intervals mimic the sampling irregularity (as quantified by both the skewness and mean of gap-interval lengths in real water-quality data. The results suggest that none of the existing methods fully account for the effects of sampling irregularity on β estimation. First, the results illustrate the danger of using interpolation for gap filling when examining autocorrelation, as the interpolation methods consistently underestimate or overestimate β under a wide range of prescribed β values and gap distributions. Second, the widely used Lomb–Scargle spectral method also consistently underestimates β. A previously published modified form, using only the lowest 5 % of the frequencies for spectral slope estimation, has very poor precision, although the overall bias is small. Third, a recent wavelet-based method, coupled with an aliasing filter, generally has the smallest bias and root-mean-squared error among

  14. Exploiting sparsity of interconnections in spatio-temporal wind speed forecasting using Wavelet Transform

    International Nuclear Information System (INIS)

    Tascikaraoglu, Akin; Sanandaji, Borhan M.; Poolla, Kameshwar; Varaiya, Pravin

    2016-01-01

    Highlights: • We propose a spatio-temporal approach for wind speed forecasting. • The method is based on a combination of Wavelet decomposition and structured-sparse recovery. • Our analyses confirm that low-dimensional structures govern the interactions between stations. • Our method particularly shows improvements for profiles with high ramps. • We examine our approach on real data and illustrate its superiority over a set of benchmark models. - Abstract: Integration of renewable energy resources into the power grid is essential in achieving the envisioned sustainable energy future. Stochasticity and intermittency characteristics of renewable energies, however, present challenges for integrating these resources into the existing grid in a large scale. Reliable renewable energy integration is facilitated by accurate wind forecasts. In this paper, we propose a novel wind speed forecasting method which first utilizes Wavelet Transform (WT) for decomposition of the wind speed data into more stationary components and then uses a spatio-temporal model on each sub-series for incorporating both temporal and spatial information. The proposed spatio-temporal forecasting approach on each sub-series is based on the assumption that there usually exists an intrinsic low-dimensional structure between time series data in a collection of meteorological stations. Our approach is inspired by Compressive Sensing (CS) and structured-sparse recovery algorithms. Based on detailed case studies, we show that the proposed approach based on exploiting the sparsity of correlations between a large set of meteorological stations and decomposing time series for higher-accuracy forecasts considerably improve the short-term forecasts compared to the temporal and spatio-temporal benchmark methods.

  15. Adaptive Image Transmission Scheme over Wavelet-Based OFDM System

    Institute of Scientific and Technical Information of China (English)

    GAOXinying; YUANDongfeng; ZHANGHaixia

    2005-01-01

    In this paper an adaptive image transmission scheme is proposed over Wavelet-based OFDM (WOFDM) system with Unequal error protection (UEP) by the design of non-uniform signal constellation in MLC. Two different data division schemes: byte-based and bitbased, are analyzed and compared. Different bits are protected unequally according to their different contribution to the image quality in bit-based data division scheme, which causes UEP combined with this scheme more powerful than that with byte-based scheme. Simulation results demonstrate that image transmission by UEP with bit-based data division scheme presents much higher PSNR values and surprisingly better image quality. Furthermore, by considering the tradeoff of complexity and BER performance, Haar wavelet with the shortest compactly supported filter length is the most suitable one among orthogonal Daubechies wavelet series in our proposed system.

  16. Multiscale asymmetric orthogonal wavelet kernel for linear programming support vector learning and nonlinear dynamic systems identification.

    Science.gov (United States)

    Lu, Zhao; Sun, Jing; Butts, Kenneth

    2014-05-01

    Support vector regression for approximating nonlinear dynamic systems is more delicate than the approximation of indicator functions in support vector classification, particularly for systems that involve multitudes of time scales in their sampled data. The kernel used for support vector learning determines the class of functions from which a support vector machine can draw its solution, and the choice of kernel significantly influences the performance of a support vector machine. In this paper, to bridge the gap between wavelet multiresolution analysis and kernel learning, the closed-form orthogonal wavelet is exploited to construct new multiscale asymmetric orthogonal wavelet kernels for linear programming support vector learning. The closed-form multiscale orthogonal wavelet kernel provides a systematic framework to implement multiscale kernel learning via dyadic dilations and also enables us to represent complex nonlinear dynamics effectively. To demonstrate the superiority of the proposed multiscale wavelet kernel in identifying complex nonlinear dynamic systems, two case studies are presented that aim at building parallel models on benchmark datasets. The development of parallel models that address the long-term/mid-term prediction issue is more intricate and challenging than the identification of series-parallel models where only one-step ahead prediction is required. Simulation results illustrate the effectiveness of the proposed multiscale kernel learning.

  17. Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis

    Directory of Open Access Journals (Sweden)

    Ani Shabri

    2014-01-01

    Full Text Available Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI, has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series.

  18. Wavelet Analysis on Turbulent Structure in Drag-Reducing Channel Flow Based on Direct Numerical Simulation

    Directory of Open Access Journals (Sweden)

    Xuan Wu

    2013-01-01

    Full Text Available Direct numerical simulation has been performed to study a polymer drag-reducing channel flow by using a discrete-element model. And then, wavelet analyses are employed to investigate the multiresolution characteristics of velocity components based on DNS data. Wavelet decomposition is applied to decompose velocity fluctuation time series into ten different frequency components including approximate component and detailed components, which show more regular intermittency and burst events in drag-reducing flow. The energy contribution, intermittent factor, and intermittent energy are calculated to investigate characteristics of different frequency components. The results indicate that energy contributions of different frequency components are redistributed by polymer additives. The energy contribution of streamwise approximate component in drag-reducing flow is up to 82%, much more than 25% in the Newtonian flow. Feature of turbulent multiscale structures is shown intuitively by continuous wavelet transform, verifying that turbulent structures become much more regular in drag-reducing flow.

  19. Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

    Science.gov (United States)

    Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu

    2001-03-01

    We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.

  20. Pengenalan Wajah Pada Sistem Presensi Menggunakan Metode Dynamic Times Wrapping, Principal Component Analysis dan Gabor Wavelet

    Directory of Open Access Journals (Sweden)

    Romi Wiryadinata

    2016-03-01

    Full Text Available Presensi is a logging attendance, part of activity reporting an institution, or a component institution itself which contains the presence data compiled and arranged so that it is easy to search for and used when required at any time by the parties concerned. Computer application developed in the presensi system is a computer application that can recognize a person's face using only a webcam. Face recognition in this study using a webcam to capture an image of the room at any given time who later identified the existing faces. Some of the methods used in the research here is a method of the Dynamic Times Wrapping (DTW, Principal Component Analysis (PCA and Gabor Wavelet. This system, used in testing with normal facial image expression. The success rate of the introduction with the normal expression of face image using DTW amounting to 80%, 100% and PCA Gabor wavelet 97%

  1. GPS Position Time Series @ JPL

    Science.gov (United States)

    Owen, Susan; Moore, Angelyn; Kedar, Sharon; Liu, Zhen; Webb, Frank; Heflin, Mike; Desai, Shailen

    2013-01-01

    Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis

  2. Wavelet Analysis of Ultrasonic Echo Waveform and Application to Nondestructive Evaluation

    International Nuclear Information System (INIS)

    Park, Ik Keun; Park, Un Su; Ahn, Hyung Keun; Kwun, Sook In; Byeon, Jai Won

    2000-01-01

    Recently, advanced signal analysis which is called 'time-frequency analysis' has been used widely in nondestructive evaluation applications. Wavelet transform(WT) and Wigner Distribution are the most advanced techniques for processing signals with time-varying spectra. Wavelet analysis method is an attractive technique for evaluation of material characterization nondestructively. Wavelet transform is applied to the time-frequency analysis of ultrasonic echo waveform obtained by an ultrasonic pulse-echo technique. In this study, the feasibility of noise suppression of ultrasonic flaw signal and frequency-dependent ultrasonic group velocity and attenuation coefficient using wavelet analysis of ultrasonic echo waveform have been verified experimentally. The Gabor function is adopted the analyzing wavelet. The wavelet analysis shows that the variations of ultrasonic group velocity and attenuation coefficient due to the change of material characterization can be evaluated at each frequency. Furthermore, to assure the enhancement of detectability and new sizing performance, both computer simulated results and experimental measurements using wavelet signal processing are used to demonstrate the effectiveness of the noise suppression of ultrasonic flaw signal obtained from austenitic stainless steel weld including EDM notch

  3. Haar wavelets, fluctuations and structure functions: convenient choices for geophysics

    Directory of Open Access Journals (Sweden)

    S. Lovejoy

    2012-09-01

    Full Text Available Geophysical processes are typically variable over huge ranges of space-time scales. This has lead to the development of many techniques for decomposing series and fields into fluctuations Δv at well-defined scales. Classically, one defines fluctuations as differences: (Δvdiff = v(xx-v(x and this is adequate for many applications (Δx is the "lag". However, if over a range one has scaling Δv ∝ ΔxH, these difference fluctuations are only adequate when 0 < H < 1. Hence, there is the need for other types of fluctuations. In particular, atmospheric processes in the "macroweather" range ≈10 days to 10–30 yr generally have −1 < H < 0, so that a definition valid over the range −1 < H < 1 would be very useful for atmospheric applications. A general framework for defining fluctuations is wavelets. However, the generality of wavelets often leads to fairly arbitrary choices of "mother wavelet" and the resulting wavelet coefficients may be difficult to interpret. In this paper we argue that a good choice is provided by the (historically first wavelet, the Haar wavelet (Haar, 1910, which is easy to interpret and – if needed – to generalize, yet has rarely been used in geophysics. It is also easy to implement numerically: the Haar fluctuation (ΔvHaar at lag Δx is simply equal to the difference of the mean from x to x+ Δx/2 and from xx/2 to xx. Indeed, we shall see that the interest of the Haar wavelet is this relation to the integrated process rather than its wavelet nature per se.

    Using numerical multifractal simulations, we show that it is quite accurate, and we compare and contrast it with another similar technique, detrended fluctuation analysis. We find that, for estimating scaling exponents, the two methods are very similar, yet

  4. Wavelets in neuroscience

    CERN Document Server

    Hramov, Alexander E; Makarov, Valeri A; Pavlov, Alexey N; Sitnikova, Evgenia

    2015-01-01

    This book examines theoretical and applied aspects of wavelet analysis in neurophysics, describing in detail different practical applications of the wavelet theory in the areas of neurodynamics and neurophysiology and providing a review of fundamental work that has been carried out in these fields over the last decade. Chapters 1 and 2 introduce and review the relevant foundations of neurophysics and wavelet theory, respectively, pointing on one hand to the various current challenges in neuroscience and introducing on the other the mathematical techniques of the wavelet transform in its two variants (discrete and continuous) as a powerful and versatile tool for investigating the relevant neuronal dynamics. Chapter 3 then analyzes results from examining individual neuron dynamics and intracellular processes. The principles for recognizing neuronal spikes from extracellular recordings and the advantages of using wavelets to address these issues are described and combined with approaches based on wavelet neural ...

  5. Multivariate wavelet frames

    CERN Document Server

    Skopina, Maria; Protasov, Vladimir

    2016-01-01

    This book presents a systematic study of multivariate wavelet frames with matrix dilation, in particular, orthogonal and bi-orthogonal bases, which are a special case of frames. Further, it provides algorithmic methods for the construction of dual and tight wavelet frames with a desirable approximation order, namely compactly supported wavelet frames, which are commonly required by engineers. It particularly focuses on methods of constructing them. Wavelet bases and frames are actively used in numerous applications such as audio and graphic signal processing, compression and transmission of information. They are especially useful in image recovery from incomplete observed data due to the redundancy of frame systems. The construction of multivariate wavelet frames, especially bases, with desirable properties remains a challenging problem as although a general scheme of construction is well known, its practical implementation in the multidimensional setting is difficult. Another important feature of wavelet is ...

  6. (Multi)fractality of Earthquakes by use of Wavelet Analysis

    Science.gov (United States)

    Enescu, B.; Ito, K.; Struzik, Z. R.

    2002-12-01

    The fractal character of earthquakes' occurrence, in time, space or energy, has by now been established beyond doubt and is in agreement with modern models of seismicity. Moreover, the cascade-like generation process of earthquakes -with one "main" shock followed by many aftershocks, having their own aftershocks- may well be described through multifractal analysis, well suited for dealing with such multiplicative processes. The (multi)fractal character of seismicity has been analysed so far by using traditional techniques, like the box-counting and correlation function algorithms. This work introduces a new approach for characterising the multifractal patterns of seismicity. The use of wavelet analysis, in particular of the wavelet transform modulus maxima, to multifractal analysis was pioneered by Arneodo et al. (1991, 1995) and applied successfully in diverse fields, such as the study of turbulence, the DNA sequences or the heart rate dynamics. The wavelets act like a microscope, revealing details about the analysed data at different times and scales. We introduce and perform such an analysis on the occurrence time of earthquakes and show its advantages. In particular, we analyse shallow seismicity, characterised by a high aftershock "productivity", as well as intermediate and deep seismic activity, known for its scarcity of aftershocks. We examine as well declustered (aftershocks removed) versions of seismic catalogues. Our preliminary results show some degree of multifractality for the undeclustered, shallow seismicity. On the other hand, at large scales, we detect a monofractal scaling behaviour, clearly put in evidence for the declustered, shallow seismic activity. Moreover, some of the declustered sequences show a long-range dependent (LRD) behaviour, characterised by a Hurst exponent, H > 0.5, in contrast with the memory-less, Poissonian model. We demonstrate that the LRD is a genuine characteristic and is not an effect of the time series probability

  7. A Novel Hybrid Model Based on Extreme Learning Machine, k-Nearest Neighbor Regression and Wavelet Denoising Applied to Short-Term Electric Load Forecasting

    Directory of Open Access Journals (Sweden)

    Weide Li

    2017-05-01

    Full Text Available Electric load forecasting plays an important role in electricity markets and power systems. Because electric load time series are complicated and nonlinear, it is very difficult to achieve a satisfactory forecasting accuracy. In this paper, a hybrid model, Wavelet Denoising-Extreme Learning Machine optimized by k-Nearest Neighbor Regression (EWKM, which combines k-Nearest Neighbor (KNN and Extreme Learning Machine (ELM based on a wavelet denoising technique is proposed for short-term load forecasting. The proposed hybrid model decomposes the time series into a low frequency-associated main signal and some detailed signals associated with high frequencies at first, then uses KNN to determine the independent and dependent variables from the low-frequency signal. Finally, the ELM is used to get the non-linear relationship between these variables to get the final prediction result for the electric load. Compared with three other models, Extreme Learning Machine optimized by k-Nearest Neighbor Regression (EKM, Wavelet Denoising-Extreme Learning Machine (WKM and Wavelet Denoising-Back Propagation Neural Network optimized by k-Nearest Neighbor Regression (WNNM, the model proposed in this paper can improve the accuracy efficiently. New South Wales is the economic powerhouse of Australia, so we use the proposed model to predict electric demand for that region. The accurate prediction has a significant meaning.

  8. Selection of the wavelet function for the frequencies estimation

    International Nuclear Information System (INIS)

    Garcia R, A.

    2007-01-01

    At the moment the signals are used to diagnose the state of the systems, by means of the extraction of their more important characteristics such as the frequencies, tendencies, changes and temporary evolutions. This characteristics are detected by means of diverse analysis techniques, as Autoregressive methods, Fourier Transformation, Fourier transformation in short time, Wavelet transformation, among others. The present work uses the one Wavelet transformation because it allows to analyze stationary, quasi-stationary and transitory signals in the time-frequency plane. It also describes a methodology to select the scales and the Wavelet function to be applied the one Wavelet transformation with the objective of detecting to the dominant system frequencies. (Author)

  9. Time series analysis time series analysis methods and applications

    CERN Document Server

    Rao, Tata Subba; Rao, C R

    2012-01-01

    The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respect...

  10. Highly comparative time-series analysis: the empirical structure of time series and their methods.

    Science.gov (United States)

    Fulcher, Ben D; Little, Max A; Jones, Nick S

    2013-06-06

    The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.

  11. Effective implementation of wavelet Galerkin method

    Science.gov (United States)

    Finěk, Václav; Šimunková, Martina

    2012-11-01

    It was proved by W. Dahmen et al. that an adaptive wavelet scheme is asymptotically optimal for a wide class of elliptic equations. This scheme approximates the solution u by a linear combination of N wavelets and a benchmark for its performance is the best N-term approximation, which is obtained by retaining the N largest wavelet coefficients of the unknown solution. Moreover, the number of arithmetic operations needed to compute the approximate solution is proportional to N. The most time consuming part of this scheme is the approximate matrix-vector multiplication. In this contribution, we will introduce our implementation of wavelet Galerkin method for Poisson equation -Δu = f on hypercube with homogeneous Dirichlet boundary conditions. In our implementation, we identified nonzero elements of stiffness matrix corresponding to the above problem and we perform matrix-vector multiplication only with these nonzero elements.

  12. Fault feature extraction of planet gear in wind turbine gearbox based on spectral kurtosis and time wavelet energy spectrum

    Science.gov (United States)

    Kong, Yun; Wang, Tianyang; Li, Zheng; Chu, Fulei

    2017-09-01

    Planetary transmission plays a vital role in wind turbine drivetrains, and its fault diagnosis has been an important and challenging issue. Owing to the complicated and coupled vibration source, time-variant vibration transfer path, and heavy background noise masking effect, the vibration signal of planet gear in wind turbine gearboxes exhibits several unique characteristics: Complex frequency components, low signal-to-noise ratio, and weak fault feature. In this sense, the periodic impulsive components induced by a localized defect are hard to extract, and the fault detection of planet gear in wind turbines remains to be a challenging research work. Aiming to extract the fault feature of planet gear effectively, we propose a novel feature extraction method based on spectral kurtosis and time wavelet energy spectrum (SK-TWES) in the paper. Firstly, the spectral kurtosis (SK) and kurtogram of raw vibration signals are computed and exploited to select the optimal filtering parameter for the subsequent band-pass filtering. Then, the band-pass filtering is applied to extrude periodic transient impulses using the optimal frequency band in which the corresponding SK value is maximal. Finally, the time wavelet energy spectrum analysis is performed on the filtered signal, selecting Morlet wavelet as the mother wavelet which possesses a high similarity to the impulsive components. The experimental signals collected from the wind turbine gearbox test rig demonstrate that the proposed method is effective at the feature extraction and fault diagnosis for the planet gear with a localized defect.

  13. A hybrid wind power forecasting model based on data mining and wavelets analysis

    International Nuclear Information System (INIS)

    Azimi, R.; Ghofrani, M.; Ghayekhloo, M.

    2016-01-01

    Highlights: • An improved version of K-means algorithm is proposed for clustering wind data. • A persistence based method is applied to select the best cluster for NN training. • A combination of DWT and HANTS methods is used to provide a deep learning for NN. • A hybrid of T.S.B K-means, DWT and HANTS and NN is developed for wind forecasting. - Abstract: Accurate forecasting of wind power plays a key role in energy balancing and wind power integration into the grid. This paper proposes a novel time-series based K-means clustering method, named T.S.B K-means, and a cluster selection algorithm to better extract features of wind time-series data. A hybrid of T.S.B K-means, discrete wavelet transform (DWT) and harmonic analysis time series (HANTS) methods, and a multilayer perceptron neural network (MLPNN) is developed for wind power forecasting. The proposed T.S.B K-means classifies data into separate groups and leads to more appropriate learning for neural networks by identifying anomalies and irregular patterns. This improves the accuracy of the forecast results. A cluster selection method is developed to determine the cluster that provides the best training for the MLPNN. This significantly accelerates the forecast process as the most appropriate portion of the data rather than the whole data is used for the NN training. The wind power data is decomposed by the Daubechies D4 wavelet transform, filtered by the HANTS, and pre-processed to provide the most appropriate inputs for the MLPNN. Time-series analysis is used to pre-process the historical wind-power generation data and structure it into input-output series. Wind power datasets with diverse characteristics, from different wind farms located in the United States, are used to evaluate the accuracy of the hybrid forecasting method through various performance measures and different experiments. A comparative analysis with well-established forecasting models shows the superior performance of the proposed

  14. Multifractal Cross Wavelet Analysis

    Science.gov (United States)

    Jiang, Zhi-Qiang; Gao, Xing-Lu; Zhou, Wei-Xing; Stanley, H. Eugene

    Complex systems are composed of mutually interacting components and the output values of these components usually exhibit long-range cross-correlations. Using wavelet analysis, we propose a method of characterizing the joint multifractal nature of these long-range cross correlations, a method we call multifractal cross wavelet analysis (MFXWT). We assess the performance of the MFXWT method by performing extensive numerical experiments on the dual binomial measures with multifractal cross correlations and the bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. For binomial multifractal measures, we find the empirical joint multifractality of MFXWT to be in approximate agreement with the theoretical formula. For bFBMs, MFXWT may provide spurious multifractality because of the wide spanning range of the multifractal spectrum. We also apply the MFXWT method to stock market indices, and in pairs of index returns and volatilities we find an intriguing joint multifractal behavior. The tests on surrogate series also reveal that the cross correlation behavior, particularly the cross correlation with zero lag, is the main origin of cross multifractality.

  15. Wavelet approach to accelerator problems. 3: Melnikov functions and symplectic topology

    International Nuclear Information System (INIS)

    Fedorova, A.; Zeitlin, M.; Parsa, Z.

    1997-05-01

    This is the third part of a series of talks in which the authors present applications of methods of wavelet analysis to polynomial approximations for a number of accelerator physics problems. They consider the generalization of the variational wavelet approach to nonlinear polynomial problems to the case of Hamiltonian systems for which they need to preserve underlying symplectic or Poissonian or quasicomplex structures in any type of calculations. They use the approach for the problem of explicit calculations of Arnold-Weinstein curves via Floer variational approach from symplectic topology. The loop solutions are parameterized by the solutions of reduced algebraical problem--matrix Quadratic Mirror Filters equations. Also they consider wavelet approach to the calculations of Melnikov functions in the theory of homoclinic chaos in perturbed Hamiltonian systems

  16. Intelligent Models Performance Improvement Based on Wavelet Algorithm and Logarithmic Transformations in Suspended Sediment Estimation

    Directory of Open Access Journals (Sweden)

    R. Hajiabadi

    2016-10-01

    Full Text Available Introduction One reason for the complexity of hydrological phenomena prediction, especially time series is existence of features such as trend, noise and high-frequency oscillations. These complex features, especially noise, can be detected or removed by preprocessing. Appropriate preprocessing causes estimation of these phenomena become easier. Preprocessing in the data driven models such as artificial neural network, gene expression programming, support vector machine, is more effective because the quality of data in these models is important. Present study, by considering diagnosing and data transformation as two different preprocessing, tries to improve the results of intelligent models. In this study two different intelligent models, Artificial Neural Network and Gene Expression Programming, are applied to estimation of daily suspended sediment load. Wavelet transforms and logarithmic transformation is used for diagnosing and data transformation, respectively. Finally, the impacts of preprocessing on the results of intelligent models are evaluated. Materials and Methods In this study, Gene Expression Programming and Artificial Neural Network are used as intelligent models for suspended sediment load estimation, then the impacts of diagnosing and logarithmic transformations approaches as data preprocessor are evaluated and compared to the result improvement. Two different logarithmic transforms are considered in this research, LN and LOG. Wavelet transformation is used to time series denoising. In order to denoising by wavelet transforms, first, time series can be decomposed at one level (Approximation part and detail part and second, high-frequency part (detail will be removed as noise. According to the ability of gene expression programming and artificial neural network to analysis nonlinear systems; daily values of suspended sediment load of the Skunk River in USA, during a 5-year period, are investigated and then estimated.4 years of

  17. Introduction to Time Series Modeling

    CERN Document Server

    Kitagawa, Genshiro

    2010-01-01

    In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series modeling. Illustrating how to build models for time series using basic methods, "Introduction to Time Series Modeling" covers numerous time series models and the various tools f

  18. Wavelet analysis of the nuclear phase space

    International Nuclear Information System (INIS)

    Jouault, B.; Sebille, F.; De La Mota, V.

    1997-01-01

    The description of complex systems requires to select and to compact the relevant information. The wavelet theory constitutes an appropriate framework for defining adapted representation bases obtained from a controlled hierarchy of approximations. The optimization of the wavelet analysis depend mainly on the chosen analysis method and wavelet family. Here the analysis of the harmonic oscillator wave function was carried out by considering a Spline bi-orthogonal wavelet base which satisfy the symmetry requirements and can be approximated by simple analytical functions. The goal of this study was to determine a selection criterion allowing to minimize the number of elements considered for an optimal description of the analysed functions. An essential point consists in utilization of the wavelet complementarity and of the scale functions in order to reproduce the oscillating and peripheral parts of the wave functions. The wavelet base representation allows defining a sequence of approximations of the density matrix. Thus, this wavelet representation of the density matrix offers an optimal base for describing both the static nuclear configurations and their time evolution. This information compacting procedure is performed in a controlled manner and preserves the structure of the system wave functions and consequently some of its quantum properties

  19. Fast generation of computer-generated holograms using wavelet shrinkage.

    Science.gov (United States)

    Shimobaba, Tomoyoshi; Ito, Tomoyoshi

    2017-01-09

    Computer-generated holograms (CGHs) are generated by superimposing complex amplitudes emitted from a number of object points. However, this superposition process remains very time-consuming even when using the latest computers. We propose a fast calculation algorithm for CGHs that uses a wavelet shrinkage method, eliminating small wavelet coefficient values to express approximated complex amplitudes using only a few representative wavelet coefficients.

  20. Wavelets and their uses

    International Nuclear Information System (INIS)

    Dremin, Igor M; Ivanov, Oleg V; Nechitailo, Vladimir A

    2001-01-01

    This review paper is intended to give a useful guide for those who want to apply the discrete wavelet transform in practice. The notion of wavelets and their use in practical computing and various applications are briefly described, but rigorous proofs of mathematical statements are omitted, and the reader is just referred to the corresponding literature. The multiresolution analysis and fast wavelet transform have become a standard procedure for dealing with discrete wavelets. The proper choice of a wavelet and use of nonstandard matrix multiplication are often crucial for the achievement of a goal. Analysis of various functions with the help of wavelets allows one to reveal fractal structures, singularities etc. The wavelet transform of operator expressions helps solve some equations. In practical applications one often deals with the discretized functions, and the problem of stability of the wavelet transform and corresponding numerical algorithms becomes important. After discussing all these topics we turn to practical applications of the wavelet machinery. They are so numerous that we have to limit ourselves to a few examples only. The authors would be grateful for any comments which would move us closer to the goal proclaimed in the first phrase of the abstract. (reviews of topical problems)

  1. An NMR log echo data de-noising method based on the wavelet packet threshold algorithm

    International Nuclear Information System (INIS)

    Meng, Xiangning; Xie, Ranhong; Li, Changxi; Hu, Falong; Li, Chaoliu; Zhou, Cancan

    2015-01-01

    To improve the de-noising effects of low signal-to-noise ratio (SNR) nuclear magnetic resonance (NMR) log echo data, this paper applies the wavelet packet threshold algorithm to the data. The principle of the algorithm is elaborated in detail. By comparing the properties of a series of wavelet packet bases and the relevance between them and the NMR log echo train signal, ‘sym7’ is found to be the optimal wavelet packet basis of the wavelet packet threshold algorithm to de-noise the NMR log echo train signal. A new method is presented to determine the optimal wavelet packet decomposition scale; this is within the scope of its maximum, using the modulus maxima and the Shannon entropy minimum standards to determine the global and local optimal wavelet packet decomposition scales, respectively. The results of applying the method to the simulated and actual NMR log echo data indicate that compared with the wavelet threshold algorithm, the wavelet packet threshold algorithm, which shows higher decomposition accuracy and better de-noising effect, is much more suitable for de-noising low SNR–NMR log echo data. (paper)

  2. Adaptive Wavelet Transforms

    Energy Technology Data Exchange (ETDEWEB)

    Szu, H.; Hsu, C. [Univ. of Southwestern Louisiana, Lafayette, LA (United States)

    1996-12-31

    Human sensors systems (HSS) may be approximately described as an adaptive or self-learning version of the Wavelet Transforms (WT) that are capable to learn from several input-output associative pairs of suitable transform mother wavelets. Such an Adaptive WT (AWT) is a redundant combination of mother wavelets to either represent or classify inputs.

  3. Understanding north-western Mediterranean climate variability: a multi-proxy and multi-sequence approach based on wavelet analysis.

    Science.gov (United States)

    Azuara, Julien; Lebreton, Vincent; Jalali, Bassem; Sicre, Marie-Alexandrine; Sabatier, Pierre; Dezileau, Laurent; Peyron, Odile; Frigola, Jaime; Combourieu-Nebout, Nathalie

    2017-04-01

    Forcings and physical mechanisms underlying Holocene climate variability still remain poorly understood. Comparison of different paleoclimatic reconstructions using spectral analysis allows to investigate their common periodicities and helps to understand the causes of past climate changes. Wavelet analysis applied on several proxy time series from the Atlantic domain already revealed the first key-issues on the origin of Holocene climate variability. However the differences in duration, resolution and variance between the time-series are important issues for comparing paleoclimatic sequences in the frequency domain. This work compiles 7 paleoclimatic proxy records from 4 time-series from the north-western Mediterranean all ranging from 7000 to 1000 yrs cal BP: -pollen and clay mineral contents from the lagoonal sediment core PB06 recovered in southern France, -Sea Surface Temperatures (SST) derived from alkenones, concentration of terrestrial alkanes and their average chain length (ACL) from core KSGC-31_GolHo-1B recovered in the Gulf of Lion inner-shelf, - δ18O record from speleothems recovered in the Asiul Cave in north-western Spain, -grain size record from the deep basin sediment drift core MD99-2343 north of Minorca island. A comparison of their frequency content is proposed using wavelet analysis and cluster analysis of wavelet power spectra. Common cyclicities are assessed using cross-wavelet analysis. In addition, a new algorithm is used in order to propagate the age model errors within wavelet power spectra. Results are consistents with a non-stationnary Holocene climate variability. The Halstatt cycles (2000-2500 years) depicted in many proxies (ACL, errestrial alkanes and SSTs) demonstrate solar activity influence in the north-western Mediterranean climate. Cluster analysis shows that pollen and ACL proxies, both indicating changes in aridity, are clearly distinct from other proxies and share significant common periodicities around 1000 and 600 years

  4. A Wavelet-Enhanced PWTD-Accelerated Time-Domain Integral Equation Solver for Analysis of Transient Scattering from Electrically Large Conducting Objects

    KAUST Repository

    Liu, Yang

    2018-02-26

    A wavelet-enhanced plane-wave time-domain (PWTD) algorithm for efficiently and accurately solving time-domain surface integral equations (TD-SIEs) on electrically large conducting objects is presented. The proposed scheme reduces the memory requirement and computational cost of the PWTD algorithm by representing the PWTD ray data using local cosine wavelet bases (LCBs) and performing PWTD operations in the wavelet domain. The memory requirement and computational cost of the LCB-enhanced PWTD-accelerated TD-SIE solver, when applied to the analysis of transient scattering from smooth quasi-planar objects with near-normal incident pulses, scale nearly as O(Ns log Ns) and O(Ns 1.5 ), respectively. Here, Ns denotes the number of spatial unknowns. The efficiency and accuracy of the proposed scheme are demonstrated through its applications to the analysis of transient scattering from a 185 wave-length-long NASA almond and a 123-wavelength long Air-bus-A320 model.

  5. Application of Wavelet Decomposition to Removing Barometric and Tidal Response in Borehole Water Level

    Institute of Scientific and Technical Information of China (English)

    Yan Rui; Huang Fuqiong; Chen Yong

    2007-01-01

    Wavelet decomposition is used to analyze barometric fluctuation and earth tidal response in borehole water level changes. We apply wavelet analysis method to the decomposition of barometric fluctuation and earth tidal response into several temporal series in different frequency ranges. Barometric and tidal coefficients in different frequency ranges are computed with least squares method to remove barometric and tidal response. Comparing this method with general linear regression analysis method, we find wavelet analysis method can efficiently remove barometric and earth tidal response in borehole water level. Wavelet analysis method is based on wave theory and vibration theories. It not only considers the frequency characteristic of the observed data but also the temporal characteristic, and it can get barometric and tidal coefficients in different frequency ranges. This method has definite physical meaning.

  6. Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents

    Science.gov (United States)

    Keylock, Christopher J.

    2018-04-01

    A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined from a signal that preserves the pointwise Hölder exponent (multifractal) structure of a signal but randomises the locations of the original data values with respect to this (φ = 0), to the original signal itself(φ = 1). We demonstrate that this continuum may be populated with synthetic time series by undertaking selective randomisation of wavelet phases using a dual-tree complex wavelet transform. That is, the φ = 0 end of the continuum is realised using the recently proposed iterated, amplitude adjusted wavelet transform algorithm (Keylock, 2017) that fully randomises the wavelet phases. This is extended to the GMR formulation by selective phase randomisation depending on whether or not the wavelet coefficient amplitudes exceeds a threshold criterion. An econophysics application of the technique is presented. The relation between the normalised log-returns and their Hölder exponents for the daily returns of eight financial indices are compared. One particularly noticeable result is the change for the two American indices (NASDAQ 100 and S&P 500) from a non-significant to a strongly significant (as determined using GMR) cross-correlation between the returns and their Hölder exponents from before the 2008 crash to afterwards. This is also reflected in the skewness of the phase difference distributions, which exhibit a geographical structure, with Asian markets not exhibiting significant skewness in contrast to those from elsewhere globally.

  7. Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

    Science.gov (United States)

    Wei, H. L.; Billings, S. A.

    2009-09-01

    Numerous studies in the literature have shown that the dynamics of many time series including observations in foreign exchange markets exhibit scaling behaviours. A simple new statistical approach, derived from the concept of the continuous wavelet transform correlation function (WTCF), is proposed for the evaluation of power-law properties from observed data. The new method reveals that foreign exchange rates obey power-laws and thus belong to the class of self-similarity processes.

  8. Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

    Energy Technology Data Exchange (ETDEWEB)

    Wei, H.L., E-mail: w.hualiang@sheffield.ac.u [Department of Automatic Control and Systems Engineering, the University of Sheffield, Mappin Street, Sheffield, S1 3JD (United Kingdom); Billings, S.A., E-mail: s.billings@sheffield.ac.u [Department of Automatic Control and Systems Engineering, the University of Sheffield, Mappin Street, Sheffield, S1 3JD (United Kingdom)

    2009-09-07

    Numerous studies in the literature have shown that the dynamics of many time series including observations in foreign exchange markets exhibit scaling behaviours. A simple new statistical approach, derived from the concept of the continuous wavelet transform correlation function (WTCF), is proposed for the evaluation of power-law properties from observed data. The new method reveals that foreign exchange rates obey power-laws and thus belong to the class of self-similarity processes.

  9. Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

    International Nuclear Information System (INIS)

    Wei, H.L.; Billings, S.A.

    2009-01-01

    Numerous studies in the literature have shown that the dynamics of many time series including observations in foreign exchange markets exhibit scaling behaviours. A simple new statistical approach, derived from the concept of the continuous wavelet transform correlation function (WTCF), is proposed for the evaluation of power-law properties from observed data. The new method reveals that foreign exchange rates obey power-laws and thus belong to the class of self-similarity processes.

  10. Cross dynamics of oil-stock interactions: A redundant wavelet analysis

    International Nuclear Information System (INIS)

    Jammazi, Rania

    2012-01-01

    The main aim of the present paper is to explore how the interactions between crude oil (CO) price changes and stock returns of five developed countries namely U.S.A, Canada, Germany, Japan and U.K., evolve simultaneously over time and frequency, in light of the conflicting evidence provided by much of recent studies on the sign and the direction of this relationship. To this end, we apply a more efficient wavelet tool, namely Haar à trous wavelet transform that helps circumvent the problems of the standard regression techniques and proves its effectiveness in encircling the real data features. In order to provide more credible conclusions, the wavelet variance, correlation and cross-correlation are implemented. In general, we extend the existing empirical works by providing more generalized and convincing results inherent to the stock-oil markets interactions which are usually reputed to be complicated. First, we find evidence that the wavelet variances of all the variables decrease with increasing scales. Second, from the analysis of the wavelet correlation, changes in CO and almost all the stock prices do not move together up to the intermediate scale, but since they abruptly shift their direction in unison. Third, results for the wavelet CCF at scales 2, 3 and/or 4 generally illustrate no transmission mechanism between CO and the stock market returns although we provide support for massive CO variations at these scales. In contrast, the CO-equity market relationships at higher scales become interconnected in a negative unidirectional pattern running from CO to stock market returns for only two oil importing countries but also Canada. For oil exporting countries, we have seen that while highly transient (scale 1) positive/negative causalities flowing from TSX stock market to CO changes are detected, highly persistent (scale 6) positive causality running from FTSE to the CO changes are rather found. Finally, the implications of the study's results vary depending

  11. Adapted wavelet analysis from theory to software

    CERN Document Server

    Wickerhauser, Mladen Victor

    1994-01-01

    This detail-oriented text is intended for engineers and applied mathematicians who must write computer programs to perform wavelet and related analysis on real data. It contains an overview of mathematical prerequisites and proceeds to describe hands-on programming techniques to implement special programs for signal analysis and other applications. From the table of contents: - Mathematical Preliminaries - Programming Techniques - The Discrete Fourier Transform - Local Trigonometric Transforms - Quadrature Filters - The Discrete Wavelet Transform - Wavelet Packets - The Best Basis Algorithm - Multidimensional Library Trees - Time-Frequency Analysis - Some Applications - Solutions to Some of the Exercises - List of Symbols - Quadrature Filter Coefficients

  12. International Work-Conference on Time Series

    CERN Document Server

    Pomares, Héctor; Valenzuela, Olga

    2017-01-01

    This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting.  It focuses on interdisciplinary and multidisciplinary rese arch encompassing the disciplines of comput...

  13. Wavelets in scientific computing

    DEFF Research Database (Denmark)

    Nielsen, Ole Møller

    1998-01-01

    the FWT can be used as a front-end for efficient image compression schemes. Part II deals with vector-parallel implementations of several variants of the Fast Wavelet Transform. We develop an efficient and scalable parallel algorithm for the FWT and derive a model for its performance. Part III...... supported wavelets in the context of multiresolution analysis. These wavelets are particularly attractive because they lead to a stable and very efficient algorithm, namely the fast wavelet transform (FWT). We give estimates for the approximation characteristics of wavelets and demonstrate how and why...... is an investigation of the potential for using the special properties of wavelets for solving partial differential equations numerically. Several approaches are identified and two of them are described in detail. The algorithms developed are applied to the nonlinear Schrödinger equation and Burgers' equation...

  14. Construction of Time-Dependent Spectra Using Wavelet Analysis for Determination of Global Damage

    DEFF Research Database (Denmark)

    Micaletti, R. C.; Cakmak, A. S.; Nielsen, Søren R.K.

    A new method for computing Maximum Softening Damage Index (MSDI) is proposed. The MSDI, a measure of global damage, is based on the relative reduction of the first eigenfrequency (or equivalently, the relative increase in the fundamental period) of a structure over the course of a damage event. T....... The method proposed here makes use of wavelet transform coefficients of measured output response records to provide time-localized information on structural softening....

  15. Time-series prediction of shellfish farm closure: A comparison of alternatives

    Directory of Open Access Journals (Sweden)

    Ashfaqur Rahman

    2014-08-01

    Full Text Available Shellfish farms are closed for harvest when microbial pollutants are present. Such pollutants are typically present in rainfall runoff from various land uses in catchments. Experts currently use a number of observable parameters (river flow, rainfall, salinity as proxies to determine when to close farms. We have proposed using the short term historical rainfall data as a time-series prediction problem where we aim to predict the closure of shellfish farms based only on rainfall. Time-series event prediction consists of two steps: (i feature extraction, and (ii prediction. A number of data mining challenges exist for these scenarios: (i which feature extraction method best captures the rainfall pattern over successive days that leads to opening or closure of the farms?, (ii The farm closure events occur infrequently and this leads to a class imbalance problem; the question is what is the best way to deal with this problem? In this paper we have analysed and compared different combinations of balancing methods (under-sampling and over-sampling, feature extraction methods (cluster profile, curve fitting, Fourier Transform, Piecewise Aggregate Approximation, and Wavelet Transform and learning algorithms (neural network, support vector machine, k-nearest neighbour, decision tree, and Bayesian Network to predict closure events accurately considering the above data mining challenges. We have identified the best combination of techniques to accurately predict shellfish farm closure from rainfall, given the above data mining challenges.

  16. Color Image Encryption Algorithm Based on TD-ERCS System and Wavelet Neural Network

    Directory of Open Access Journals (Sweden)

    Kun Zhang

    2015-01-01

    Full Text Available In order to solve the security problem of transmission image across public networks, a new image encryption algorithm based on TD-ERCS system and wavelet neural network is proposed in this paper. According to the permutation process and the binary XOR operation from the chaotic series by producing TD-ERCS system and wavelet neural network, it can achieve image encryption. This encryption algorithm is a reversible algorithm, and it can achieve original image in the rule inverse process of encryption algorithm. Finally, through computer simulation, the experiment results show that the new chaotic encryption algorithm based on TD-ERCS system and wavelet neural network is valid and has higher security.

  17. Lecture notes on wavelet transforms

    CERN Document Server

    Debnath, Lokenath

    2017-01-01

    This book provides a systematic exposition of the basic ideas and results of wavelet analysis suitable for mathematicians, scientists, and engineers alike. The primary goal of this text is to show how different types of wavelets can be constructed, illustrate why they are such powerful tools in mathematical analysis, and demonstrate their use in applications. It also develops the required analytical knowledge and skills on the part of the reader, rather than focus on the importance of more abstract formulation with full mathematical rigor.  These notes differs from many textbooks with similar titles in that a major emphasis is placed on the thorough development of the underlying theory before introducing applications and modern topics such as fractional Fourier transforms, windowed canonical transforms, fractional wavelet transforms, fast wavelet transforms, spline wavelets, Daubechies wavelets, harmonic wavelets and non-uniform wavelets. The selection, arrangement, and presentation of the material in these ...

  18. Denoising in Wavelet Packet Domain via Approximation Coefficients

    Directory of Open Access Journals (Sweden)

    Zahra Vahabi

    2012-01-01

    Full Text Available In this paper we propose a new approach in the wavelet domain for image denoising. In recent researches wavelet transform has introduced a time-Frequency transform for computing wavelet coefficient and eliminating noise. Some coefficients have effected smaller than the other's from noise, so they can be use reconstruct images with other subbands. We have developed Approximation image to estimate better denoised image. Naturally noiseless subimage introduced image with lower noise. Beside denoising we obtain a bigger compression rate. Increasing image contrast is another advantage of this method. Experimental results demonstrate that our approach compares favorably to more typical methods of denoising and compression in wavelet domain.100 images of LIVE Dataset were tested, comparing signal to noise ratios (SNR,soft thresholding was %1.12 better than hard thresholding, POAC was %1.94 better than soft thresholding and POAC with wavelet packet was %1.48 better than POAC.

  19. Wavelet Spectral Finite Elements for Wave Propagation in Composite Plates with Damages - Years 3-4

    Science.gov (United States)

    2014-05-23

    governing differential equation, transforming to frequency domain using wavelet transform, performing uncoupling of wavelet coefficients using...transformed to the frequency domain where 1024 sampling points are used. For spatial variation, 30 Fourier series coefficients are considered. In FE...using Lead Zirconate Titanate ( PZT ) wafer active patch (15 mm diameter and 2 mm thickness) which was bonded to the structure. A 3D Laser Doppler

  20. Detection of Quasi-Periodic Pulsations in Solar EUV Time Series

    Science.gov (United States)

    Dominique, M.; Zhukov, A. N.; Dolla, L.; Inglis, A.; Lapenta, G.

    2018-04-01

    Quasi-periodic pulsations (QPPs) are intrinsically connected to the mechanism of solar flares. They are regularly observed in the impulsive phase of flares since the 1970s. In the past years, the studies of QPPs regained interest with the advent of a new generation of soft X-ray/extreme ultraviolet radiometers that pave the way for statistical surveys. Since the amplitude of QPPs in these wavelengths is rather small, detecting them implies that the overall trend of the time series needs to be removed before applying any Fourier or wavelet transform. This detrending process is known to produce artificial detection of periods that must then be distinguished from real ones. In this paper, we propose a set of criteria to help identify real periods and discard artifacts. We apply these criteria to data taken by the Extreme Ultraviolet Variability Experiment (EVE)/ESP onboard the Solar Dynamics Observatory (SDO) and the Large Yield Radiometer (LYRA) onboard the PRoject for On-Board Autonomy 2 (PROBA2) to search for QPPs in flares stronger than M5.0 that occurred during Solar Cycle 24.

  1. Online Wavelet Complementary velocity Estimator.

    Science.gov (United States)

    Righettini, Paolo; Strada, Roberto; KhademOlama, Ehsan; Valilou, Shirin

    2018-02-01

    In this paper, we have proposed a new online Wavelet Complementary velocity Estimator (WCE) over position and acceleration data gathered from an electro hydraulic servo shaking table. This is a batch estimator type that is based on the wavelet filter banks which extract the high and low resolution of data. The proposed complementary estimator combines these two resolutions of velocities which acquired from numerical differentiation and integration of the position and acceleration sensors by considering a fixed moving horizon window as input to wavelet filter. Because of using wavelet filters, it can be implemented in a parallel procedure. By this method the numerical velocity is estimated without having high noise of differentiators, integration drifting bias and with less delay which is suitable for active vibration control in high precision Mechatronics systems by Direct Velocity Feedback (DVF) methods. This method allows us to make velocity sensors with less mechanically moving parts which makes it suitable for fast miniature structures. We have compared this method with Kalman and Butterworth filters over stability, delay and benchmarked them by their long time velocity integration for getting back the initial position data. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  2. Forecasting oil price trends using wavelets and hidden Markov models

    International Nuclear Information System (INIS)

    Souza e Silva, Edmundo G. de; Souza e Silva, Edmundo A. de; Legey, Luiz F.L.

    2010-01-01

    The crude oil price is influenced by a great number of factors, most of which interact in very complex ways. For this reason, forecasting it through a fundamentalist approach is a difficult task. An alternative is to use time series methodologies, with which the price's past behavior is conveniently analyzed, and used to predict future movements. In this paper, we investigate the usefulness of a nonlinear time series model, known as hidden Markov model (HMM), to predict future crude oil price movements. Using an HMM, we develop a forecasting methodology that consists of, basically, three steps. First, we employ wavelet analysis to remove high frequency price movements, which can be assumed as noise. Then, the HMM is used to forecast the probability distribution of the price return accumulated over the next F days. Finally, from this distribution, we infer future price trends. Our results indicate that the proposed methodology might be a useful decision support tool for agents participating in the crude oil market. (author)

  3. Synchronized renal blood flow dynamics mapped with wavelet analysis of laser speckle flowmetry data

    DEFF Research Database (Denmark)

    Brazhe, Alexey R; Marsh, Donald J; von Holstein-Rathlou, Niels-Henrik

    2014-01-01

    of rat kidneys. The regulatory mechanism in the renal microcirculation generates oscillations in arterial blood flow at several characteristic frequencies. Our approach to laser speckle image processing allows detection of frequency and phase entrainments, visualization of their patterns, and estimation......Full-field laser speckle microscopy provides real-time imaging of superficial blood flow rate. Here we apply continuous wavelet transform to time series of speckle-estimated blood flow from each pixel of the images to map synchronous patterns in instantaneous frequency and phase on the surface...... of the extent of synchronization in renal cortex dynamics....

  4. Joint multifractal analysis based on wavelet leaders

    Science.gov (United States)

    Jiang, Zhi-Qiang; Yang, Yan-Hong; Wang, Gang-Jin; Zhou, Wei-Xing

    2017-12-01

    Mutually interacting components form complex systems and these components usually have long-range cross-correlated outputs. Using wavelet leaders, we propose a method for characterizing the joint multifractal nature of these long-range cross correlations; we call this method joint multifractal analysis based on wavelet leaders (MF-X-WL). We test the validity of the MF-X-WL method by performing extensive numerical experiments on dual binomial measures with multifractal cross correlations and bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. Both experiments indicate that MF-X-WL is capable of detecting cross correlations in synthetic data with acceptable estimating errors. We also apply the MF-X-WL method to pairs of series from financial markets (returns and volatilities) and online worlds (online numbers of different genders and different societies) and determine intriguing joint multifractal behavior.

  5. From Networks to Time Series

    Science.gov (United States)

    Shimada, Yutaka; Ikeguchi, Tohru; Shigehara, Takaomi

    2012-10-01

    In this Letter, we propose a framework to transform a complex network to a time series. The transformation from complex networks to time series is realized by the classical multidimensional scaling. Applying the transformation method to a model proposed by Watts and Strogatz [Nature (London) 393, 440 (1998)], we show that ring lattices are transformed to periodic time series, small-world networks to noisy periodic time series, and random networks to random time series. We also show that these relationships are analytically held by using the circulant-matrix theory and the perturbation theory of linear operators. The results are generalized to several high-dimensional lattices.

  6. A procedure to derive intra-and inter-annual changes on vegetation from NDVI time series. A case study in Spain

    International Nuclear Information System (INIS)

    Gilabert, M. A; Martinez, B.; Melia, J.

    2009-01-01

    The objective of this work is to study the spatial patterns of vegetation activity over spain and its temporal variability throughout the period 1989-2002. A multi-resolution analysis (MRA) bases on the wavelet transform has been implemented on NDVI time series from the MEDOKADS database. The MRA decomposes the original signal as a sum of series associated with temporal scales. Specifically, the intra-annual series is processed to define several key features in relation with the vegetation penology. In contras, the inter-annual components of the signal is used to detect trends by means of a Mann-Kendall test and map the magnitude of the land-cover change. Finally, a comprehensive identification of the areas presenting a negative value of the magnitude of change is carried out to select those linked to land degradation processes. Results show a major presence of these areas the Southeast of Spain. (Author) 5 refs.

  7. A procedure to derive intra-and inter-annual changes on vegetation from NDVI time series. A case study in Spain

    Energy Technology Data Exchange (ETDEWEB)

    Gilabert, M. A; Martinez, B.; Melia, J.

    2009-07-01

    The objective of this work is to study the spatial patterns of vegetation activity over spain and its temporal variability throughout the period 1989-2002. A multi-resolution analysis (MRA) bases on the wavelet transform has been implemented on NDVI time series from the MEDOKADS database. The MRA decomposes the original signal as a sum of series associated with temporal scales. Specifically, the intra-annual series is processed to define several key features in relation with the vegetation penology. In contras, the inter-annual components of the signal is used to detect trends by means of a Mann-Kendall test and map the magnitude of the land-cover change. Finally, a comprehensive identification of the areas presenting a negative value of the magnitude of change is carried out to select those linked to land degradation processes. Results show a major presence of these areas the Southeast of Spain. (Author) 5 refs.

  8. EEG Artifact Removal Using a Wavelet Neural Network

    Science.gov (United States)

    Nguyen, Hoang-Anh T.; Musson, John; Li, Jiang; McKenzie, Frederick; Zhang, Guangfan; Xu, Roger; Richey, Carl; Schnell, Tom

    2011-01-01

    !n this paper we developed a wavelet neural network. (WNN) algorithm for Electroencephalogram (EEG) artifact removal without electrooculographic (EOG) recordings. The algorithm combines the universal approximation characteristics of neural network and the time/frequency property of wavelet. We. compared the WNN algorithm with .the ICA technique ,and a wavelet thresholding method, which was realized by using the Stein's unbiased risk estimate (SURE) with an adaptive gradient-based optimal threshold. Experimental results on a driving test data set show that WNN can remove EEG artifacts effectively without diminishing useful EEG information even for very noisy data.

  9. Wavelets, vibrations and scalings

    CERN Document Server

    Meyer, Yves

    1997-01-01

    Physicists and mathematicians are intensely studying fractal sets of fractal curves. Mandelbrot advocated modeling of real-life signals by fractal or multifractal functions. One example is fractional Brownian motion, where large-scale behavior is related to a corresponding infrared divergence. Self-similarities and scaling laws play a key role in this new area. There is a widely accepted belief that wavelet analysis should provide the best available tool to unveil such scaling laws. And orthonormal wavelet bases are the only existing bases which are structurally invariant through dyadic dilations. This book discusses the relevance of wavelet analysis to problems in which self-similarities are important. Among the conclusions drawn are the following: 1) A weak form of self-similarity can be given a simple characterization through size estimates on wavelet coefficients, and 2) Wavelet bases can be tuned in order to provide a sharper characterization of this self-similarity. A pioneer of the wavelet "saga", Meye...

  10. Wavelet modeling of signals for non-destructive testing of concretes

    International Nuclear Information System (INIS)

    Shao, Zhixue; Shi, Lihua; Cai, Jian

    2011-01-01

    In a non-destructive test of concrete structures, ultrasonic pulses are commonly used to detect damage or embedded objects from their reflections. A wavelet modeling method is proposed here to identify the main reflections and to remove the interferences in the detected ultrasonic waves. This method assumes that if the structure is stimulated by a wavelet function with good time–frequency localization ability, the detected signal is a combination of time-delayed and amplitude-attenuated wavelets. Therefore, modeling of the detected signal by wavelets can give a straightforward and simple model of the original signal. The central time and amplitude of each wavelet represent the position and amplitude of the reflections in the detected structure. A signal processing method is also proposed to estimate the structure response to wavelet excitation from its response to a high-voltage pulse with a sharp leading edge. A signal generation card with a compact peripheral component interconnect extension for instrumentation interface is designed to produce this high-voltage pulse. The proposed method is applied to synthesized aperture focusing technology of concrete specimens and the image results are provided

  11. Recent Structural Change in Remote Sensing Data Time Series Linked to Farm Management in Horn of Africa (1999-2009)

    Science.gov (United States)

    Crisci, A.; Vignaroli, P.; Genesio, L.; Grasso, V.; Bacci, M.; Tarchiani, V.; Capecchi, V.

    2011-01-01

    Food security in East Africa region essentially depends on the stability of rain-fed crops farming, which renders its society vulnerable to climatic fluctuations. These ones in Africa are most widely and directly related to rainfall. In this study, the relation between recent spatial rainfall variability and vegetation dynamics has been investigated for East Africa territories. Satellite raster products SPOT-4 Vegetation 1 km resolution (Saint, 1995) and RFE (rainfall estimates) from Famine Early Warning Systems Network (FEWS NET) are used. The survey is carried out at administrative level scale using 10-day summaries extracted from raster data for each spatial area unit thanks to specific polygonal layers. Time series covers two different periods: 1996-2009 for rainfall estimates and 1999-2009 for NDVI. The first step of the analysis has been to build for each administrative unit a coherent set of data, along the time series, suitable to be processed with state-of-art statistical tools. The analysis is based on the assumption that every structural break in vegetation dynamics could be caused by two alternative/complementary causes, namely: (i) modifications in crop farming systems (adaptation strategy) related to eventual break-shift in rainfall regime and/or (ii) other socio-economic factors. BFAST (Verbesselt et al, 2010) R package are employed to lead a comprehensive breakpoint analysis on 10-day RFE (spatial mean and standard deviation) and 10-day NDVI ones (spatial mean, mode and standard deviation). The cross-viewing of the years where significant breaks have occurred, throughout opportune GIS layering, provides an explorative interpretation of spatial climate/vegetation dynamics in the whole area. Moreover, the spatial and temporal pattern of ecosystem dynamics in response to climatic variability has been investigated using wavelet coherency by SOWAS R package (Maraun, 2007). The wavelet coherency (WCOH) is a normalized time and scale resolved measure for

  12. Climatic drivers of vegetation based on wavelet analysis

    Science.gov (United States)

    Claessen, Jeroen; Martens, Brecht; Verhoest, Niko E. C.; Molini, Annalisa; Miralles, Diego

    2017-04-01

    Vegetation dynamics are driven by climate, and at the same time they play a key role in forcing the different bio-geochemical cycles. As climate change leads to an increase in frequency and intensity of hydro-meteorological extremes, vegetation is expected to respond to these changes, and subsequently feed back on their occurrence. This response can be analysed using time series of different vegetation diagnostics observed from space, in the optical (e.g. Normalised Difference Vegetation Index (NDVI), Solar Induced Fluorescence (SIF)) and microwave (Vegetation Optical Depth (VOD)) domains. In this contribution, we compare the climatic drivers of different vegetation diagnostics, based on a monthly global data-cube of 24 years at a 0.25° resolution. To do so, we calculate the wavelet coherence between each vegetation-related observation and observations of air temperature, precipitation and incoming radiation. The use of wavelet coherence allows unveiling the scale-by-scale response and sensitivity of the diverse vegetation indices to their climatic drivers. Our preliminary results show that the wavelet-based statistics prove to be a suitable tool for extracting information from different vegetation indices. Going beyond traditional methods based on linear correlations, the application of wavelet coherence provides information about: (a) the specific periods at which the correspondence between climate and vegetation dynamics is larger, (b) the frequencies at which this correspondence occurs (e.g. monthly or seasonal scales), and (c) the time lag in the response of vegetation to their climate drivers, and vice versa. As expected, areas of high rainfall volumes are characterised by a strong control of radiation and temperature over vegetation. Furthermore, precipitation is the most important driver of vegetation variability over short terms in most regions of the world - which can be explained by the rapid response of leaf development towards available water content

  13. Forecasting business cycle with chaotic time series based on neural network with weighted fuzzy membership functions

    International Nuclear Information System (INIS)

    Chai, Soo H.; Lim, Joon S.

    2016-01-01

    This study presents a forecasting model of cyclical fluctuations of the economy based on the time delay coordinate embedding method. The model uses a neuro-fuzzy network called neural network with weighted fuzzy membership functions (NEWFM). The preprocessed time series of the leading composite index using the time delay coordinate embedding method are used as input data to the NEWFM to forecast the business cycle. A comparative study is conducted using other methods based on wavelet transform and Principal Component Analysis for the performance comparison. The forecasting results are tested using a linear regression analysis to compare the approximation of the input data against the target class, gross domestic product (GDP). The chaos based model captures nonlinear dynamics and interactions within the system, which other two models ignore. The test results demonstrated that chaos based method significantly improved the prediction capability, thereby demonstrating superior performance to the other methods.

  14. Fast, large-scale hologram calculation in wavelet domain

    Science.gov (United States)

    Shimobaba, Tomoyoshi; Matsushima, Kyoji; Takahashi, Takayuki; Nagahama, Yuki; Hasegawa, Satoki; Sano, Marie; Hirayama, Ryuji; Kakue, Takashi; Ito, Tomoyoshi

    2018-04-01

    We propose a large-scale hologram calculation using WAvelet ShrinkAge-Based superpositIon (WASABI), a wavelet transform-based algorithm. An image-type hologram calculated using the WASABI method is printed on a glass substrate with the resolution of 65 , 536 × 65 , 536 pixels and a pixel pitch of 1 μm. The hologram calculation time amounts to approximately 354 s on a commercial CPU, which is approximately 30 times faster than conventional methods.

  15. Wavelet transform analysis of transient signals: the seismogram and the electrocardiogram

    Energy Technology Data Exchange (ETDEWEB)

    Anant, K.S.

    1997-06-01

    In this dissertation I quantitatively demonstrate how the wavelet transform can be an effective mathematical tool for the analysis of transient signals. The two key signal processing applications of the wavelet transform, namely feature identification and representation (i.e., compression), are shown by solving important problems involving the seismogram and the electrocardiogram. The seismic feature identification problem involved locating in time the P and S phase arrivals. Locating these arrivals accurately (particularly the S phase) has been a constant issue in seismic signal processing. In Chapter 3, I show that the wavelet transform can be used to locate both the P as well as the S phase using only information from single station three-component seismograms. This is accomplished by using the basis function (wave-let) of the wavelet transform as a matching filter and by processing information across scales of the wavelet domain decomposition. The `pick` time results are quite promising as compared to analyst picks. The representation application involved the compression of the electrocardiogram which is a recording of the electrical activity of the heart. Compression of the electrocardiogram is an important problem in biomedical signal processing due to transmission and storage limitations. In Chapter 4, I develop an electrocardiogram compression method that applies vector quantization to the wavelet transform coefficients. The best compression results were obtained by using orthogonal wavelets, due to their ability to represent a signal efficiently. Throughout this thesis the importance of choosing wavelets based on the problem at hand is stressed. In Chapter 5, I introduce a wavelet design method that uses linear prediction in order to design wavelets that are geared to the signal or feature being analyzed. The use of these designed wavelets in a test feature identification application led to positive results. The methods developed in this thesis; the

  16. Duality between Time Series and Networks

    Science.gov (United States)

    Campanharo, Andriana S. L. O.; Sirer, M. Irmak; Malmgren, R. Dean; Ramos, Fernando M.; Amaral, Luís A. Nunes.

    2011-01-01

    Studying the interaction between a system's components and the temporal evolution of the system are two common ways to uncover and characterize its internal workings. Recently, several maps from a time series to a network have been proposed with the intent of using network metrics to characterize time series. Although these maps demonstrate that different time series result in networks with distinct topological properties, it remains unclear how these topological properties relate to the original time series. Here, we propose a map from a time series to a network with an approximate inverse operation, making it possible to use network statistics to characterize time series and time series statistics to characterize networks. As a proof of concept, we generate an ensemble of time series ranging from periodic to random and confirm that application of the proposed map retains much of the information encoded in the original time series (or networks) after application of the map (or its inverse). Our results suggest that network analysis can be used to distinguish different dynamic regimes in time series and, perhaps more importantly, time series analysis can provide a powerful set of tools that augment the traditional network analysis toolkit to quantify networks in new and useful ways. PMID:21858093

  17. Application of wavelet transform in seismic signal processing

    International Nuclear Information System (INIS)

    Ghasemi, M. R.; Mohammadzadeh, A.; Salajeghe, E.

    2005-01-01

    Wavelet transform is a new tool for signal analysis which can perform a simultaneous signal time and frequency representations. Under Multi Resolution Analysis, one can quickly determine details for signals and their properties using Fast Wavelet Transform algorithms. In this paper, for a better physical understanding of a signal and its basic algorithms, Multi Resolution Analysis together with wavelet transforms in a form of Digital Signal Processing will be discussed. For a Seismic Signal Processing, sets of Orthonormal Daubechies Wavelets are suggested. when dealing with the application of wavelets in SSP, one may discuss about denoising from the signal and data compression existed in the signal, which is important in seismic signal data processing. Using this techniques, EL-Centro and Nagan signals were remodeled with a 25% of total points, resulted in a satisfactory results with an acceptable error drift. Thus a total of 1559 and 2500 points for EL-centro and Nagan seismic curves each, were reduced to 389 and 625 points respectively, with a very reasonable error drift, details of which are recorded in the paper. Finally, the future progress in signal processing, based on wavelet theory will be appointed

  18. Long time series

    DEFF Research Database (Denmark)

    Hisdal, H.; Holmqvist, E.; Hyvärinen, V.

    Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the......Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the...

  19. Time Scale Analysis of Interest Rate Spreads and Output Using Wavelets

    Directory of Open Access Journals (Sweden)

    Marco Gallegati

    2013-04-01

    Full Text Available This paper adds to the literature on the information content of different spreads for real activity by explicitly taking into account the time scale relationship between a variety of monetary and financial indicators (real interest rate, term and credit spreads and output growth. By means of wavelet-based exploratory data analysis we obtain richer results relative to the aggregate analysis by identifying the dominant scales of variation in the data and the scales and location at which structural breaks have occurred. Moreover, using the “double residuals” regression analysis on a scale-by-scale basis, we find that changes in the spread in several markets have different information content for output at different time frames. This is consistent with the idea that allowing for different time scales of variation in the data can provide a fruitful understanding of the complex dynamics of economic relationships between variables with non-stationary or transient components, certainly richer than those obtained using standard time domain methods.

  20. Double-wavelet approach to study frequency and amplitude modulation in renal autoregulation

    DEFF Research Database (Denmark)

    Sosnovtseva, Olga; Pavlov, A N; Mosekilde, E

    2004-01-01

    Biological time series often display complex oscillations with several interacting rhythmic components. Renal autoregulation, for instance, involves at least two separate mechanisms both of which can produce oscillatory variations in the pressures and flows of the individual nephrons. Using double......-wavelet analysis we propose a method to examine how the instantaneous frequency and amplitude of a fast mode is modulated by the presence of a slower mode. Our method is applied both to experimental data from normotensive and hypertensive rats showing different oscillatory patterns and to simulation results...

  1. Spectrogram analysis of selected tremor signals using short-time Fourier transform and continuous wavelet transform

    Energy Technology Data Exchange (ETDEWEB)

    Bartosch, T. [Erlanger-Nuernberg Univ., Erlanger (Germany). Lehrstul fuer Nachrichtentechnik I; Seidl, D. [Seismologisches Zentralobservatorium Graefenberg, Erlanegen (Greece). Bundesanstalt fuer Geiwissenschaften und Rohstoffe

    1999-06-01

    Among a variety of spectrogram methods short-time Fourier transform (STFT) and continuous wavelet transform (CWT) were selected to analyse transients in non-stationary signals. Depending on the properties of the tremor signals from the volcanos Mt. Stromboli, Mt. Semeru and Mt. Pinatubo were analyzed using both methods. The CWT can also be used to extend the definition of coherency into a time-varying coherency spectrogram. An example is given using array data from the volcano Mt. Stromboli (Italy).

  2. A Course in Time Series Analysis

    CERN Document Server

    Peña, Daniel; Tsay, Ruey S

    2011-01-01

    New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a

  3. Study of Denoising in TEOAE Signals Using an Appropriate Mother Wavelet Function

    Directory of Open Access Journals (Sweden)

    Habib Alizadeh Dizaji

    2007-06-01

    Full Text Available Background and Aim: Matching a mother wavelet to class of signals can be of interest in signal analy­sis and denoising based on wavelet multiresolution analysis and decomposition. As transient evoked otoacoustic emissions (TEOAES are contaminated with noise, the aim of this work was to pro­vide a quantitative approach to the problem of matching a mother wavelet to TEOAE signals by us­ing tun­ing curves and to use it for analysis and denoising TEOAE signals. Approximated mother wave­let for TEOAE signals was calculated using an algorithm for designing wavelet to match a specified sig­nal.Materials and Methods: In this paper a tuning curve has used as a template for designing a mother wave­let that has maximum matching to the tuning curve. The mother wavelet matching was performed on tuning curves spectrum magnitude and phase independent of one another. The scaling function was calcu­lated from the matched mother wavelet and by using these functions, lowpass and highpass filters were designed for a filter bank and otoacoustic emissions signal analysis and synthesis. After signal analyz­ing, denoising was performed by time windowing the signal time-frequency component.Results: Aanalysis indicated more signal reconstruction improvement in comparison with coiflets mother wavelet and by using the purposed denoising algorithm it is possible to enhance signal to noise ra­tio up to dB.Conclusion: The wavelet generated from this algorithm was remarkably similar to the biorthogonal wave­lets. Therefore, by matching a biorthogonal wavelet to the tuning curve and using wavelet packet analy­sis, a high resolution time-frequency analysis for the otoacoustic emission signals is possible.

  4. Kolmogorov Space in Time Series Data

    OpenAIRE

    Kanjamapornkul, K.; Pinčák, R.

    2016-01-01

    We provide the proof that the space of time series data is a Kolmogorov space with $T_{0}$-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes from the rotation of data around price and time axis by defining a new extradimension to time series data. We show that there exist hidden eight dimensions in Kolmogorov space for ...

  5. Fast reversible wavelet image compressor

    Science.gov (United States)

    Kim, HyungJun; Li, Ching-Chung

    1996-10-01

    We present a unified image compressor with spline biorthogonal wavelets and dyadic rational filter coefficients which gives high computational speed and excellent compression performance. Convolutions with these filters can be preformed by using only arithmetic shifting and addition operations. Wavelet coefficients can be encoded with an arithmetic coder which also uses arithmetic shifting and addition operations. Therefore, from the beginning to the end, the while encoding/decoding process can be done within a short period of time. The proposed method naturally extends form the lossless compression to the lossy but high compression range and can be easily adapted to the progressive reconstruction.

  6. Wavelet processing techniques for digital mammography

    Science.gov (United States)

    Laine, Andrew F.; Song, Shuwu

    1992-09-01

    This paper introduces a novel approach for accomplishing mammographic feature analysis through multiresolution representations. We show that efficient (nonredundant) representations may be identified from digital mammography and used to enhance specific mammographic features within a continuum of scale space. The multiresolution decomposition of wavelet transforms provides a natural hierarchy in which to embed an interactive paradigm for accomplishing scale space feature analysis. Similar to traditional coarse to fine matching strategies, the radiologist may first choose to look for coarse features (e.g., dominant mass) within low frequency levels of a wavelet transform and later examine finer features (e.g., microcalcifications) at higher frequency levels. In addition, features may be extracted by applying geometric constraints within each level of the transform. Choosing wavelets (or analyzing functions) that are simultaneously localized in both space and frequency, results in a powerful methodology for image analysis. Multiresolution and orientation selectivity, known biological mechanisms in primate vision, are ingrained in wavelet representations and inspire the techniques presented in this paper. Our approach includes local analysis of complete multiscale representations. Mammograms are reconstructed from wavelet representations, enhanced by linear, exponential and constant weight functions through scale space. By improving the visualization of breast pathology we can improve the chances of early detection of breast cancers (improve quality) while requiring less time to evaluate mammograms for most patients (lower costs).

  7. On the Use of Running Trends as Summary Statistics for Univariate Time Series and Time Series Association

    OpenAIRE

    Trottini, Mario; Vigo, Isabel; Belda, Santiago

    2015-01-01

    Given a time series, running trends analysis (RTA) involves evaluating least squares trends over overlapping time windows of L consecutive time points, with overlap by all but one observation. This produces a new series called the “running trends series,” which is used as summary statistics of the original series for further analysis. In recent years, RTA has been widely used in climate applied research as summary statistics for time series and time series association. There is no doubt that ...

  8. Digital transceiver implementation for wavelet packet modulation

    Science.gov (United States)

    Lindsey, Alan R.; Dill, Jeffrey C.

    1998-03-01

    Current transceiver designs for wavelet-based communication systems are typically reliant on analog waveform synthesis, however, digital processing is an important part of the eventual success of these techniques. In this paper, a transceiver implementation is introduced for the recently introduced wavelet packet modulation scheme which moves the analog processing as far as possible toward the antenna. The transceiver is based on the discrete wavelet packet transform which incorporates level and node parameters for generalized computation of wavelet packets. In this transform no particular structure is imposed on the filter bank save dyadic branching, and a maximum level which is specified a priori and dependent mainly on speed and/or cost considerations. The transmitter/receiver structure takes a binary sequence as input and, based on the desired time- frequency partitioning, processes the signal through demultiplexing, synthesis, analysis, multiplexing and data determination completely in the digital domain - with exception of conversion in and out of the analog domain for transmission.

  9. Multiscale wavelet representations for mammographic feature analysis

    Science.gov (United States)

    Laine, Andrew F.; Song, Shuwu

    1992-12-01

    This paper introduces a novel approach for accomplishing mammographic feature analysis through multiresolution representations. We show that efficient (nonredundant) representations may be identified from digital mammography and used to enhance specific mammographic features within a continuum of scale space. The multiresolution decomposition of wavelet transforms provides a natural hierarchy in which to embed an interactive paradigm for accomplishing scale space feature analysis. Choosing wavelets (or analyzing functions) that are simultaneously localized in both space and frequency, results in a powerful methodology for image analysis. Multiresolution and orientation selectivity, known biological mechanisms in primate vision, are ingrained in wavelet representations and inspire the techniques presented in this paper. Our approach includes local analysis of complete multiscale representations. Mammograms are reconstructed from wavelet coefficients, enhanced by linear, exponential and constant weight functions localized in scale space. By improving the visualization of breast pathology we can improve the changes of early detection of breast cancers (improve quality) while requiring less time to evaluate mammograms for most patients (lower costs).

  10. Neural network and wavelets in prediction of cosmic ray variability: The North Africa as study case

    Science.gov (United States)

    Zarrouk, Neïla; Bennaceur, Raouf

    2010-04-01

    Since the Earth is permanently bombarded with energetic cosmic rays particles, cosmic ray flux has been monitored by ground based neutron monitors for decades. In this work an attempt is made to investigate the decomposition and reconstructions provided by Morlet wavelet technique, using data series of cosmic rays variabilities, then to constitute from this wavelet analysis an input data base for the neural network system with which we can then predict decomposition coefficients and all related parameters for other points. Thus the latter are used for the recomposition step in which the plots and curves describing the relative cosmic rays intensities are obtained in any points on the earth in which we do not have any information about cosmic rays intensities. Although neural network associated with wavelets are not frequently used for cosmic rays time series, they seems very suitable and are a good choice to obtain these results. In fact we have succeeded to derive a very useful tool to obtain the decomposition coefficients, the main periods for each point on the Earth and on another hand we have now a kind of virtual NM for these locations like North Africa countries, Maroc, Algeria, Tunisia, Libya and Cairo. We have found the aspect of very known 11-years cycle: T1, we have also revealed the variation type of T2 and especially T3 cycles which seem to be induced by particular Earth's phenomena.

  11. Multiple Indicator Stationary Time Series Models.

    Science.gov (United States)

    Sivo, Stephen A.

    2001-01-01

    Discusses the propriety and practical advantages of specifying multivariate time series models in the context of structural equation modeling for time series and longitudinal panel data. For time series data, the multiple indicator model specification improves on classical time series analysis. For panel data, the multiple indicator model…

  12. The cross wavelet analysis of dengue fever variability influenced by meteorological conditions

    Science.gov (United States)

    Lin, Yuan-Chien; Yu, Hwa-Lung; Lee, Chieh-Han

    2015-04-01

    The multiyear variation of meteorological conditions induced by climate change causes the changing diffusion pattern of infectious disease and serious epidemic situation. Among them, dengue fever is one of the most serious vector-borne diseases distributed in tropical and sub-tropical regions. Dengue virus is transmitted by several species of mosquito and causing lots amount of human deaths every year around the world. The objective of this study is to investigate the impact of meteorological variables to the temporal variation of dengue fever epidemic in southern Taiwan. Several extreme and average indices of meteorological variables, i.e. temperature and humidity, were used for this analysis, including averaged, maximum and minimum temperature, and average rainfall, maximum 1-hr rainfall, and maximum 24-hr rainfall. This study plans to identify and quantify the nonlinear relationship of meteorological variables and dengue fever epidemic, finding the non-stationary time-frequency relationship and phase lag effects of those time series from 1998-2011 by using cross wavelet method. Results show that meteorological variables all have a significant time-frequency correlation region to dengue fever epidemic in frequency about one year (52 weeks). The associated phases can range from 0 to 90 degrees (0-13 weeks lag from meteorological factors to dengue incidences). Keywords: dengue fever, cross wavelet analysis, meteorological factor

  13. A Novel Modeling Method for Aircraft Engine Using Nonlinear Autoregressive Exogenous (NARX) Models Based on Wavelet Neural Networks

    Science.gov (United States)

    Yu, Bing; Shu, Wenjun; Cao, Can

    2018-05-01

    A novel modeling method for aircraft engine using nonlinear autoregressive exogenous (NARX) models based on wavelet neural networks is proposed. The identification principle and process based on wavelet neural networks are studied, and the modeling scheme based on NARX is proposed. Then, the time series data sets from three types of aircraft engines are utilized to build the corresponding NARX models, and these NARX models are validated by the simulation. The results show that all the best NARX models can capture the original aircraft engine's dynamic characteristic well with the high accuracy. For every type of engine, the relative identification errors of its best NARX model and the component level model are no more than 3.5 % and most of them are within 1 %.

  14. Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach

    Directory of Open Access Journals (Sweden)

    Kin Keung Lai

    2012-04-01

    Full Text Available In the increasingly globalized economy these days, the major crude oil markets worldwide are seeing higher level of integration, which results in higher level of dependency and transmission of risks among different markets. Thus the risk of the typical multi-asset crude oil portfolio is influenced by dynamic correlation among different assets, which has both normal and transient behaviors. This paper proposes a novel multivariate wavelet denoising based approach for estimating Portfolio Value at Risk (PVaR. The multivariate wavelet analysis is introduced to analyze the multi-scale behaviors of the correlation among different markets and the portfolio volatility behavior in the higher dimensional time scale domain. The heterogeneous data and noise behavior are addressed in the proposed multi-scale denoising based PVaR estimation algorithm, which also incorporatesthe mainstream time series to address other well known data features such as autocorrelation and volatility clustering. Empirical studies suggest that the proposed algorithm outperforms the benchmark ExponentialWeighted Moving Average (EWMA and DCC-GARCH model, in terms of conventional performance evaluation criteria for the model reliability.

  15. Time Series Momentum

    DEFF Research Database (Denmark)

    Moskowitz, Tobias J.; Ooi, Yao Hua; Heje Pedersen, Lasse

    2012-01-01

    We document significant “time series momentum” in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial...... under-reaction and delayed over-reaction. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing factors and performs best during extreme markets. Examining the trading activities...

  16. The Time-Dependent Wavelet Spectrum of HH 1 and 2

    Science.gov (United States)

    Raga, A. C.; Reipurth, B.; Esquivel, A.; González-Gómez, D.; Riera, A.

    2018-04-01

    We have calculated the wavelet spectra of four epochs (spanning ≍20 yr) of Hα and [S II] HST images of HH 1 and 2. From these spectra we calculated the distribution functions of the (angular) radii of the emission structures. We found that the size distributions have maxima (corresponding to the characteristic sizes of the observed structures) with radii that are logarithmically spaced with factors of ≍2→3 between the successive peaks. The positions of these peaks generally showed small shifts towards larger sizes as a function of time. This result indicates that the structures of HH 1 and 2 have a general expansion (seen at all scales), and/or are the result of a sequence of merging events resulting in the formation of knots with larger characteristic sizes.

  17. Complex Wavelet transform for MRI

    International Nuclear Information System (INIS)

    Junor, P.; Janney, P.

    2004-01-01

    Full text: There is a perpetual compromise encountered in magnetic resonance (MRl) image reconstruction, between the traditional elements of image quality (noise, spatial resolution and contrast). Additional factors exacerbating this trade-off include various artifacts, computational (and hence time-dependent) overhead, and financial expense. This paper outlines a new approach to the problem of minimizing MRI image acquisition and reconstruction time without compromising resolution and noise reduction. The standard approaches for reconstructing magnetic resonance (MRI) images from raw data (which rely on relatively conventional signal processing) have matured but there are a number of challenges which limit their use. A major one is the 'intrinsic' signal-to-noise ratio (SNR) of the reconstructed image that depends on the strength of the main field. A typical clinical MRI almost invariably uses a super-cooled magnet in order to achieve a high field strength. The ongoing running cost of these super-cooled magnets prompts consideration of alternative magnet systems for use in MRIs for developing countries and in some remote regional installations. The decrease in image quality from using lower field strength magnets can be addressed by improvements in signal processing strategies. Conversely, improved signal processing will obviously benefit the current conventional field strength MRI machines. Moreover, the 'waiting time' experienced in many MR sequences (due to the relaxation time delays) can be exploited by more rigorous processing of the MR signals. Acquisition often needs to be repeated so that coherent averaging may partially redress the shortfall in SNR, at the expense of further delay. Wavelet transforms have been used in MRI as an alternative for encoding and denoising for over a decade. These have not supplanted the traditional Fourier transform methods that have long been the mainstay of MRI reconstruction, but have some inflexibility. The dual

  18. A STUDY OF WAVELET ENTROPY MEASURE DEFINITION AND ITS APPLICATION FOR FAULT FEATURE PICK-UP AND CLASSIFICATION

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Shannon entropy in time domain is a measure of signal or system uncertainty. When based on spectrum entropy, Shannon entropy can be taken as a measure of signal or system complexity.Therefore, wavelet analysis based on wavelet entropy measure can signify the complexity of non-steady signal or system in both time and frequency domain. In this paper, in order to meet the requirements of post-analysis on abundant wavelet transform result data and the need of information mergence, the basic definition of wavelet entropy measure is proposed, corresponding algorithms of several wavelet entropies, such as wavelet average entropy, wavelet time-frequency entropy, wavelet distance entropy,etc. are put forward, and the physical meanings of these entropies are analyzed as well. The application principle of wavelet entropy measure in ElectroEncephaloGraphy (EEG) signal analysis, mechanical fault diagnosis, fault detection and classification in power system are analyzed. Finally, take the transmission line fault detection in power system for example, simulations in two different systems, a 10kV automatic blocking and continuous power transmission line and a 500kV Extra High Voltage (EHV) transmission line, are carried out, and the two methods, wavelet entropy and wavelet modulus maxima, are compared, the results show feasibility and application prospect of the six wavelet entropies.

  19. International Work-Conference on Time Series

    CERN Document Server

    Pomares, Héctor

    2016-01-01

    This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems. The International Work-Conferences on Time Series (ITISE) provide a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.

  20. Wavelets in functional data analysis

    CERN Document Server

    Morettin, Pedro A; Vidakovic, Brani

    2017-01-01

    Wavelet-based procedures are key in many areas of statistics, applied mathematics, engineering, and science. This book presents wavelets in functional data analysis, offering a glimpse of problems in which they can be applied, including tumor analysis, functional magnetic resonance and meteorological data. Starting with the Haar wavelet, the authors explore myriad families of wavelets and how they can be used. High-dimensional data visualization (using Andrews' plots), wavelet shrinkage (a simple, yet powerful, procedure for nonparametric models) and a selection of estimation and testing techniques (including a discussion on Stein’s Paradox) make this a highly valuable resource for graduate students and experienced researchers alike.

  1. Processing of pulse oximeter data using discrete wavelet analysis.

    Science.gov (United States)

    Lee, Seungjoon; Ibey, Bennett L; Xu, Weijian; Wilson, Mark A; Ericson, M Nance; Coté, Gerard L

    2005-07-01

    A wavelet-based signal processing technique was employed to improve an implantable blood perfusion monitoring system. Data was acquired from both in vitro and in vivo sources: a perfusion model and the proximal jejunum of an adult pig. Results showed that wavelet analysis could isolate perfusion signals from raw, periodic, in vitro data as well as fast Fourier transform (FFT) methods. However, for the quasi-periodic in vivo data segments, wavelet analysis provided more consistent results than the FFT analysis for data segments of 50, 10, and 5 s in length. Wavelet analysis has thus been shown to require less data points for quasi-periodic data than FFT analysis making it a good choice for an indwelling perfusion monitor where power consumption and reaction time are paramount.

  2. Signal Analysis by New Mother Wavelets

    International Nuclear Information System (INIS)

    Niu Jinbo; Qi Kaiguo; Fan Hongyi

    2009-01-01

    Based on the general formula for finding qualified mother wavelets [Opt. Lett. 31 (2006) 407] we make wavelet transforms computed with the newly found mother wavelets (characteristic of the power 2n) for some optical Gaussian pulses, which exhibit the ability to measure frequency of the pulse more precisely and clearly. We also work with complex mother wavelets composed of new real mother wavelets, which offer the ability of obtaining phase information of the pulse as well as amplitude information. The analogy between the behavior of Hermite-Gauss beams and that of new wavelet transforms is noticed. (general)

  3. Surface quality monitoring for process control by on-line vibration analysis using an adaptive spline wavelet algorithm

    Science.gov (United States)

    Luo, G. Y.; Osypiw, D.; Irle, M.

    2003-05-01

    The dynamic behaviour of wood machining processes affects the surface finish quality of machined workpieces. In order to meet the requirements of increased production efficiency and improved product quality, surface quality information is needed for enhanced process control. However, current methods using high price devices or sophisticated designs, may not be suitable for industrial real-time application. This paper presents a novel approach of surface quality evaluation by on-line vibration analysis using an adaptive spline wavelet algorithm, which is based on the excellent time-frequency localization of B-spline wavelets. A series of experiments have been performed to extract the feature, which is the correlation between the relevant frequency band(s) of vibration with the change of the amplitude and the surface quality. The graphs of the experimental results demonstrate that the change of the amplitude in the selective frequency bands with variable resolution (linear and non-linear) reflects the quality of surface finish, and the root sum square of wavelet power spectrum is a good indication of surface quality. Thus, surface quality can be estimated and quantified at an average level in real time. The results can be used to regulate and optimize the machine's feed speed, maintaining a constant spindle motor speed during cutting. This will lead to higher level control and machining rates while keeping dimensional integrity and surface finish within specification.

  4. Harmonic Analysis of a Nonstationary Series of Temperature Paleoreconstruction for the Central Part of Greenland

    Directory of Open Access Journals (Sweden)

    T.E. Danova

    2016-06-01

    Full Text Available The results of the investigations of a transformed series of reconstructed air temperature data for the central part of Greenland with an increment of 30 years have been presented. Stationarization of a ~ 50,000-years’ series of the reconstructed air temperature in the central part of Greenland according to ice core data has been performed using mathematical expectation. To obtain mathematical expectation estimation, the smoothing procedure by the methods of moving average and wavelet analysis has been carried out. Fourier’s transformation has been applied repeatedly to the stationarized series with changing the averaging time in the process of smoothing. Three averaging time values have been selected for the investigations: ~ 400–500 years, ~ 2,000 years, and ~ 4,000 years. Stationarization of the reconstructed temperature series with the help of wavelet transformation showed the best results when applying the averaging time of ~ 400 and ~ 2000 years, the trends well characterize the initial temperature series, there-by revealing the main patterns of its dynamics. Using the period with the averaging time of ~ 4,000 years showed the worst result: significant events of the main temperature series were lost in the process of averaging. The obtained results well correspond to cycling known to be inherent to the climatic system of the planet; the detected modes of 1,470 ± 500 years are comparable to the Dansgaard–Oeschger and Bond oscillations.

  5. Revisiting the investor sentiment-stock returns relationship: A multi-scale perspective using wavelets

    Science.gov (United States)

    Lao, Jiashun; Nie, He; Jiang, Yonghong

    2018-06-01

    This paper employs SBW proposed by Baker and Wurgler (2006) to investigate the nonlinear asymmetric Granger causality between investor sentiment and stock returns for US economy while considering different time-scales. The wavelet method is utilized to decompose time series of investor sentiment and stock returns at different time-scales to focus on the local analysis of different time horizons of investors. The linear and nonlinear asymmetric Granger methods are employed to examine the Granger causal relationship on similar time-scales. We find evidence of strong bilateral linear and nonlinear asymmetric Granger causality between longer-term investor sentiment and stock returns. Furthermore, we observe the positive nonlinear causal relationship from stock returns to investor sentiment and the negative nonlinear causal relationship from investor sentiment to stock returns.

  6. A deep learning framework for financial time series using stacked autoencoders and long-short term memory.

    Science.gov (United States)

    Bao, Wei; Yue, Jun; Rao, Yulei

    2017-01-01

    The application of deep learning approaches to finance has received a great deal of attention from both investors and researchers. This study presents a novel deep learning framework where wavelet transforms (WT), stacked autoencoders (SAEs) and long-short term memory (LSTM) are combined for stock price forecasting. The SAEs for hierarchically extracted deep features is introduced into stock price forecasting for the first time. The deep learning framework comprises three stages. First, the stock price time series is decomposed by WT to eliminate noise. Second, SAEs is applied to generate deep high-level features for predicting the stock price. Third, high-level denoising features are fed into LSTM to forecast the next day's closing price. Six market indices and their corresponding index futures are chosen to examine the performance of the proposed model. Results show that the proposed model outperforms other similar models in both predictive accuracy and profitability performance.

  7. Stochastic models for time series

    CERN Document Server

    Doukhan, Paul

    2018-01-01

    This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of tools from Gaussian chaos and proposes a tour of linear time series models. It goes on to address nonlinearity from polynomial or chaotic models for which explicit expansions are available, then turns to Markov and non-Markov linear models and discusses Bernoulli shifts time series models. Finally, the volume focuses on the limit theory, starting with the ergodic theorem, which is seen as the first step for statistics of time series. It defines the distributional range to obtain generic tools for limit theory under long or short-range dependences (LRD/SRD) and explains examples of LRD behaviours. More general techniques (central limit ...

  8. Non parametric denoising methods based on wavelets: Application to electron microscopy images in low exposure time

    International Nuclear Information System (INIS)

    Soumia, Sid Ahmed; Messali, Zoubeida; Ouahabi, Abdeldjalil; Trepout, Sylvain; Messaoudi, Cedric; Marco, Sergio

    2015-01-01

    The 3D reconstruction of the Cryo-Transmission Electron Microscopy (Cryo-TEM) and Energy Filtering TEM images (EFTEM) hampered by the noisy nature of these images, so that their alignment becomes so difficult. This noise refers to the collision between the frozen hydrated biological samples and the electrons beam, where the specimen is exposed to the radiation with a high exposure time. This sensitivity to the electrons beam led specialists to obtain the specimen projection images at very low exposure time, which resulting the emergence of a new problem, an extremely low signal-to-noise ratio (SNR). This paper investigates the problem of TEM images denoising when they are acquired at very low exposure time. So, our main objective is to enhance the quality of TEM images to improve the alignment process which will in turn improve the three dimensional tomography reconstructions. We have done multiple tests on special TEM images acquired at different exposure time 0.5s, 0.2s, 0.1s and 1s (i.e. with different values of SNR)) and equipped by Golding beads for helping us in the assessment step. We herein, propose a structure to combine multiple noisy copies of the TEM images. The structure is based on four different denoising methods, to combine the multiple noisy TEM images copies. Namely, the four different methods are Soft, the Hard as Wavelet-Thresholding methods, Bilateral Filter as a non-linear technique able to maintain the edges neatly, and the Bayesian approach in the wavelet domain, in which context modeling is used to estimate the parameter for each coefficient. To ensure getting a high signal-to-noise ratio, we have guaranteed that we are using the appropriate wavelet family at the appropriate level. So we have chosen âĂIJsym8âĂİ wavelet at level 3 as the most appropriate parameter. Whereas, for the bilateral filtering many tests are done in order to determine the proper filter parameters represented by the size of the filter, the range parameter and the

  9. A CMOS Morlet Wavelet Generator

    Directory of Open Access Journals (Sweden)

    A. I. Bautista-Castillo

    2017-04-01

    Full Text Available The design and characterization of a CMOS circuit for Morlet wavelet generation is introduced. With the proposed Morlet wavelet circuit, it is possible to reach a~low power consumption, improve standard deviation (σ control and also have a small form factor. A prototype in a double poly, three metal layers, 0.5 µm CMOS process from MOSIS foundry was carried out in order to verify the functionality of the proposal. However, the design methodology can be extended to different CMOS processes. According to the performance exhibited by the circuit, may be useful in many different signal processing tasks such as nonlinear time-variant systems.

  10. A stethoscope with wavelet separation of cardiac and respiratory sounds for real time telemedicine implemented on field-programmable gate array

    Science.gov (United States)

    Castro, Víctor M.; Muñoz, Nestor A.; Salazar, Antonio J.

    2015-01-01

    Auscultation is one of the most utilized physical examination procedures for listening to lung, heart and intestinal sounds during routine consults and emergencies. Heart and lung sounds overlap in the thorax. An algorithm was used to separate them based on the discrete wavelet transform with multi-resolution analysis, which decomposes the signal into approximations and details. The algorithm was implemented in software and in hardware to achieve real-time signal separation. The heart signal was found in detail eight and the lung signal in approximation six. The hardware was used to separate the signals with a delay of 256 ms. Sending wavelet decomposition data - instead of the separated full signa - allows telemedicine applications to function in real time over low-bandwidth communication channels.

  11. Graphical Data Analysis on the Circle: Wrap-Around Time Series Plots for (Interrupted) Time Series Designs.

    Science.gov (United States)

    Rodgers, Joseph Lee; Beasley, William Howard; Schuelke, Matthew

    2014-01-01

    Many data structures, particularly time series data, are naturally seasonal, cyclical, or otherwise circular. Past graphical methods for time series have focused on linear plots. In this article, we move graphical analysis onto the circle. We focus on 2 particular methods, one old and one new. Rose diagrams are circular histograms and can be produced in several different forms using the RRose software system. In addition, we propose, develop, illustrate, and provide software support for a new circular graphical method, called Wrap-Around Time Series Plots (WATS Plots), which is a graphical method useful to support time series analyses in general but in particular in relation to interrupted time series designs. We illustrate the use of WATS Plots with an interrupted time series design evaluating the effect of the Oklahoma City bombing on birthrates in Oklahoma County during the 10 years surrounding the bombing of the Murrah Building in Oklahoma City. We compare WATS Plots with linear time series representations and overlay them with smoothing and error bands. Each method is shown to have advantages in relation to the other; in our example, the WATS Plots more clearly show the existence and effect size of the fertility differential.

  12. Wavelet-based linear-response time-dependent density-functional theory

    Science.gov (United States)

    Natarajan, Bhaarathi; Genovese, Luigi; Casida, Mark E.; Deutsch, Thierry; Burchak, Olga N.; Philouze, Christian; Balakirev, Maxim Y.

    2012-06-01

    Linear-response time-dependent (TD) density-functional theory (DFT) has been implemented in the pseudopotential wavelet-based electronic structure program BIGDFT and results are compared against those obtained with the all-electron Gaussian-type orbital program DEMON2K for the calculation of electronic absorption spectra of N2 using the TD local density approximation (LDA). The two programs give comparable excitation energies and absorption spectra once suitably extensive basis sets are used. Convergence of LDA density orbitals and orbital energies to the basis-set limit is significantly faster for BIGDFT than for DEMON2K. However the number of virtual orbitals used in TD-DFT calculations is a parameter in BIGDFT, while all virtual orbitals are included in TD-DFT calculations in DEMON2K. As a reality check, we report the X-ray crystal structure and the measured and calculated absorption spectrum (excitation energies and oscillator strengths) of the small organic molecule N-cyclohexyl-2-(4-methoxyphenyl)imidazo[1, 2-a]pyridin-3-amine.

  13. Wavelet-transform-based time–frequency domain reflectometry for reduction of blind spot

    International Nuclear Information System (INIS)

    Lee, Sin Ho; Park, Jin Bae; Choi, Yoon Ho

    2012-01-01

    In this paper, wavelet-transform-based time–frequency domain reflectometry (WTFDR) is proposed to reduce the blind spot in reflectometry. TFDR has a blind spot problem when the time delay between the reference signal and the reflected signal is short enough compared with the time duration of the reference signal. To solve the blind spot problem, the wavelet transform (WT) is used because the WT has linearity. Using the characteristics of the WT, the overlapped reference signal at the measured signal can be separated and the blind spot is reduced by obtaining the difference of the wavelet coefficients for the reference and reflected signals. In the proposed method, the complex wavelet is utilized as a mother wavelet because the reference signal in WTFDR has a complex form. Finally, the computer simulations and the real experiments are carried out to confirm the effectiveness and accuracy of the proposed method. (paper)

  14. Application of Shannon Wavelet Entropy and Shannon Wavelet Packet Entropy in Analysis of Power System Transient Signals

    Directory of Open Access Journals (Sweden)

    Jikai Chen

    2016-12-01

    Full Text Available In a power system, the analysis of transient signals is the theoretical basis of fault diagnosis and transient protection theory. Shannon wavelet entropy (SWE and Shannon wavelet packet entropy (SWPE are powerful mathematics tools for transient signal analysis. Combined with the recent achievements regarding SWE and SWPE, their applications are summarized in feature extraction of transient signals and transient fault recognition. For wavelet aliasing at adjacent scale of wavelet decomposition, the impact of wavelet aliasing is analyzed for feature extraction accuracy of SWE and SWPE, and their differences are compared. Meanwhile, the analyses mentioned are verified by partial discharge (PD feature extraction of power cable. Finally, some new ideas and further researches are proposed in the wavelet entropy mechanism, operation speed and how to overcome wavelet aliasing.

  15. Wavelet-based ground vehicle recognition using acoustic signals

    Science.gov (United States)

    Choe, Howard C.; Karlsen, Robert E.; Gerhart, Grant R.; Meitzler, Thomas J.

    1996-03-01

    We present, in this paper, a wavelet-based acoustic signal analysis to remotely recognize military vehicles using their sound intercepted by acoustic sensors. Since expedited signal recognition is imperative in many military and industrial situations, we developed an algorithm that provides an automated, fast signal recognition once implemented in a real-time hardware system. This algorithm consists of wavelet preprocessing, feature extraction and compact signal representation, and a simple but effective statistical pattern matching. The current status of the algorithm does not require any training. The training is replaced by human selection of reference signals (e.g., squeak or engine exhaust sound) distinctive to each individual vehicle based on human perception. This allows a fast archiving of any new vehicle type in the database once the signal is collected. The wavelet preprocessing provides time-frequency multiresolution analysis using discrete wavelet transform (DWT). Within each resolution level, feature vectors are generated from statistical parameters and energy content of the wavelet coefficients. After applying our algorithm on the intercepted acoustic signals, the resultant feature vectors are compared with the reference vehicle feature vectors in the database using statistical pattern matching to determine the type of vehicle from where the signal originated. Certainly, statistical pattern matching can be replaced by an artificial neural network (ANN); however, the ANN would require training data sets and time to train the net. Unfortunately, this is not always possible for many real world situations, especially collecting data sets from unfriendly ground vehicles to train the ANN. Our methodology using wavelet preprocessing and statistical pattern matching provides robust acoustic signal recognition. We also present an example of vehicle recognition using acoustic signals collected from two different military ground vehicles. In this paper, we will

  16. Time Series with Long Memory

    OpenAIRE

    西埜, 晴久

    2004-01-01

    The paper investigates an application of long-memory processes to economic time series. We show properties of long-memory processes, which are motivated to model a long-memory phenomenon in economic time series. An FARIMA model is described as an example of long-memory model in statistical terms. The paper explains basic limit theorems and estimation methods for long-memory processes in order to apply long-memory models to economic time series.

  17. Wavelet crosstalk matrix and its application to assessment of shift-variant imaging systems

    Energy Technology Data Exchange (ETDEWEB)

    Qi, Jinyi; Huesman, Ronald H.

    2002-11-01

    The objective assessment of image quality is essential for design of imaging systems. Barrett and Gifford [1] introduced the Fourier cross talk matrix. Because it is diagonal for continuous linear shift-invariant imaging systems, the Fourier cross talk matrix is a powerful technique for discrete imaging systems that are close to shift invariant. However, for a system that is intrinsically shift variant, Fourier techniques are not particularly effective. Because Fourier bases have no localization property, the shift-variance of the imaging system cannot be shown by the response of individual Fourier bases; rather, it is shown in the correlation between the Fourier coefficients. This makes the analysis and optimization quite difficult. In this paper, we introduce a wavelet cross talk matrix based on wavelet series expansions. The wavelet cross talk matrix allows simultaneous study of the imaging system in both the frequency and spatial domains. Hence it is well suited for shift variant systems. We compared the wavelet cross talk matrix with the Fourier cross talk matrix for several simulated imaging systems, namely the interior and exterior tomography problems, limited angle tomography, and a rectangular geometry positron emission tomograph. The results demonstrate the advantages of the wavelet cross talk matrix in analyzing shift-variant imaging systems.

  18. Wavelet crosstalk matrix and its application to assessment of shift-variant imaging systems

    International Nuclear Information System (INIS)

    Qi, Jinyi; Huesman, Ronald H.

    2002-01-01

    The objective assessment of image quality is essential for design of imaging systems. Barrett and Gifford [1] introduced the Fourier cross talk matrix. Because it is diagonal for continuous linear shift-invariant imaging systems, the Fourier cross talk matrix is a powerful technique for discrete imaging systems that are close to shift invariant. However, for a system that is intrinsically shift variant, Fourier techniques are not particularly effective. Because Fourier bases have no localization property, the shift-variance of the imaging system cannot be shown by the response of individual Fourier bases; rather, it is shown in the correlation between the Fourier coefficients. This makes the analysis and optimization quite difficult. In this paper, we introduce a wavelet cross talk matrix based on wavelet series expansions. The wavelet cross talk matrix allows simultaneous study of the imaging system in both the frequency and spatial domains. Hence it is well suited for shift variant systems. We compared the wavelet cross talk matrix with the Fourier cross talk matrix for several simulated imaging systems, namely the interior and exterior tomography problems, limited angle tomography, and a rectangular geometry positron emission tomograph. The results demonstrate the advantages of the wavelet cross talk matrix in analyzing shift-variant imaging systems

  19. Parametric instability analysis of truncated conical shells using the Haar wavelet method

    Science.gov (United States)

    Dai, Qiyi; Cao, Qingjie

    2018-05-01

    In this paper, the Haar wavelet method is employed to analyze the parametric instability of truncated conical shells under static and time dependent periodic axial loads. The present work is based on the Love first-approximation theory for classical thin shells. The displacement field is expressed as the Haar wavelet series in the axial direction and trigonometric functions in the circumferential direction. Then the partial differential equations are reduced into a system of coupled Mathieu-type ordinary differential equations describing dynamic instability behavior of the shell. Using Bolotin's method, the first-order and second-order approximations of principal instability regions are determined. The correctness of present method is examined by comparing the results with those in the literature and very good agreement is observed. The difference between the first-order and second-order approximations of principal instability regions for tensile and compressive loads is also investigated. Finally, numerical results are presented to bring out the influences of various parameters like static load factors, boundary conditions and shell geometrical characteristics on the domains of parametric instability of conical shells.

  20. Construction and decomposition of biorthogonal vector-valued wavelets with compact support

    International Nuclear Information System (INIS)

    Chen Qingjiang; Cao Huaixin; Shi Zhi

    2009-01-01

    In this article, we introduce vector-valued multiresolution analysis and the biorthogonal vector-valued wavelets with four-scale. The existence of a class of biorthogonal vector-valued wavelets with compact support associated with a pair of biorthogonal vector-valued scaling functions with compact support is discussed. A method for designing a class of biorthogonal compactly supported vector-valued wavelets with four-scale is proposed by virtue of multiresolution analysis and matrix theory. The biorthogonality properties concerning vector-valued wavelet packets are characterized with the aid of time-frequency analysis method and operator theory. Three biorthogonality formulas regarding them are presented.

  1. Visibility Graph Based Time Series Analysis.

    Science.gov (United States)

    Stephen, Mutua; Gu, Changgui; Yang, Huijie

    2015-01-01

    Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

  2. Visibility Graph Based Time Series Analysis.

    Directory of Open Access Journals (Sweden)

    Mutua Stephen

    Full Text Available Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

  3. Analysis of the Emitted Wavelet of High-Resolution Bowtie GPR Antennas

    Directory of Open Access Journals (Sweden)

    Manuel Pereira

    2009-06-01

    Full Text Available Most Ground Penetrating Radars (GPR cover a wide frequency range by emitting very short time wavelets. In this work, we study in detail the wavelet emitted by two bowtie GPR antennas with nominal frequencies of 800 MHz and 1 GHz. Knowledge of this emitted wavelet allows us to extract as much information as possible from recorded signals, using advanced processing techniques and computer simulations. Following previously published methodology used by Rial et al. [1], which ensures system stability and reliability in data acquisition, a thorough analysis of the wavelet in both time and frequency domain is performed. Most of tests were carried out with air as propagation medium, allowing a proper analysis of the geometrical attenuation factor. Furthermore, we attempt to determine, for each antenna, a time zero in the records to allow us to correctly assign a position to the reflectors detected by the radar. Obtained results indicate that the time zero is not a constant value for the evaluated antennas, but instead depends on the characteristics of the material in contact with the antenna.

  4. Numerical solution of the Black-Scholes equation using cubic spline wavelets

    Science.gov (United States)

    Černá, Dana

    2016-12-01

    The Black-Scholes equation is used in financial mathematics for computation of market values of options at a given time. We use the θ-scheme for time discretization and an adaptive scheme based on wavelets for discretization on the given time level. Advantages of the proposed method are small number of degrees of freedom, high-order accuracy with respect to variables representing prices and relatively small number of iterations needed to resolve the problem with a desired accuracy. We use several cubic spline wavelet and multi-wavelet bases and discuss their advantages and disadvantages. We also compare an isotropic and anisotropic approach. Numerical experiments are presented for the two-dimensional Black-Scholes equation.

  5. A wavelet phase filter for emission tomography

    International Nuclear Information System (INIS)

    Olsen, E.T.; Lin, B.

    1995-01-01

    The presence of a high level of noise is a characteristic in some tomographic imaging techniques such as positron emission tomography (PET). Wavelet methods can smooth out noise while preserving significant features of images. Mallat et al. proposed a wavelet based denoising scheme exploiting wavelet modulus maxima, but the scheme is sensitive to noise. In this study, the authors explore the properties of wavelet phase, with a focus on reconstruction of emission tomography images. Specifically, they show that the wavelet phase of regular Poisson noise under a Haar-type wavelet transform converges in distribution to a random variable uniformly distributed on [0, 2π). They then propose three wavelet-phase-based denoising schemes which exploit this property: edge tracking, local phase variance thresholding, and scale phase variation thresholding. Some numerical results are also presented. The numerical experiments indicate that wavelet phase techniques show promise for wavelet based denoising methods

  6. Application of wavelet analysis in determining the periodicity of global warming

    Science.gov (United States)

    Feng, Xiao

    2018-04-01

    In the last two decades of the last century, the global average temperature has risen by 0.48 ° C over 100 years ago. Since then, global warming has become a hot topic. Global warming will have complex and potential impacts on humans and the Earth. However, the negative impacts far outweigh the positive impacts. The most obvious external manifestation of global warming is temperature. Therefore, this study uses wavelet analysis study the characteristics of temperature time series, solve the periodicity of the sequence, find out the trend of temperature change and predict the extent of global warming in the future, so as to take the necessary precautionary measures.

  7. A Cross-Wavelet Transform Aided Rule Based Approach for Early Prediction of Lean Blow-out in Swirl-Stabilized Dump Combustor

    Directory of Open Access Journals (Sweden)

    Debangshu Dey

    2015-03-01

    Full Text Available Lean or ultralean combustion is one of the popular strategies to achieve very low emission levels. However, it is extremely susceptible to lean blow-out (LBO. The present work explores a Cross-wavelet transform (XWT aided rule based scheme for early prediction of lean blowout. XWT can be considered as an advancement of wavelet analysis which gives correlation between two waveforms in time-frequency space. In the present scheme a swirl-stabilized dump combustor is used as a laboratory-scale model of a generic gas turbine combustor with LPG as fuel. Various time series data of CH chemiluminescence signal are recorded for different flame conditions by varying equivalence ratio, flow rate and level of air-fuel premixing. Some features are extracted from the cross-wavelet spectrum of the recorded waveforms and a reference wave. The extracted features are observed to classify the flame condition into three major classes: near LBO, moderate and healthy. Moreover, a Rough Set based technique is also applied on the extracted features to generate a rule base so that it can be fed to a real time controller or expert system to take necessary control action to prevent LBO. Results show that the proposed methodology performs with an acceptable degree of accuracy.

  8. Wavelet and Blend maps for texture synthesis

    OpenAIRE

    Du Jin-Lian; Wang Song; Meng Xianhai

    2011-01-01

    blending is now a popular technology for large realtime texture synthesis .Nevertheless, creating blend map during rendering is time and computation consuming work. In this paper, we exploited a method to create a kind of blend tile which can be tile together seamlessly. Note that blend map is in fact a kind of image, which is Markov Random Field, contains multiresolution signals, while wavelet is a powerful way to process multiresolution signals, we use wavelet to process the traditional ble...

  9. Wavelets y sus aplicaciones

    OpenAIRE

    Castro, Liliana Raquel; Castro, Silvia Mabel

    1995-01-01

    Se presenta una introducción a la teorfa de wavelets. Ademas, se da una revisión histórica de cómo fueron introducidas las wavelets para la representación de funciones. Se efectúa una comparación entre la transformada wavelet y la transformada de Fourier. Por último, se presentan también algunas de los múltiples aplicaciones de esta nueva herramienta de análisis armónico.

  10. Study on spillover effect of copper futures between LME and SHFE using wavelet multiresolution analysis

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Research on information spillover effects between financial markets remains active in the economic community. A Granger-type model has recently been used to investigate the spillover between London Metal Exchange (LME) and Shanghai Futures Exchange (SHFE), however, possible correlation between the future price and return on different time scales have been ignored. In this paper, wavelet multiresolution decomposition is used to investigate the spillover effects of copper future returns between the two markets. The daily return time series are decomposed on 2n (n=1, ..., 6) frequency bands through wavelet multiresolution analysis. The correlation between the two markets is studied with decomposed data. It is shown that high frequency detail components represent much more energy than low-frequency smooth components. The relation between copper future daily returns in LME and that in SHFE are different on different time scales. The fluctuations of the copper future daily returns in LME have large effect on that in SHFE in 32-day scale, but small effect in high frequency scales. It also has evidence that strong effects exist between LME and SHFE for monthly responses of the copper futures but not for daily responses.

  11. Exploring inter-frame correlation analysis and wavelet-domain modeling for real-time caption detection in streaming video

    Science.gov (United States)

    Li, Jia; Tian, Yonghong; Gao, Wen

    2008-01-01

    In recent years, the amount of streaming video has grown rapidly on the Web. Often, retrieving these streaming videos offers the challenge of indexing and analyzing the media in real time because the streams must be treated as effectively infinite in length, thus precluding offline processing. Generally speaking, captions are important semantic clues for video indexing and retrieval. However, existing caption detection methods often have difficulties to make real-time detection for streaming video, and few of them concern on the differentiation of captions from scene texts and scrolling texts. In general, these texts have different roles in streaming video retrieval. To overcome these difficulties, this paper proposes a novel approach which explores the inter-frame correlation analysis and wavelet-domain modeling for real-time caption detection in streaming video. In our approach, the inter-frame correlation information is used to distinguish caption texts from scene texts and scrolling texts. Moreover, wavelet-domain Generalized Gaussian Models (GGMs) are utilized to automatically remove non-text regions from each frame and only keep caption regions for further processing. Experiment results show that our approach is able to offer real-time caption detection with high recall and low false alarm rate, and also can effectively discern caption texts from the other texts even in low resolutions.

  12. Network structure of multivariate time series.

    Science.gov (United States)

    Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

    2015-10-21

    Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range tools and techniques for time series analysis already exist, the increasing availability of massive data structures calls for new approaches for multidimensional signal processing. We present here a non-parametric method to analyse multivariate time series, based on the mapping of a multidimensional time series into a multilayer network, which allows to extract information on a high dimensional dynamical system through the analysis of the structure of the associated multiplex network. The method is simple to implement, general, scalable, does not require ad hoc phase space partitioning, and is thus suitable for the analysis of large, heterogeneous and non-stationary time series. We show that simple structural descriptors of the associated multiplex networks allow to extract and quantify nontrivial properties of coupled chaotic maps, including the transition between different dynamical phases and the onset of various types of synchronization. As a concrete example we then study financial time series, showing that a multiplex network analysis can efficiently discriminate crises from periods of financial stability, where standard methods based on time-series symbolization often fail.

  13. What marketing scholars should know about time series analysis : time series applications in marketing

    NARCIS (Netherlands)

    Horváth, Csilla; Kornelis, Marcel; Leeflang, Peter S.H.

    2002-01-01

    In this review, we give a comprehensive summary of time series techniques in marketing, and discuss a variety of time series analysis (TSA) techniques and models. We classify them in the sets (i) univariate TSA, (ii) multivariate TSA, and (iii) multiple TSA. We provide relevant marketing

  14. Applications of wavelet transforms for nuclear power plant signal analysis

    International Nuclear Information System (INIS)

    Seker, S.; Turkcan, E.; Upadhyaya, B.R.; Erbay, A.S.

    1998-01-01

    The safety of Nuclear Power Plants (NPPs) may be enhanced by the timely processing of information derived from multiple process signals from NPPs. The most widely used technique in signal analysis applications is the Fourier transform in the frequency domain to generate power spectral densities (PSD). However, the Fourier transform is global in nature and will obscure any non-stationary signal feature. Lately, a powerful technique called the Wavelet Transform, has been developed. This transform uses certain basis functions for representing the data in an effective manner, with capability for sub-band analysis and providing time-frequency localization as needed. This paper presents a brief overview of wavelets applied to the nuclear industry for signal processing and plant monitoring. The basic theory of Wavelets is also summarized. In order to illustrate the application of wavelet transforms data were acquired from the operating nuclear power plant Borssele in the Netherlands. The experimental data consist of various signals in the power plant and are selected from a stationary power operation. Their frequency characteristics and the mutual relations were investigated using MATLAB signal processing and wavelet toolbox for computing their PSDs and coherence functions by multi-resolution analysis. The results indicate that the sub-band PSD matches with the original signal PSD and enhances the estimation of coherence functions. The Wavelet analysis demonstrates the feasibility of application to stationary signals to provide better estimates in the frequency band of interest as compared to the classical FFT approach. (author)

  15. Wavefield analysis in inhomogeneous media by wavelet transform; Wavelet henkan ni yoru fukinshitsu baitai no hadoba kaiseki

    Energy Technology Data Exchange (ETDEWEB)

    Matsushima, J; Rokugawa, S; Kato, Y [The University of Tokyo, Tokyo (Japan). Faculty of Engineering; Yokota, T; Miyazaki, T [Geological Survey of Japan, Tsukuba (Japan); Ichie, Y [The University of Tokyo, Tokyo (Japan)

    1996-10-01

    Data processing techniques have been investigated for clarifying structures and physical properties of geothermal reservoirs in the deep underground by seismic exploration using multiple wells. They include the initial motion time-distance tomography, amplitude tomography, diffracted wave tomography, and structure imaging using reflected wave or scattered wave. When applying these data processing methods to observed records, weak and minor signals essentially required are canceled due to averaging the analytical fields. In this study, influence of inhomogeneous media on the wavefield was evaluated. Data were analyzed considering frequency by using wavelet transform by which time-frequency can be easily analyzed. From the time-frequency analysis using wavelet transform, it was illustrated that high frequency scattered waves, generated by scatterer like cracks or by irregularity on the reflection surface, arrive behind direct P-wave and direct S-wave. 5 refs., 8 figs.

  16. Quality Variation Control for Three-Dimensional Wavelet-Based Video Coders

    Directory of Open Access Journals (Sweden)

    Vidhya Seran

    2007-02-01

    Full Text Available The fluctuation of quality in time is a problem that exists in motion-compensated-temporal-filtering (MCTF- based video coding. The goal of this paper is to design a solution for overcoming the distortion fluctuation challenges faced by wavelet-based video coders. We propose a new technique for determining the number of bits to be allocated to each temporal subband in order to minimize the fluctuation in the quality of the reconstructed video. Also, the wavelet filter properties are explored to design suitable scaling coefficients with the objective of smoothening the temporal PSNR. The biorthogonal 5/3 wavelet filter is considered in this paper and experimental results are presented for 2D+t and t+2D MCTF wavelet coders.

  17. Quality Variation Control for Three-Dimensional Wavelet-Based Video Coders

    Directory of Open Access Journals (Sweden)

    Seran Vidhya

    2007-01-01

    Full Text Available The fluctuation of quality in time is a problem that exists in motion-compensated-temporal-filtering (MCTF- based video coding. The goal of this paper is to design a solution for overcoming the distortion fluctuation challenges faced by wavelet-based video coders. We propose a new technique for determining the number of bits to be allocated to each temporal subband in order to minimize the fluctuation in the quality of the reconstructed video. Also, the wavelet filter properties are explored to design suitable scaling coefficients with the objective of smoothening the temporal PSNR. The biorthogonal 5/3 wavelet filter is considered in this paper and experimental results are presented for 2D+t and t+2D MCTF wavelet coders.

  18. Identification of speech transients using variable frame rate analysis and wavelet packets.

    Science.gov (United States)

    Rasetshwane, Daniel M; Boston, J Robert; Li, Ching-Chung

    2006-01-01

    Speech transients are important cues for identifying and discriminating speech sounds. Yoo et al. and Tantibundhit et al. were successful in identifying speech transients and, emphasizing them, improving the intelligibility of speech in noise. However, their methods are computationally intensive and unsuitable for real-time applications. This paper presents a method to identify and emphasize speech transients that combines subband decomposition by the wavelet packet transform with variable frame rate (VFR) analysis and unvoiced consonant detection. The VFR analysis is applied to each wavelet packet to define a transitivity function that describes the extent to which the wavelet coefficients of that packet are changing. Unvoiced consonant detection is used to identify unvoiced consonant intervals and the transitivity function is amplified during these intervals. The wavelet coefficients are multiplied by the transitivity function for that packet, amplifying the coefficients localized at times when they are changing and attenuating coefficients at times when they are steady. Inverse transform of the modified wavelet packet coefficients produces a signal corresponding to speech transients similar to the transients identified by Yoo et al. and Tantibundhit et al. A preliminary implementation of the algorithm runs more efficiently.

  19. A data-driven wavelet-based approach for generating jumping loads

    Science.gov (United States)

    Chen, Jun; Li, Guo; Racic, Vitomir

    2018-06-01

    This paper suggests an approach to generate human jumping loads using wavelet transform and a database of individual jumping force records. A total of 970 individual jumping force records of various frequencies were first collected by three experiments from 147 test subjects. For each record, every jumping pulse was extracted and decomposed into seven levels by wavelet transform. All the decomposition coefficients were stored in an information database. Probability distributions of jumping cycle period, contact ratio and energy of the jumping pulse were statistically analyzed. Inspired by the theory of DNA recombination, an approach was developed by interchanging the wavelet coefficients between different jumping pulses. To generate a jumping force time history with N pulses, wavelet coefficients were first selected randomly from the database at each level. They were then used to reconstruct N pulses by the inverse wavelet transform. Jumping cycle periods and contract ratios were then generated randomly based on their probabilistic functions. These parameters were assigned to each of the N pulses which were in turn scaled by the amplitude factors βi to account for energy relationship between successive pulses. The final jumping force time history was obtained by linking all the N cycles end to end. This simulation approach can preserve the non-stationary features of the jumping load force in time-frequency domain. Application indicates that this approach can be used to generate jumping force time history due to single people jumping and also can be extended further to stochastic jumping loads due to groups and crowds.

  20. A deep learning framework for financial time series using stacked autoencoders and long-short term memory

    Science.gov (United States)

    Bao, Wei; Rao, Yulei

    2017-01-01

    The application of deep learning approaches to finance has received a great deal of attention from both investors and researchers. This study presents a novel deep learning framework where wavelet transforms (WT), stacked autoencoders (SAEs) and long-short term memory (LSTM) are combined for stock price forecasting. The SAEs for hierarchically extracted deep features is introduced into stock price forecasting for the first time. The deep learning framework comprises three stages. First, the stock price time series is decomposed by WT to eliminate noise. Second, SAEs is applied to generate deep high-level features for predicting the stock price. Third, high-level denoising features are fed into LSTM to forecast the next day’s closing price. Six market indices and their corresponding index futures are chosen to examine the performance of the proposed model. Results show that the proposed model outperforms other similar models in both predictive accuracy and profitability performance. PMID:28708865

  1. A deep learning framework for financial time series using stacked autoencoders and long-short term memory.

    Directory of Open Access Journals (Sweden)

    Wei Bao

    Full Text Available The application of deep learning approaches to finance has received a great deal of attention from both investors and researchers. This study presents a novel deep learning framework where wavelet transforms (WT, stacked autoencoders (SAEs and long-short term memory (LSTM are combined for stock price forecasting. The SAEs for hierarchically extracted deep features is introduced into stock price forecasting for the first time. The deep learning framework comprises three stages. First, the stock price time series is decomposed by WT to eliminate noise. Second, SAEs is applied to generate deep high-level features for predicting the stock price. Third, high-level denoising features are fed into LSTM to forecast the next day's closing price. Six market indices and their corresponding index futures are chosen to examine the performance of the proposed model. Results show that the proposed model outperforms other similar models in both predictive accuracy and profitability performance.

  2. Data mining in time series databases

    CERN Document Server

    Kandel, Abraham; Bunke, Horst

    2004-01-01

    Adding the time dimension to real-world databases produces Time SeriesDatabases (TSDB) and introduces new aspects and difficulties to datamining and knowledge discovery. This book covers the state-of-the-artmethodology for mining time series databases. The novel data miningmethods presented in the book include techniques for efficientsegmentation, indexing, and classification of noisy and dynamic timeseries. A graph-based method for anomaly detection in time series isdescribed and the book also studies the implications of a novel andpotentially useful representation of time series as strings. Theproblem of detecting changes in data mining models that are inducedfrom temporal databases is additionally discussed.

  3. Wavelet-based multi-resolution analysis and artificial neural networks for forecasting temperature and thermal power consumption

    OpenAIRE

    Eynard , Julien; Grieu , Stéphane; Polit , Monique

    2011-01-01

    15 pages; International audience; As part of the OptiEnR research project, the present paper deals with outdoor temperature and thermal power consumption forecasting. This project focuses on optimizing the functioning of a multi-energy district boiler (La Rochelle, west coast of France), adding to the plant a thermal storage unit and implementing a model-based predictive controller. The proposed short-term forecast method is based on the concept of time series and uses both a wavelet-based mu...

  4. Models for dependent time series

    CERN Document Server

    Tunnicliffe Wilson, Granville; Haywood, John

    2015-01-01

    Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational mater

  5. Double-Wavelet Approach to Studying the Modulation Properties of Nonstationary Multimode Dynamics

    DEFF Research Database (Denmark)

    Sosnovtseva, Olga; Mosekilde, Erik; Pavlov, A.N.

    2005-01-01

    On the basis of double-wavelet analysis, the paper proposes a method to study interactions in the form of frequency and amplitude modulation in nonstationary multimode data series. Special emphasis is given to the problem of quantifying the strength of modulation for a fast signal by a coexisting...

  6. Visual time series analysis

    DEFF Research Database (Denmark)

    Fischer, Paul; Hilbert, Astrid

    2012-01-01

    We introduce a platform which supplies an easy-to-handle, interactive, extendable, and fast analysis tool for time series analysis. In contrast to other software suits like Maple, Matlab, or R, which use a command-line-like interface and where the user has to memorize/look-up the appropriate...... commands, our application is select-and-click-driven. It allows to derive many different sequences of deviations for a given time series and to visualize them in different ways in order to judge their expressive power and to reuse the procedure found. For many transformations or model-ts, the user may...... choose between manual and automated parameter selection. The user can dene new transformations and add them to the system. The application contains efficient implementations of advanced and recent techniques for time series analysis including techniques related to extreme value analysis and filtering...

  7. SeismicWaveTool: Continuous and discrete wavelet analysis and filtering for multichannel seismic data

    Science.gov (United States)

    Galiana-Merino, J. J.; Rosa-Herranz, J. L.; Rosa-Cintas, S.; Martinez-Espla, J. J.

    2013-01-01

    A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of multichannel seismic data. The considered time-frequency transforms include the continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform. The developed approaches provide a fast and precise time-frequency examination of the seismograms at different frequency bands. Moreover, filtering methods for noise, transients or even baseline removal, are implemented. The primary motivation is to support seismologists with a user-friendly and fast program for the wavelet analysis, providing practical and understandable results. Program summaryProgram title: SeismicWaveTool Catalogue identifier: AENG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC license, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 611072 No. of bytes in distributed program, including test data, etc.: 14688355 Distribution format: tar.gz Programming language: MATLAB (MathWorks Inc.) version 7.8.0.347 (R2009a) or higher. Wavelet Toolbox is required. Computer: Developed on a MacBook Pro. Tested on Mac and PC. No computer-specific optimization was performed. Operating system: Any supporting MATLAB (MathWorks Inc.) v7.8.0.347 (R2009a) or higher. Tested on Mac OS X 10.6.8, Windows XP and Vista. Classification: 13. Nature of problem: Numerous research works have developed a great number of free or commercial wavelet based software, which provide specific solutions for the analysis of seismic data. On the other hand, standard toolboxes, packages or libraries, such as the MathWorks' Wavelet Toolbox for MATLAB, offer command line functions and interfaces for the wavelet analysis of one-component signals. Thus, software usually is focused on very specific problems

  8. Target recognition by wavelet transform

    International Nuclear Information System (INIS)

    Li Zhengdong; He Wuliang; Zheng Xiaodong; Cheng Jiayuan; Peng Wen; Pei Chunlan; Song Chen

    2002-01-01

    Wavelet transform has an important character of multi-resolution power, which presents pyramid structure, and this character coincides the way by which people distinguish object from coarse to fineness and from large to tiny. In addition to it, wavelet transform benefits to reducing image noise, simplifying calculation, and embodying target image characteristic point. A method of target recognition by wavelet transform is provided

  9. A comparison between wavelet based static and dynamic neural network approaches for runoff prediction

    Science.gov (United States)

    Shoaib, Muhammad; Shamseldin, Asaad Y.; Melville, Bruce W.; Khan, Mudasser Muneer

    2016-04-01

    In order to predict runoff accurately from a rainfall event, the multilayer perceptron type of neural network models are commonly used in hydrology. Furthermore, the wavelet coupled multilayer perceptron neural network (MLPNN) models has also been found superior relative to the simple neural network models which are not coupled with wavelet. However, the MLPNN models are considered as static and memory less networks and lack the ability to examine the temporal dimension of data. Recurrent neural network models, on the other hand, have the ability to learn from the preceding conditions of the system and hence considered as dynamic models. This study for the first time explores the potential of wavelet coupled time lagged recurrent neural network (TLRNN) models for runoff prediction using rainfall data. The Discrete Wavelet Transformation (DWT) is employed in this study to decompose the input rainfall data using six of the most commonly used wavelet functions. The performance of the simple and the wavelet coupled static MLPNN models is compared with their counterpart dynamic TLRNN models. The study found that the dynamic wavelet coupled TLRNN models can be considered as alternative to the static wavelet MLPNN models. The study also investigated the effect of memory depth on the performance of static and dynamic neural network models. The memory depth refers to how much past information (lagged data) is required as it is not known a priori. The db8 wavelet function is found to yield the best results with the static MLPNN models and with the TLRNN models having small memory depths. The performance of the wavelet coupled TLRNN models with large memory depths is found insensitive to the selection of the wavelet function as all wavelet functions have similar performance.

  10. A Review of Subsequence Time Series Clustering

    Directory of Open Access Journals (Sweden)

    Seyedjamal Zolhavarieh

    2014-01-01

    Full Text Available Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

  11. A review of subsequence time series clustering.

    Science.gov (United States)

    Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah

    2014-01-01

    Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

  12. A Review of Subsequence Time Series Clustering

    Science.gov (United States)

    Teh, Ying Wah

    2014-01-01

    Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies. PMID:25140332

  13. Modeling Network Traffic in Wavelet Domain

    Directory of Open Access Journals (Sweden)

    Sheng Ma

    2004-12-01

    Full Text Available This work discovers that although network traffic has the complicated short- and long-range temporal dependence, the corresponding wavelet coefficients are no longer long-range dependent. Therefore, a "short-range" dependent process can be used to model network traffic in the wavelet domain. Both independent and Markov models are investigated. Theoretical analysis shows that the independent wavelet model is sufficiently accurate in terms of the buffer overflow probability for Fractional Gaussian Noise traffic. Any model, which captures additional correlations in the wavelet domain, only improves the performance marginally. The independent wavelet model is then used as a unified approach to model network traffic including VBR MPEG video and Ethernet data. The computational complexity is O(N for developing such wavelet models and generating synthesized traffic of length N, which is among the lowest attained.

  14. Analysis of Heavy-Tailed Time Series

    DEFF Research Database (Denmark)

    Xie, Xiaolei

    This thesis is about analysis of heavy-tailed time series. We discuss tail properties of real-world equity return series and investigate the possibility that a single tail index is shared by all return series of actively traded equities in a market. Conditions for this hypothesis to be true...... are identified. We study the eigenvalues and eigenvectors of sample covariance and sample auto-covariance matrices of multivariate heavy-tailed time series, and particularly for time series with very high dimensions. Asymptotic approximations of the eigenvalues and eigenvectors of such matrices are found...... and expressed in terms of the parameters of the dependence structure, among others. Furthermore, we study an importance sampling method for estimating rare-event probabilities of multivariate heavy-tailed time series generated by matrix recursion. We show that the proposed algorithm is efficient in the sense...

  15. Detection of Early Faults in Rotating Machinery Based on Wavelet Analysis

    Directory of Open Access Journals (Sweden)

    Meng Hee Lim

    2013-01-01

    Full Text Available This paper explores the application of wavelet analysis for the detection of early changes in rotor dynamics caused by common machinery faults, namely, rotor unbalance and minor blade rubbing conditions. In this paper, the time synchronised wavelet analysis method was formulated and its effectiveness to detect machinery faults at the early stage was evaluated based on signal simulation and experimental study. The proposed method provides a more standardised approach to visualise the current state of rotor dynamics of a rotating machinery by taking into account the effects of time shift, wavelet edge distortion, and system noise suppression. The experimental results showed that this method is able to reveal subtle changes of the vibration signal characteristics in both the frequency content distribution and the amplitude distortion caused by minor rotor unbalance and blade rubbing conditions. Besides, this method also appeared to be an effective tool to diagnose and to discriminate the different types of machinery faults based on the unique pattern of the wavelet contours. This study shows that the proposed wavelet analysis method is promising to reveal machinery faults at early stage as compared to vibration spectrum analysis.

  16. Spectrogram analysis of selected tremor signals using short-time Fourier transform and continuous wavelet transform

    Directory of Open Access Journals (Sweden)

    D. Seidl

    1999-06-01

    Full Text Available Among a variety of spectrogram methods Short-Time Fourier Transform (STFT and Continuous Wavelet Transform (CWT were selected to analyse transients in non-stationary tremor signals. Depending on the properties of the tremor signal a more suitable representation of the signal is gained by CWT. Three selected broadband tremor signals from the volcanos Mt. Stromboli, Mt. Semeru and Mt. Pinatubo were analyzed using both methods. The CWT can also be used to extend the definition of coherency into a time-varying coherency spectrogram. An example is given using array data from the volcano Mt. Stromboli.

  17. Adaptive time-variant models for fuzzy-time-series forecasting.

    Science.gov (United States)

    Wong, Wai-Keung; Bai, Enjian; Chu, Alice Wai-Ching

    2010-12-01

    A fuzzy time series has been applied to the prediction of enrollment, temperature, stock indices, and other domains. Related studies mainly focus on three factors, namely, the partition of discourse, the content of forecasting rules, and the methods of defuzzification, all of which greatly influence the prediction accuracy of forecasting models. These studies use fixed analysis window sizes for forecasting. In this paper, an adaptive time-variant fuzzy-time-series forecasting model (ATVF) is proposed to improve forecasting accuracy. The proposed model automatically adapts the analysis window size of fuzzy time series based on the prediction accuracy in the training phase and uses heuristic rules to generate forecasting values in the testing phase. The performance of the ATVF model is tested using both simulated and actual time series including the enrollments at the University of Alabama, Tuscaloosa, and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experiment results show that the proposed ATVF model achieves a significant improvement in forecasting accuracy as compared to other fuzzy-time-series forecasting models.

  18. Analysis of the tennis racket vibrations during forehand drives: Selection of the mother wavelet.

    Science.gov (United States)

    Blache, Y; Hautier, C; Lefebvre, F; Djordjevic, A; Creveaux, T; Rogowski, I

    2017-08-16

    The time-frequency analysis of the tennis racket and hand vibrations is of great interest for discomfort and pathology prevention. This study aimed to (i) to assess the stationarity of the vibratory signal of the racket and hand and (ii) to identify the best mother wavelet to perform future time-frequency analysis, (iii) to determine if the stroke spin, racket characteristics and impact zone can influence the selection of the best mother wavelet. A total of 2364 topspin and flat forehand drives were performed by fourteen male competitive tennis players with six different rackets. One tri-axial and one mono-axial accelerometer were taped on the racket throat and dominant hand respectively. The signal stationarity was tested through the wavelet spectrum test. Eighty-nine mother wavelet were tested to select the best mother wavelet based on continuous and discrete transforms. On average only 25±17%, 2±5%, 5±7% and 27±27% of the signal tested respected the hypothesis of stationarity for the three axes of the racket and the hand respectively. Regarding the two methods for the detection of the best mother wavelet, the Daubechy 45 wavelet presented the highest average ranking. No effect of the stroke spin, racket characteristics and impact zone was observed for the selection of the best mother wavelet. It was concluded that alternative approach to Fast Fourier Transform should be used to interpret tennis vibration signals. In the case where wavelet transform is chosen, the Daubechy 45 mother wavelet appeared to be the most suitable. Copyright © 2017 Elsevier Ltd. All rights reserved.

  19. Time Series Analysis and Forecasting by Example

    CERN Document Server

    Bisgaard, Soren

    2011-01-01

    An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in

  20. Time series with tailored nonlinearities

    Science.gov (United States)

    Räth, C.; Laut, I.

    2015-10-01

    It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.

  1. Wavelet-based moment invariants for pattern recognition

    Science.gov (United States)

    Chen, Guangyi; Xie, Wenfang

    2011-07-01

    Moment invariants have received a lot of attention as features for identification and inspection of two-dimensional shapes. In this paper, two sets of novel moments are proposed by using the auto-correlation of wavelet functions and the dual-tree complex wavelet functions. It is well known that the wavelet transform lacks the property of shift invariance. A little shift in the input signal will cause very different output wavelet coefficients. The autocorrelation of wavelet functions and the dual-tree complex wavelet functions, on the other hand, are shift-invariant, which is very important in pattern recognition. Rotation invariance is the major concern in this paper, while translation invariance and scale invariance can be achieved by standard normalization techniques. The Gaussian white noise is added to the noise-free images and the noise levels vary with different signal-to-noise ratios. Experimental results conducted in this paper show that the proposed wavelet-based moments outperform Zernike's moments and the Fourier-wavelet descriptor for pattern recognition under different rotation angles and different noise levels. It can be seen that the proposed wavelet-based moments can do an excellent job even when the noise levels are very high.

  2. Wavelet denoising method; application to the flow rate estimation for water level control

    International Nuclear Information System (INIS)

    Park, Gee Young; Park, Jin Ho; Lee, Jung Han; Kim, Bong Soo; Seong, Poong Hyun

    2003-01-01

    The wavelet transform decomposes a signal into time- and frequency-domain signals and it is well known that a noise-corrupted signal could be reconstructed or estimated when a proper denoising method is involved in the wavelet transform. Among the wavelet denoising methods proposed up to now, the wavelets by Mallat and Zhong can reconstruct best the pure transient signal from a highly corrupted signal. But there has been no systematic way of discriminating the original signal from the noise in a dyadic wavelet transform. In this paper, a systematic method is proposed for noise discrimination, which could be implemented easily into a digital system. For demonstrating the potential role of the wavelet denoising method in the nuclear field, this method is applied to the steam or feedwater flow rate estimation of the secondary loop. And the configuration of the S/G water level control system is proposed for incorporating the wavelet denoising method in estimating the flow rate value at low operating powers

  3. Clustering of financial time series

    Science.gov (United States)

    D'Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; Massari, Riccardo

    2013-05-01

    This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.

  4. A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis

    Science.gov (United States)

    Tan, Pei P.; Chin, Cheong W.; Galagedera, Don U. A.

    2014-09-01

    This study, using wavelet-based method investigates the dynamics of long memory in the returns and volatility of equity markets. In the sample of five developed and five emerging markets we find that the daily return series from January 1988 to June 2013 may be considered as a mix of weak long memory and mean-reverting processes. In the case of volatility in the returns, there is evidence of long memory, which is stronger in emerging markets than in developed markets. We find that although the long memory parameter may vary during crisis periods (1997 Asian financial crisis, 2001 US recession and 2008 subprime crisis) the direction of change may not be consistent across all equity markets. The degree of return predictability is likely to diminish during crisis periods. Robustness of the results is checked with de-trended fluctuation analysis approach.

  5. A generalized wavelet extrema representation

    Energy Technology Data Exchange (ETDEWEB)

    Lu, Jian; Lades, M.

    1995-10-01

    The wavelet extrema representation originated by Stephane Mallat is a unique framework for low-level and intermediate-level (feature) processing. In this paper, we present a new form of wavelet extrema representation generalizing Mallat`s original work. The generalized wavelet extrema representation is a feature-based multiscale representation. For a particular choice of wavelet, our scheme can be interpreted as representing a signal or image by its edges, and peaks and valleys at multiple scales. Such a representation is shown to be stable -- the original signal or image can be reconstructed with very good quality. It is further shown that a signal or image can be modeled as piecewise monotonic, with all turning points between monotonic segments given by the wavelet extrema. A new projection operator is introduced to enforce piecewise inonotonicity of a signal in its reconstruction. This leads to an enhancement to previously developed algorithms in preventing artifacts in reconstructed signal.

  6. Mathematical principles of signal processing Fourier and wavelet analysis

    CERN Document Server

    Brémaud, Pierre

    2002-01-01

    Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicates that in spite of its long history and well-established applications, the field is still one of active research. This text bridges the gap between engineering and mathematics, providing a rigorously mathematical introduction of Fourier analysis, wavelet analysis and related mathematical methods, while emphasizing their uses in signal processing and other applications in communications engineering. The interplay between Fourier series and Fourier transforms is at the heart of signal processing, which is couched most naturally in terms of the Dirac delta function and Lebesgue integrals. The exposition is organized into four parts. The first is a discussion of one-dimensional Fourier theory, including the classical results on convergence and the Poisson sum formula. The second part is devoted to the mathematical foundations of signal processing - sampling, filtering, digital signal proc...

  7. Wavelet low- and high-frequency components as features for predicting stock prices with backpropagation neural networks

    Directory of Open Access Journals (Sweden)

    Salim Lahmiri

    2014-07-01

    Full Text Available This paper presents a forecasting model that integrates the discrete wavelet transform (DWT and backpropagation neural networks (BPNN for predicting financial time series. The presented model first uses the DWT to decompose the financial time series data. Then, the obtained approximation (low-frequency and detail (high-frequency components after decomposition of the original time series are used as input variables to forecast future stock prices. Indeed, while high-frequency components can capture discontinuities, ruptures and singularities in the original data, low-frequency components characterize the coarse structure of the data, to identify the long-term trends in the original data. As a result, high-frequency components act as a complementary part of low-frequency components. The model was applied to seven datasets. For all of the datasets, accuracy measures showed that the presented model outperforms a conventional model that uses only low-frequency components. In addition, the presented model outperforms both the well-known auto-regressive moving-average (ARMA model and the random walk (RW process.

  8. Wavelet theory and its applications

    Energy Technology Data Exchange (ETDEWEB)

    Faber, V.; Bradley, JJ.; Brislawn, C.; Dougherty, R.; Hawrylycz, M.

    1996-07-01

    This is the final report of a three-year, Laboratory-Directed Research and Development (LDRD) project at the Los Alamos National Laboratory (LANL). We investigated the theory of wavelet transforms and their relation to Laboratory applications. The investigators have had considerable success in the past applying wavelet techniques to the numerical solution of optimal control problems for distributed- parameter systems, nonlinear signal estimation, and compression of digital imagery and multidimensional data. Wavelet theory involves ideas from the fields of harmonic analysis, numerical linear algebra, digital signal processing, approximation theory, and numerical analysis, and the new computational tools arising from wavelet theory are proving to be ideal for many Laboratory applications. 10 refs.

  9. Sparse data structure design for wavelet-based methods

    Directory of Open Access Journals (Sweden)

    Latu Guillaume

    2011-12-01

    Full Text Available This course gives an introduction to the design of efficient datatypes for adaptive wavelet-based applications. It presents some code fragments and benchmark technics useful to learn about the design of sparse data structures and adaptive algorithms. Material and practical examples are given, and they provide good introduction for anyone involved in the development of adaptive applications. An answer will be given to the question: how to implement and efficiently use the discrete wavelet transform in computer applications? A focus will be made on time-evolution problems, and use of wavelet-based scheme for adaptively solving partial differential equations (PDE. One crucial issue is that the benefits of the adaptive method in term of algorithmic cost reduction can not be wasted by overheads associated to sparse data management.

  10. Wavelet Transform Based Higher Order Statistical Analysis of Wind and Wave Time Histories

    Science.gov (United States)

    Habib Huseni, Gulamhusenwala; Balaji, Ramakrishnan

    2017-10-01

    Wind, blowing on the surface of the ocean, imparts the energy to generate the waves. Understanding the wind-wave interactions is essential for an oceanographer. This study involves higher order spectral analyses of wind speeds and significant wave height time histories, extracted from European Centre for Medium-Range Weather Forecast database at an offshore location off Mumbai coast, through continuous wavelet transform. The time histories were divided by the seasons; pre-monsoon, monsoon, post-monsoon and winter and the analysis were carried out to the individual data sets, to assess the effect of various seasons on the wind-wave interactions. The analysis revealed that the frequency coupling of wind speeds and wave heights of various seasons. The details of data, analysing technique and results are presented in this paper.

  11. Data Mining Smart Energy Time Series

    Directory of Open Access Journals (Sweden)

    Janina POPEANGA

    2015-07-01

    Full Text Available With the advent of smart metering technology the amount of energy data will increase significantly and utilities industry will have to face another big challenge - to find relationships within time-series data and even more - to analyze such huge numbers of time series to find useful patterns and trends with fast or even real-time response. This study makes a small review of the literature in the field, trying to demonstrate how essential is the application of data mining techniques in the time series to make the best use of this large quantity of data, despite all the difficulties. Also, the most important Time Series Data Mining techniques are presented, highlighting their applicability in the energy domain.

  12. Predicting chaotic time series

    International Nuclear Information System (INIS)

    Farmer, J.D.; Sidorowich, J.J.

    1987-01-01

    We present a forecasting technique for chaotic data. After embedding a time series in a state space using delay coordinates, we ''learn'' the induced nonlinear mapping using local approximation. This allows us to make short-term predictions of the future behavior of a time series, using information based only on past values. We present an error estimate for this technique, and demonstrate its effectiveness by applying it to several examples, including data from the Mackey-Glass delay differential equation, Rayleigh-Benard convection, and Taylor-Couette flow

  13. Construction of wavelets with composite dilations

    International Nuclear Information System (INIS)

    Wu Guochang; Li Zhiqiang; Cheng Zhengxing

    2009-01-01

    In order to overcome classical wavelets' shortcoming in image processing problems, people developed many producing systems, which built up wavelet family. In this paper, the notion of AB-multiresolution analysis is generalized, and the corresponding theory is developed. For an AB-multiresolution analysis associated with any expanding matrices, we deduce that there exists a singe scaling function in its reducing subspace. Under some conditions, wavelets with composite dilations can be gotten by AB-multiresolution analysis, which permits the existence of fast implementation algorithm. Then, we provide an approach to design the wavelets with composite dilations by classic wavelets. Our way consists of separable and partly nonseparable cases. In each section, we construct all kinds of examples with nice properties to prove our theory.

  14. Fringe pattern information retrieval using wavelets

    Science.gov (United States)

    Sciammarella, Cesar A.; Patimo, Caterina; Manicone, Pasquale D.; Lamberti, Luciano

    2005-08-01

    Two-dimensional phase modulation is currently the basic model used in the interpretation of fringe patterns that contain displacement information, moire, holographic interferometry, speckle techniques. Another way to look to these two-dimensional signals is to consider them as frequency modulated signals. This alternative interpretation has practical implications similar to those that exist in radio engineering for handling frequency modulated signals. Utilizing this model it is possible to obtain frequency information by using the energy approach introduced by Ville in 1944. A natural complementary tool of this process is the wavelet methodology. The use of wavelet makes it possible to obtain the local values of the frequency in a one or two dimensional domain without the need of previous phase retrieval and differentiation. Furthermore from the properties of wavelets it is also possible to obtain at the same time the phase of the signal with the advantage of a better noise removal capabilities and the possibility of developing simpler algorithms for phase unwrapping due to the availability of the derivative of the phase.

  15. Wavelet analysis of cyclic variability in a spark ignition engine powered by gasoline-hydrogen fuel blends

    Energy Technology Data Exchange (ETDEWEB)

    Sen, Asok K. [Richard G. Lugar Centre for Renewable Energy, and Department of Mathematical Sciences, Indiana University, (United States)], email: asen@iupui.edu; Akif Ceviz, M.; Volkan Oner, I. [Department of Mechanical Engineering, University of Ataturk (Turkey)], email: aceviz@atauni.edu.tr

    2011-07-01

    The cycle-to-cycle variations (CCV) of the indicated mean effective pressure (IMEP) in a spark ignition engine fuelled by gasoline and gasoline-hydrogen blends is investigated. CCVs are estimated by using the coefficient of variation (COV) and the overall spectral power given by the global wavelet spectrum (GWS). It was found that the addition of hydrogen reduces the CCV of the IMEP. Analysis of the wavelet can also identify the dominant modes of variability and delineate the engine cycles over which these modes can persist. Air-fuel ratio was varied from 1.0 to 1.3, and hydrogen was added up to 7.74% by volume. The engine was operated at 2000 rpm. Results demonstrate that subject to air-fuel ratio and % of hydrogen added, IMEP time series can exhibit multiscale dynamics consisting of persistent oscillations and intermittent fluctuations. These results can help develop effective control strategies to reduce cyclic variability in a spark ignition engine fuelled by gasoline-hydrogen mixtures.

  16. Boosted bosons and wavelets

    CERN Document Server

    Søgaard, Andreas

    For the LHC Run 2 and beyond, experiments are pushing both the energy and the intensity frontier so the need for robust and efficient pile-up mitigation tools becomes ever more pressing. Several methods exist, relying on uniformity of pile-up, local correlations of charged to neutral particles, and parton shower shapes, all in $y − \\phi$ space. Wavelets are presented as tools for pile-up removal, utilising their ability to encode position and frequency information simultaneously. This allows for the separation of individual hadron collision events by angular scale and thus for subtracting of soft, diffuse/wide-angle contributions while retaining the hard, small-angle components from the hard event. Wavelet methods may utilise the same assumptions as existing methods, the difference being the underlying, novel representation. Several wavelet methods are proposed and their effect studied in simple toy simulation under conditions relevant for the LHC Run 2. One full pile-up mitigation tool (‘wavelet analysis...

  17. Measuring multiscaling in financial time-series

    International Nuclear Information System (INIS)

    Buonocore, R.J.; Aste, T.; Di Matteo, T.

    2016-01-01

    We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analyzing the multi/uni-scaling behavior of synthetic time-series with known properties. We use the results from the synthetic time-series to interpret the measure of multifractality of real log-returns time-series. The main finding is that the aggregation horizon of the returns can introduce a strong bias effect on the measure of multifractality. This effect can become especially important when returns distributions have power law tails with exponents in the range (2, 5). We discuss the right aggregation horizon to mitigate this bias.

  18. Product demand forecasts using wavelet kernel support vector machine and particle swarm optimization in manufacture system

    Science.gov (United States)

    Wu, Qi

    2010-03-01

    Demand forecasts play a crucial role in supply chain management. The future demand for a certain product is the basis for the respective replenishment systems. Aiming at demand series with small samples, seasonal character, nonlinearity, randomicity and fuzziness, the existing support vector kernel does not approach the random curve of the sales time series in the space (quadratic continuous integral space). In this paper, we present a hybrid intelligent system combining the wavelet kernel support vector machine and particle swarm optimization for demand forecasting. The results of application in car sale series forecasting show that the forecasting approach based on the hybrid PSOWv-SVM model is effective and feasible, the comparison between the method proposed in this paper and other ones is also given, which proves that this method is, for the discussed example, better than hybrid PSOv-SVM and other traditional methods.

  19. Time averaging, ageing and delay analysis of financial time series

    Science.gov (United States)

    Cherstvy, Andrey G.; Vinod, Deepak; Aghion, Erez; Chechkin, Aleksei V.; Metzler, Ralf

    2017-06-01

    We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.

  20. Feature Extraction Using Discrete Wavelet Transform for Gear Fault Diagnosis of Wind Turbine Gearbox

    DEFF Research Database (Denmark)

    Bajric, Rusmir; Zuber, Ninoslav; Skrimpas, Georgios Alexandros

    2016-01-01

    , the vibration signals are decomposed into a series of subbands signals with the use of amultiresolution analytical property of the discrete wavelet transform.Then, 22 condition indicators are extracted fromthe TSA signal, residual signal, and difference signal.Through the case study analysis, a new approach...

  1. Applied time series analysis

    CERN Document Server

    Woodward, Wayne A; Elliott, Alan C

    2011-01-01

    ""There is scarcely a standard technique that the reader will find left out … this book is highly recommended for those requiring a ready introduction to applicable methods in time series and serves as a useful resource for pedagogical purposes.""-International Statistical Review (2014), 82""Current time series theory for practice is well summarized in this book.""-Emmanuel Parzen, Texas A&M University""What an extraordinary range of topics covered, all very insightfully. I like [the authors'] innovations very much, such as the AR factor table.""-David Findley, U.S. Census Bureau (retired)""…

  2. Wavelet spectra of JACEE events

    International Nuclear Information System (INIS)

    Suzuki, Naomichi; Biyajima, Minoru; Ohsawa, Akinori.

    1995-01-01

    Pseudo-rapidity distributions of two high multiplicity events Ca-C and Si-AgBr observed by the JACEE are analyzed by a wavelet transform. Wavelet spectra of those events are calculated and compared with the simulation calculations. The wavelet spectrum of the Ca-C event somewhat resembles that simulated with the uniform random numbers. That of Si-AgBr event, however, is not reproduced by simulation calculations with Poisson random numbers, uniform random numbers, or a p-model. (author)

  3. ECG denoising with adaptive bionic wavelet transform.

    Science.gov (United States)

    Sayadi, Omid; Shamsollahi, Mohammad Bagher

    2006-01-01

    In this paper a new ECG denoising scheme is proposed using a novel adaptive wavelet transform, named bionic wavelet transform (BWT), which had been first developed based on a model of the active auditory system. There has been some outstanding features with the BWT such as nonlinearity, high sensitivity and frequency selectivity, concentrated energy distribution and its ability to reconstruct signal via inverse transform but the most distinguishing characteristic of BWT is that its resolution in the time-frequency domain can be adaptively adjusted not only by the signal frequency but also by the signal instantaneous amplitude and its first-order differential. Besides by optimizing the BWT parameters parallel to modifying a new threshold value, one can handle ECG denoising with results comparing to those of wavelet transform (WT). Preliminary tests of BWT application to ECG denoising were constructed on the signals of MIT-BIH database which showed high performance of noise reduction.

  4. Wavelet analysis in neurodynamics

    International Nuclear Information System (INIS)

    Pavlov, Aleksei N; Hramov, Aleksandr E; Koronovskii, Aleksei A; Sitnikova, Evgenija Yu; Makarov, Valeri A; Ovchinnikov, Alexey A

    2012-01-01

    Results obtained using continuous and discrete wavelet transforms as applied to problems in neurodynamics are reviewed, with the emphasis on the potential of wavelet analysis for decoding signal information from neural systems and networks. The following areas of application are considered: (1) the microscopic dynamics of single cells and intracellular processes, (2) sensory data processing, (3) the group dynamics of neuronal ensembles, and (4) the macrodynamics of rhythmical brain activity (using multichannel EEG recordings). The detection and classification of various oscillatory patterns of brain electrical activity and the development of continuous wavelet-based brain activity monitoring systems are also discussed as possibilities. (reviews of topical problems)

  5. Analysis of Ultrasonic Transmitted Signal for Apple using Wavelet Transform

    International Nuclear Information System (INIS)

    Kim, Ki Bok; Lee, Sang Dae; Choi, Man Yong; Kim, Man Soo

    2005-01-01

    This study was conducted to analyze the ultrasonic transmitted signal for apple using wavelet transform. Fruit consists of nonlinear visco-elastic properties such as flesh, an ovary and rind and lienee most ultrasonic wave is attenuated and its frequency is shifted during passing the fruit. Thus it is not easy to evaluate the internal quality of the fruit using typical ultrasonic parameters such as wave velocity, attenuation, and frequency spectrum. The discrete wavelet transform was applied to the ultrasonic transmitted signal for apple. The magnitude of the first peak frequency of the wavelet basis from the ultrasonic transmitted signal showed a close correlation to the storage time of apple

  6. Entropic Analysis of Electromyography Time Series

    Science.gov (United States)

    Kaufman, Miron; Sung, Paul

    2005-03-01

    We are in the process of assessing the effectiveness of fractal and entropic measures for the diagnostic of low back pain from surface electromyography (EMG) time series. Surface electromyography (EMG) is used to assess patients with low back pain. In a typical EMG measurement, the voltage is measured every millisecond. We observed back muscle fatiguing during one minute, which results in a time series with 60,000 entries. We characterize the complexity of time series by computing the Shannon entropy time dependence. The analysis of the time series from different relevant muscles from healthy and low back pain (LBP) individuals provides evidence that the level of variability of back muscle activities is much larger for healthy individuals than for individuals with LBP. In general the time dependence of the entropy shows a crossover from a diffusive regime to a regime characterized by long time correlations (self organization) at about 0.01s.

  7. Wavelet-LMS algorithm-based echo cancellers

    Science.gov (United States)

    Seetharaman, Lalith K.; Rao, Sathyanarayana S.

    2002-12-01

    This paper presents Echo Cancellers based on the Wavelet-LMS Algorithm. The performance of the Least Mean Square Algorithm in Wavelet transform domain is observed and its application in Echo cancellation is analyzed. The Widrow-Hoff Least Mean Square Algorithm is most widely used algorithm for Adaptive filters that function as Echo Cancellers. The present day communication signals are widely non-stationary in nature and some errors crop up when Least Mean Square Algorithm is used for the Echo Cancellers handling such signals. The analysis of non-stationary signals often involves a compromise between how well transitions or discontinuities can be located. The multi-scale or multi-resolution of signal analysis, which is the essence of wavelet transform, makes Wavelets popular in non-stationary signal analysis. In this paper, we present a Wavelet-LMS algorithm wherein the wavelet coefficients of a signal are modified adaptively using the Least Mean Square Algorithm and then reconstructed to give an Echo-free signal. The Echo Canceller based on this Algorithm is found to have a better convergence and a comparatively lesser MSE (Mean Square error).

  8. Real-time wavelet-based inline banknote-in-bundle counting for cut-and-bundle machines

    Science.gov (United States)

    Petker, Denis; Lohweg, Volker; Gillich, Eugen; Türke, Thomas; Willeke, Harald; Lochmüller, Jens; Schaede, Johannes

    2011-03-01

    Automatic banknote sheet cut-and-bundle machines are widely used within the scope of banknote production. Beside the cutting-and-bundling, which is a mature technology, image-processing-based quality inspection for this type of machine is attractive. We present in this work a new real-time Touchless Counting and perspective cutting blade quality insurance system, based on a Color-CCD-Camera and a dual-core Computer, for cut-and-bundle applications in banknote production. The system, which applies Wavelet-based multi-scale filtering is able to count banknotes inside a 100-bundle within 200-300 ms depending on the window size.

  9. Wavelet Filter Banks for Super-Resolution SAR Imaging

    Science.gov (United States)

    Sheybani, Ehsan O.; Deshpande, Manohar; Memarsadeghi, Nargess

    2011-01-01

    This paper discusses Innovative wavelet-based filter banks designed to enhance the analysis of super resolution Synthetic Aperture Radar (SAR) images using parametric spectral methods and signal classification algorithms, SAR finds applications In many of NASA's earth science fields such as deformation, ecosystem structure, and dynamics of Ice, snow and cold land processes, and surface water and ocean topography. Traditionally, standard methods such as Fast-Fourier Transform (FFT) and Inverse Fast-Fourier Transform (IFFT) have been used to extract Images from SAR radar data, Due to non-parametric features of these methods and their resolution limitations and observation time dependence, use of spectral estimation and signal pre- and post-processing techniques based on wavelets to process SAR radar data has been proposed. Multi-resolution wavelet transforms and advanced spectral estimation techniques have proven to offer efficient solutions to this problem.

  10. Wavelet based analysis of multi-electrode EEG-signals in epilepsy

    Science.gov (United States)

    Hein, Daniel A.; Tetzlaff, Ronald

    2005-06-01

    For many epilepsy patients seizures cannot sufficiently be controlled by an antiepileptic pharmacatherapy. Furthermore, only in small number of cases a surgical treatment may be possible. The aim of this work is to contribute to the realization of an implantable seizure warning device. By using recordings of electroenzephalographical(EEG) signals obtained from the department of epileptology of the University of Bonn we studied a recently proposed algorithm for the detection of parameter changes in nonlinear systems. Firstly, after calculating the crosscorrelation function between the signals of two electrodes near the epileptic focus, a wavelet-analysis follows using a sliding window with the so called Mexican-Hat wavelet. Then the Shannon-Entropy of the wavelet-transformed data has been determined providing the information content on a time scale in subject to the dilation of the wavelet-transformation. It shows distinct changes at the seizure onset for all dilations and for all patients.

  11. Wavelet-based prediction of oil prices

    International Nuclear Information System (INIS)

    Yousefi, Shahriar; Weinreich, Ilona; Reinarz, Dominik

    2005-01-01

    This paper illustrates an application of wavelets as a possible vehicle for investigating the issue of market efficiency in futures markets for oil. The paper provides a short introduction to the wavelets and a few interesting wavelet-based contributions in economics and finance are briefly reviewed. A wavelet-based prediction procedure is introduced and market data on crude oil is used to provide forecasts over different forecasting horizons. The results are compared with data from futures markets for oil and the relative performance of this procedure is used to investigate whether futures markets are efficiently priced

  12. Quantifying memory in complex physiological time-series.

    Science.gov (United States)

    Shirazi, Amir H; Raoufy, Mohammad R; Ebadi, Haleh; De Rui, Michele; Schiff, Sami; Mazloom, Roham; Hajizadeh, Sohrab; Gharibzadeh, Shahriar; Dehpour, Ahmad R; Amodio, Piero; Jafari, G Reza; Montagnese, Sara; Mani, Ali R

    2013-01-01

    In a time-series, memory is a statistical feature that lasts for a period of time and distinguishes the time-series from a random, or memory-less, process. In the present study, the concept of "memory length" was used to define the time period, or scale over which rare events within a physiological time-series do not appear randomly. The method is based on inverse statistical analysis and provides empiric evidence that rare fluctuations in cardio-respiratory time-series are 'forgotten' quickly in healthy subjects while the memory for such events is significantly prolonged in pathological conditions such as asthma (respiratory time-series) and liver cirrhosis (heart-beat time-series). The memory length was significantly higher in patients with uncontrolled asthma compared to healthy volunteers. Likewise, it was significantly higher in patients with decompensated cirrhosis compared to those with compensated cirrhosis and healthy volunteers. We also observed that the cardio-respiratory system has simple low order dynamics and short memory around its average, and high order dynamics around rare fluctuations.

  13. Effective Feature Preprocessing for Time Series Forecasting

    DEFF Research Database (Denmark)

    Zhao, Junhua; Dong, Zhaoyang; Xu, Zhao

    2006-01-01

    Time series forecasting is an important area in data mining research. Feature preprocessing techniques have significant influence on forecasting accuracy, therefore are essential in a forecasting model. Although several feature preprocessing techniques have been applied in time series forecasting...... performance in time series forecasting. It is demonstrated in our experiment that, effective feature preprocessing can significantly enhance forecasting accuracy. This research can be a useful guidance for researchers on effectively selecting feature preprocessing techniques and integrating them with time...... series forecasting models....

  14. Thermal anomalies detection before strong earthquakes (M > 6.0 using interquartile, wavelet and Kalman filter methods

    Directory of Open Access Journals (Sweden)

    M. Akhoondzadeh

    2011-04-01

    Full Text Available Thermal anomaly is known as a significant precursor of strong earthquakes, therefore Land Surface Temperature (LST time series have been analyzed in this study to locate relevant anomalous variations prior to the Bam (26 December 2003, Zarand (22 February 2005 and Borujerd (31 March 2006 earthquakes. The duration of the three datasets which are comprised of MODIS LST images is 44, 28 and 46 days for the Bam, Zarand and Borujerd earthquakes, respectively. In order to exclude variations of LST from temperature seasonal effects, Air Temperature (AT data derived from the meteorological stations close to the earthquakes epicenters have been taken into account. The detection of thermal anomalies has been assessed using interquartile, wavelet transform and Kalman filter methods, each presenting its own independent property in anomaly detection. The interquartile method has been used to construct the higher and lower bounds in LST data to detect disturbed states outside the bounds which might be associated with impending earthquakes. The wavelet transform method has been used to locate local maxima within each time series of LST data for identifying earthquake anomalies by a predefined threshold. Also, the prediction property of the Kalman filter has been used in the detection process of prominent LST anomalies. The results concerning the methodology indicate that the interquartile method is capable of detecting the highest intensity anomaly values, the wavelet transform is sensitive to sudden changes, and the Kalman filter method significantly detects the highest unpredictable variations of LST. The three methods detected anomalous occurrences during 1 to 20 days prior to the earthquakes showing close agreement in results found between the different applied methods on LST data in the detection of pre-seismic anomalies. The proposed method for anomaly detection was also applied on regions irrelevant to earthquakes for which no anomaly was detected

  15. Wavelet Based Hilbert Transform with Digital Design and Application to QCM-SS Watermarking

    Directory of Open Access Journals (Sweden)

    S. P. Maity

    2008-04-01

    Full Text Available In recent time, wavelet transforms are used extensively for efficient storage, transmission and representation of multimedia signals. Hilbert transform pairs of wavelets is the basic unit of many wavelet theories such as complex filter banks, complex wavelet and phaselet etc. Moreover, Hilbert transform finds various applications in communications and signal processing such as generation of single sideband (SSB modulation, quadrature carrier multiplexing (QCM and bandpass representation of a signal. Thus wavelet based discrete Hilbert transform design draws much attention of researchers for couple of years. This paper proposes an (i algorithm for generation of low computation cost Hilbert transform pairs of symmetric filter coefficients using biorthogonal wavelets, (ii approximation to its rational coefficients form for its efficient hardware realization and without much loss in signal representation, and finally (iii development of QCM-SS (spread spectrum image watermarking scheme for doubling the payload capacity. Simulation results show novelty of the proposed Hilbert transform design and its application to watermarking compared to existing algorithms.

  16. Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence

    Science.gov (United States)

    Kristoufek, Ladislav

    2013-10-01

    We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific investment horizons during turbulent times holds. To do so, we utilize the continuous wavelet transform analysis and obtained wavelet power spectra which give the crucial information about the variance distribution across scales and its evolution in time. We show that the most turbulent times of the Global Financial Crisis can be very well characterized by the dominance of short investment horizons which is in hand with the assertions of the fractal markets hypothesis.

  17. Combining a wavelet transform with a channelized Hotelling observer for tumor detection in 3D PET oncology imaging

    Science.gov (United States)

    Lartizien, Carole; Tomei, Sandrine; Maxim, Voichita; Odet, Christophe

    2007-03-01

    This study evaluates new observer models for 3D whole-body Positron Emission Tomography (PET) imaging based on a wavelet sub-band decomposition and compares them with the classical constant-Q CHO model. Our final goal is to develop an original method that performs guided detection of abnormal activity foci in PET oncology imaging based on these new observer models. This computer-aided diagnostic method would highly benefit to clinicians for diagnostic purpose and to biologists for massive screening of rodents populations in molecular imaging. Method: We have previously shown good correlation of the channelized Hotelling observer (CHO) using a constant-Q model with human observer performance for 3D PET oncology imaging. We propose an alternate method based on combining a CHO observer with a wavelet sub-band decomposition of the image and we compare it to the standard CHO implementation. This method performs an undecimated transform using a biorthogonal B-spline 4/4 wavelet basis to extract the features set for input to the Hotelling observer. This work is based on simulated 3D PET images of an extended MCAT phantom with randomly located lesions. We compare three evaluation criteria: classification performance using the signal-to-noise ratio (SNR), computation efficiency and visual quality of the derived 3D maps of the decision variable λ. The SNR is estimated on a series of test images for a variable number of training images for both observers. Results: Results show that the maximum SNR is higher with the constant-Q CHO observer, especially for targets located in the liver, and that it is reached with a smaller number of training images. However, preliminary analysis indicates that the visual quality of the 3D maps of the decision variable λ is higher with the wavelet-based CHO and the computation time to derive a 3D λ-map is about 350 times shorter than for the standard CHO. This suggests that the wavelet-CHO observer is a good candidate for use in our guided

  18. Wavelets a primer

    CERN Document Server

    Blatter, Christian

    1998-01-01

    The Wavelet Transform has stimulated research that is unparalleled since the invention of the Fast Fourier Transform and has opened new avenues of applications in signal processing, image compression, radiology, cardiology, and many other areas. This book grew out of a short course for mathematics students at the ETH in Zurich; it provides a solid mathematical foundation for the broad range of applications enjoyed by the wavelet transform. Numerous illustrations and fully worked out examples enhance the book.

  19. Comparison between wavelet and wavelet packet transform features for classification of faults in distribution system

    Science.gov (United States)

    Arvind, Pratul

    2012-11-01

    The ability to identify and classify all ten types of faults in a distribution system is an important task for protection engineers. Unlike transmission system, distribution systems have a complex configuration and are subjected to frequent faults. In the present work, an algorithm has been developed for identifying all ten types of faults in a distribution system by collecting current samples at the substation end. The samples are subjected to wavelet packet transform and artificial neural network in order to yield better classification results. A comparison of results between wavelet transform and wavelet packet transform is also presented thereby justifying the feature extracted from wavelet packet transform yields promising results. It should also be noted that current samples are collected after simulating a 25kv distribution system in PSCAD software.

  20. Feature Extraction on Brain Computer Interfaces using Discrete Dyadic Wavelet Transform: Preliminary Results

    International Nuclear Information System (INIS)

    Gareis, I; Gentiletti, G; Acevedo, R; Rufiner, L

    2011-01-01

    The purpose of this work is to evaluate different feature extraction alternatives to detect the event related evoked potential signal on brain computer interfaces, trying to minimize the time employed and the classification error, in terms of sensibility and specificity of the method, looking for alternatives to coherent averaging. In this context the results obtained performing the feature extraction using discrete dyadic wavelet transform using different mother wavelets are presented. For the classification a single layer perceptron was used. The results obtained with and without the wavelet decomposition were compared; showing an improvement on the classification rate, the specificity and the sensibility for the feature vectors obtained using some mother wavelets.

  1. Monthly water quality forecasting and uncertainty assessment via bootstrapped wavelet neural networks under missing data for Harbin, China.

    Science.gov (United States)

    Wang, Yi; Zheng, Tong; Zhao, Ying; Jiang, Jiping; Wang, Yuanyuan; Guo, Liang; Wang, Peng

    2013-12-01

    In this paper, bootstrapped wavelet neural network (BWNN) was developed for predicting monthly ammonia nitrogen (NH(4+)-N) and dissolved oxygen (DO) in Harbin region, northeast of China. The Morlet wavelet basis function (WBF) was employed as a nonlinear activation function of traditional three-layer artificial neural network (ANN) structure. Prediction intervals (PI) were constructed according to the calculated uncertainties from the model structure and data noise. Performance of BWNN model was also compared with four different models: traditional ANN, WNN, bootstrapped ANN, and autoregressive integrated moving average model. The results showed that BWNN could handle the severely fluctuating and non-seasonal time series data of water quality, and it produced better performance than the other four models. The uncertainty from data noise was smaller than that from the model structure for NH(4+)-N; conversely, the uncertainty from data noise was larger for DO series. Besides, total uncertainties in the low-flow period were the biggest due to complicated processes during the freeze-up period of the Songhua River. Further, a data missing-refilling scheme was designed, and better performances of BWNNs for structural data missing (SD) were observed than incidental data missing (ID). For both ID and SD, temporal method was satisfactory for filling NH(4+)-N series, whereas spatial imputation was fit for DO series. This filling BWNN forecasting method was applied to other areas suffering "real" data missing, and the results demonstrated its efficiency. Thus, the methods introduced here will help managers to obtain informed decisions.

  2. A wavelet ridge extraction method employing a novel cost function in two-dimensional wavelet transform profilometry

    Science.gov (United States)

    Wang, Jianhua; Yang, Yanxi

    2018-05-01

    We present a new wavelet ridge extraction method employing a novel cost function in two-dimensional wavelet transform profilometry (2-D WTP). First of all, the maximum value point is extracted from two-dimensional wavelet transform coefficient modulus, and the local extreme value points over 90% of maximum value are also obtained, they both constitute wavelet ridge candidates. Then, the gradient of rotate factor is introduced into the Abid's cost function, and the logarithmic Logistic model is used to adjust and improve the cost function weights so as to obtain more reasonable value estimation. At last, the dynamic programming method is used to accurately find the optimal wavelet ridge, and the wrapped phase can be obtained by extracting the phase at the ridge. Its advantage is that, the fringe pattern with low signal-to-noise ratio can be demodulated accurately, and its noise immunity will be better. Meanwhile, only one fringe pattern is needed to projected to measured object, so dynamic three-dimensional (3-D) measurement in harsh environment can be realized. Computer simulation and experimental results show that, for the fringe pattern with noise pollution, the 3-D surface recovery accuracy by the proposed algorithm is increased. In addition, the demodulation phase accuracy of Morlet, Fan and Cauchy mother wavelets are compared.

  3. Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration

    DEFF Research Database (Denmark)

    Nielsen, Morten Ø.; Frederiksen, Per Houmann

    2005-01-01

    In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches, and we consider both parametric and semiparametric estimation methods. The es...... the time domain parametric methods, and (4) without sufficient trimming of scales the wavelet-based estimators are heavily biased.......In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches, and we consider both parametric and semiparametric estimation methods....... The estimators are briefly introduced and compared, and the criteria adopted for measuring finite sample performance are bias and root mean squared error. Most importantly, the simulations reveal that (1) the frequency domain maximum likelihood procedure is superior to the time domain parametric methods, (2) all...

  4. Statistical criteria for characterizing irradiance time series.

    Energy Technology Data Exchange (ETDEWEB)

    Stein, Joshua S.; Ellis, Abraham; Hansen, Clifford W.

    2010-10-01

    We propose and examine several statistical criteria for characterizing time series of solar irradiance. Time series of irradiance are used in analyses that seek to quantify the performance of photovoltaic (PV) power systems over time. Time series of irradiance are either measured or are simulated using models. Simulations of irradiance are often calibrated to or generated from statistics for observed irradiance and simulations are validated by comparing the simulation output to the observed irradiance. Criteria used in this comparison should derive from the context of the analyses in which the simulated irradiance is to be used. We examine three statistics that characterize time series and their use as criteria for comparing time series. We demonstrate these statistics using observed irradiance data recorded in August 2007 in Las Vegas, Nevada, and in June 2009 in Albuquerque, New Mexico.

  5. From Fourier analysis to wavelets

    CERN Document Server

    Gomes, Jonas

    2015-01-01

    This text introduces the basic concepts of function spaces and operators, both from the continuous and discrete viewpoints.  Fourier and Window Fourier Transforms are introduced and used as a guide to arrive at the concept of Wavelet transform.  The fundamental aspects of multiresolution representation, and its importance to function discretization and to the construction of wavelets is also discussed. Emphasis is given on ideas and intuition, avoiding the heavy computations which are usually involved in the study of wavelets.  Readers should have a basic knowledge of linear algebra, calculus, and some familiarity with complex analysis.  Basic knowledge of signal and image processing is desirable. This text originated from a set of notes in Portuguese that the authors wrote for a wavelet course on the Brazilian Mathematical Colloquium in 1997 at IMPA, Rio de Janeiro.

  6. Homogenising time series: beliefs, dogmas and facts

    Science.gov (United States)

    Domonkos, P.

    2011-06-01

    In the recent decades various homogenisation methods have been developed, but the real effects of their application on time series are still not known sufficiently. The ongoing COST action HOME (COST ES0601) is devoted to reveal the real impacts of homogenisation methods more detailed and with higher confidence than earlier. As a part of the COST activity, a benchmark dataset was built whose characteristics approach well the characteristics of real networks of observed time series. This dataset offers much better opportunity than ever before to test the wide variety of homogenisation methods, and analyse the real effects of selected theoretical recommendations. Empirical results show that real observed time series usually include several inhomogeneities of different sizes. Small inhomogeneities often have similar statistical characteristics than natural changes caused by climatic variability, thus the pure application of the classic theory that change-points of observed time series can be found and corrected one-by-one is impossible. However, after homogenisation the linear trends, seasonal changes and long-term fluctuations of time series are usually much closer to the reality than in raw time series. Some problems around detecting multiple structures of inhomogeneities, as well as that of time series comparisons within homogenisation procedures are discussed briefly in the study.

  7. A wavelet analysis of co-movements in Asian gold markets

    Science.gov (United States)

    Das, Debojyoti; Kannadhasan, M.; Al-Yahyaee, Khamis Hamed; Yoon, Seong-Min

    2018-02-01

    This study assesses the cross-country co-movements of gold spot returns among the major gold consuming countries in Asia using wavelet-based analysis for a dataset spanning over 26 years. Wavelet-based analysis is used since it allows measuring co-movements in a time-frequency space. The results suggest intense and positive co-movements in Asia after the Asian financial crisis of 1997 at all frequencies. In addition, the Asian gold spot markets depict a state of impending perfect market integration. Finally, Thailand emerges as the potential market leader in all wavelet scales except one, which is led by India. The study has important implications for international diversification of a single-asset (gold) portfolio.

  8. Wavelet Filtering to Reduce Conservatism in Aeroservoelastic Robust Stability Margins

    Science.gov (United States)

    Brenner, Marty; Lind, Rick

    1998-01-01

    Wavelet analysis for filtering and system identification was used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins was reduced with parametric and nonparametric time-frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data was used to reduce the effects of external desirableness and unmodeled dynamics. Parametric estimates of modal stability were also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. F-18 high Alpha Research Vehicle aeroservoelastic flight test data demonstrated improved robust stability prediction by extension of the stability boundary beyond the flight regime.

  9. Ocean time-series near Bermuda: Hydrostation S and the US JGOFS Bermuda Atlantic time-series study

    Science.gov (United States)

    Michaels, Anthony F.; Knap, Anthony H.

    1992-01-01

    Bermuda is the site of two ocean time-series programs. At Hydrostation S, the ongoing biweekly profiles of temperature, salinity and oxygen now span 37 years. This is one of the longest open-ocean time-series data sets and provides a view of decadal scale variability in ocean processes. In 1988, the U.S. JGOFS Bermuda Atlantic Time-series Study began a wide range of measurements at a frequency of 14-18 cruises each year to understand temporal variability in ocean biogeochemistry. On each cruise, the data range from chemical analyses of discrete water samples to data from electronic packages of hydrographic and optics sensors. In addition, a range of biological and geochemical rate measurements are conducted that integrate over time-periods of minutes to days. This sampling strategy yields a reasonable resolution of the major seasonal patterns and of decadal scale variability. The Sargasso Sea also has a variety of episodic production events on scales of days to weeks and these are only poorly resolved. In addition, there is a substantial amount of mesoscale variability in this region and some of the perceived temporal patterns are caused by the intersection of the biweekly sampling with the natural spatial variability. In the Bermuda time-series programs, we have added a series of additional cruises to begin to assess these other sources of variation and their impacts on the interpretation of the main time-series record. However, the adequate resolution of higher frequency temporal patterns will probably require the introduction of new sampling strategies and some emerging technologies such as biogeochemical moorings and autonomous underwater vehicles.

  10. Wavelet based free-form deformations for nonrigid registration

    Science.gov (United States)

    Sun, Wei; Niessen, Wiro J.; Klein, Stefan

    2014-03-01

    In nonrigid registration, deformations may take place on the coarse and fine scales. For the conventional B-splines based free-form deformation (FFD) registration, these coarse- and fine-scale deformations are all represented by basis functions of a single scale. Meanwhile, wavelets have been proposed as a signal representation suitable for multi-scale problems. Wavelet analysis leads to a unique decomposition of a signal into its coarse- and fine-scale components. Potentially, this could therefore be useful for image registration. In this work, we investigate whether a wavelet-based FFD model has advantages for nonrigid image registration. We use a B-splines based wavelet, as defined by Cai and Wang.1 This wavelet is expressed as a linear combination of B-spline basis functions. Derived from the original B-spline function, this wavelet is smooth, differentiable, and compactly supported. The basis functions of this wavelet are orthogonal across scales in Sobolev space. This wavelet was previously used for registration in computer vision, in 2D optical flow problems,2 but it was not compared with the conventional B-spline FFD in medical image registration problems. An advantage of choosing this B-splines based wavelet model is that the space of allowable deformation is exactly equivalent to that of the traditional B-spline. The wavelet transformation is essentially a (linear) reparameterization of the B-spline transformation model. Experiments on 10 CT lung and 18 T1-weighted MRI brain datasets show that wavelet based registration leads to smoother deformation fields than traditional B-splines based registration, while achieving better accuracy.

  11. Wavelet Radiosity on Arbitrary Planar Surfaces

    OpenAIRE

    Holzschuch , Nicolas; Cuny , François; Alonso , Laurent

    2000-01-01

    Colloque avec actes et comité de lecture. internationale.; International audience; Wavelet radiosity is, by its nature, restricted to parallelograms or triangles. This paper presents an innovative technique enabling wavelet radiosity computations on planar surfaces of arbitrary shape, including concave contours or contours with holes. This technique replaces the need for triangulating such complicated shapes, greatly reducing the complexity of the wavelet radiosity algorithm and the computati...

  12. Real-time estimation of optical flow based on optimized haar wavelet features

    DEFF Research Database (Denmark)

    Salmen, Jan; Caup, Lukas; Igel, Christian

    2011-01-01

    -objective optimization. In this work, we build on a popular algorithm developed for realtime applications. It is originally based on the Census transform and benefits from this encoding for table-based matching and tracking of interest points. We propose to use the more universal Haar wavelet features instead...

  13. Optical Aperture Synthesis Object's Information Extracting Based on Wavelet Denoising

    International Nuclear Information System (INIS)

    Fan, W J; Lu, Y

    2006-01-01

    Wavelet denoising is studied to improve OAS(optical aperture synthesis) object's Fourier information extracting. Translation invariance wavelet denoising based on Donoho wavelet soft threshold denoising is researched to remove Pseudo-Gibbs in wavelet soft threshold image. OAS object's information extracting based on translation invariance wavelet denoising is studied. The study shows that wavelet threshold denoising can improve the precision and the repetition of object's information extracting from interferogram, and the translation invariance wavelet denoising information extracting is better than soft threshold wavelet denoising information extracting

  14. Wavelet neural network load frequency controller

    International Nuclear Information System (INIS)

    Hemeida, Ashraf Mohamed

    2005-01-01

    This paper presents the feasibility of applying a wavelet neural network (WNN) approach for the load frequency controller (LFC) to damp the frequency oscillations of two area power systems due to load disturbances. The present intelligent control system trained the wavelet neural network (WNN) controller on line with adaptive learning rates, which are derived in the sense of a discrete type Lyapunov stability theorem. The present WNN controller is designed individually for each area. The proposed technique is applied successfully for a wide range of operating conditions. The time simulation results indicate its superiority and effectiveness over the conventional approach. The effects of consideration of the governor dead zone on the system performance are studied using the proposed controller and the conventional one

  15. Comparison on Integer Wavelet Transforms in Spherical Wavelet Based Image Based Relighting

    Institute of Scientific and Technical Information of China (English)

    WANGZe; LEEYin; LEUNGChising; WONGTientsin; ZHUYisheng

    2003-01-01

    To provide a good quality rendering in the Image based relighting (IBL) system, tremendous reference images under various illumination conditions are needed. Therefore data compression is essential to enable interactive action. And the rendering speed is another crucial consideration for real applications. Based on Spherical wavelet transform (SWT), this paper presents a quick representation method with Integer wavelet transform (IWT) for the IBL system. It focuses on comparison on different IWTs with the Embedded zerotree wavelet (EZW) used in the IBL system. The whole compression procedure contains two major compression steps. Firstly, SWT is applied to consider the correlation among different reference images. Secondly, the SW transformed images are compressed with IWT based image compression approach. Two IWTs are used and good results are showed in the simulations.

  16. Multivariate Time Series Decomposition into Oscillation Components.

    Science.gov (United States)

    Matsuda, Takeru; Komaki, Fumiyasu

    2017-08-01

    Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.

  17. Forecasting Enrollments with Fuzzy Time Series.

    Science.gov (United States)

    Song, Qiang; Chissom, Brad S.

    The concept of fuzzy time series is introduced and used to forecast the enrollment of a university. Fuzzy time series, an aspect of fuzzy set theory, forecasts enrollment using a first-order time-invariant model. To evaluate the model, the conventional linear regression technique is applied and the predicted values obtained are compared to the…

  18. Steerable dyadic wavelet transform and interval wavelets for enhancement of digital mammography

    Science.gov (United States)

    Laine, Andrew F.; Koren, Iztok; Yang, Wuhai; Taylor, Fred J.

    1995-04-01

    This paper describes two approaches for accomplishing interactive feature analysis by overcomplete multiresolution representations. We show quantitatively that transform coefficients, modified by an adaptive non-linear operator, can make more obvious unseen or barely seen features of mammography without requiring additional radiation. Our results are compared with traditional image enhancement techniques by measuring the local contrast of known mammographic features. We design a filter bank representing a steerable dyadic wavelet transform that can be used for multiresolution analysis along arbitrary orientations. Digital mammograms are enhanced by orientation analysis performed by a steerable dyadic wavelet transform. Arbitrary regions of interest (ROI) are enhanced by Deslauriers-Dubuc interpolation representations on an interval. We demonstrate that our methods can provide radiologists with an interactive capability to support localized processing of selected (suspicion) areas (lesions). Features extracted from multiscale representations can provide an adaptive mechanism for accomplishing local contrast enhancement. By improving the visualization of breast pathology can improve changes of early detection while requiring less time to evaluate mammograms for most patients.

  19. Visualization of a Turbulent Jet Using Wavelets

    Institute of Scientific and Technical Information of China (English)

    Hui LI

    2001-01-01

    An application of multiresolution image analysis to turbulence was investigated in this paper, in order to visualize the coherent structure and the most essential scales governing turbulence. The digital imaging photograph of jet slice was decomposed by two-dimensional discrete wavelet transform based on Daubechies, Coifman and Baylkin bases. The best choice of orthogonal wavelet basis for analyzing the image of the turbulent structures was first discussed. It is found that these orthonormal wavelet families with index N<10 were inappropriate for multiresolution image analysis of turbulent flow. The multiresolution images of turbulent structures were very similar when using the wavelet basis with the higher index number, even though wavelet bases are different functions. From the image components in orthogonal wavelet spaces with different scales, the further evident of the multi-scale structures in jet can be observed, and the edges of the vortices at different resolutions or scales and the coherent structure can be easily extracted.

  20. Dynamical complexity detection in geomagnetic activity indices using wavelet transforms and Tsallis entropy

    Science.gov (United States)

    Balasis, G.; Daglis, I. A.; Papadimitriou, C.; Kalimeri, M.; Anastasiadis, A.; Eftaxias, K.

    2008-12-01

    Dynamical complexity detection for output time series of complex systems is one of the foremost problems in physics, biology, engineering, and economic sciences. Especially in magnetospheric physics, accurate detection of the dissimilarity between normal and abnormal states (e.g. pre-storm activity and magnetic storms) can vastly improve space weather diagnosis and, consequently, the mitigation of space weather hazards. Herein, we examine the fractal spectral properties of the Dst data using a wavelet analysis technique. We show that distinct changes in associated scaling parameters occur (i.e., transition from anti- persistent to persistent behavior) as an intense magnetic storm approaches. We then analyze Dst time series by introducing the non-extensive Tsallis entropy, Sq, as an appropriate complexity measure. The Tsallis entropy sensitively shows the complexity dissimilarity among different "physiological" (normal) and "pathological" states (intense magnetic storms). The Tsallis entropy implies the emergence of two distinct patterns: (i) a pattern associated with the intense magnetic storms, which is characterized by a higher degree of organization, and (ii) a pattern associated with normal periods, which is characterized by a lower degree of organization.

  1. Wavelet analysis in two-dimensional tomography

    Science.gov (United States)

    Burkovets, Dimitry N.

    2002-02-01

    The diagnostic possibilities of wavelet-analysis of coherent images of connective tissue in its pathological changes diagnostics. The effectiveness of polarization selection in obtaining wavelet-coefficients' images is also shown. The wavelet structures, characterizing the process of skin psoriasis, bone-tissue osteoporosis have been analyzed. The histological sections of physiological normal and pathologically changed samples of connective tissue of human skin and spongy bone tissue have been analyzed.

  2. Decompositions of bubbly flow PIV velocity fields using discrete wavelets multi-resolution and multi-section image method

    International Nuclear Information System (INIS)

    Choi, Je-Eun; Takei, Masahiro; Doh, Deog-Hee; Jo, Hyo-Jae; Hassan, Yassin A.; Ortiz-Villafuerte, Javier

    2008-01-01

    Currently, wavelet transforms are widely used for the analyses of particle image velocimetry (PIV) velocity vector fields. This is because the wavelet provides not only spatial information of the velocity vectors, but also of the time and frequency domains. In this study, a discrete wavelet transform is applied to real PIV images of bubbly flows. The vector fields obtained by a self-made cross-correlation PIV algorithm were used for the discrete wavelet transform. The performances of the discrete wavelet transforms were investigated by changing the level of power of discretization. The images decomposed by wavelet multi-resolution showed conspicuous characteristics of the bubbly flows for the different levels. A high spatial bubble concentrated area could be evaluated by the constructed discrete wavelet transform algorithm, in which high-leveled wavelets play dominant roles in revealing the flow characteristics

  3. Forecasting Cryptocurrencies Financial Time Series

    DEFF Research Database (Denmark)

    Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

    2018-01-01

    This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely...

  4. Forecasting Cryptocurrencies Financial Time Series

    OpenAIRE

    Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

    2018-01-01

    This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely on Dynamic Model Averaging to combine a large set of univariate Dynamic Linear Models and several multivariate Vector Autoregressive models with different forms of time variation. We find statistical si...

  5. Wavelet analysis and its applications an introduction

    CERN Document Server

    Yajnik, Archit

    2013-01-01

    "Wavelet analysis and its applications: an introduction" demonstrates the consequences of Fourier analysis and introduces the concept of wavelet followed by applications lucidly. While dealing with one dimension signals, sometimes they are required to be oversampled. A novel technique of oversampling the digital signal is introduced in this book alongwith necessary illustrations. The technique of feature extraction in the development of optical character recognition software for any natural language alongwith wavelet based feature extraction technique is demonstrated using multiresolution analysis of wavelet in the book.

  6. Time series modeling, computation, and inference

    CERN Document Server

    Prado, Raquel

    2010-01-01

    The authors systematically develop a state-of-the-art analysis and modeling of time series. … this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques from this book.-Hsun-Hsien Chang, Computing Reviews, March 2012My favorite chapters were on dynamic linear models and vector AR and vector ARMA models.-William Seaver, Technometrics, August 2011… a very modern entry to the field of time-series modelling, with a rich reference list of the current lit

  7. Time Series Analysis Forecasting and Control

    CERN Document Server

    Box, George E P; Reinsel, Gregory C

    2011-01-01

    A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering. The Fourth Edition provides a clearly written exploration of the key methods for building, cl

  8. Wavelet analysis of the seismograms for tsunami warning

    Directory of Open Access Journals (Sweden)

    A. Chamoli

    2010-10-01

    Full Text Available The complexity in the tsunami phenomenon makes the available warning systems not much effective in the practical situations. The problem arises due to the time lapsed in the data transfer, processing and modeling. The modeling and simulation needs the input fault geometry and mechanism of the earthquake. The estimation of these parameters and other aprior information increases the utilized time for making any warning. Here, the wavelet analysis is used to identify the tsunamigenesis of an earthquake. The frequency content of the seismogram in time scale domain is examined using wavelet transform. The energy content in high frequencies is calculated and gives a threshold for tsunami warnings. Only first few minutes of the seismograms of the earthquake events are used for quick estimation. The results for the earthquake events of Andaman Sumatra region and other historic events are promising.

  9. Harmonic analysis of traction power supply system based on wavelet decomposition

    Science.gov (United States)

    Dun, Xiaohong

    2018-05-01

    With the rapid development of high-speed railway and heavy-haul transport, AC drive electric locomotive and EMU large-scale operation in the country on the ground, the electrified railway has become the main harmonic source of China's power grid. In response to this phenomenon, the need for timely monitoring of power quality problems of electrified railway, assessment and governance. Wavelet transform is developed on the basis of Fourier analysis, the basic idea comes from the harmonic analysis, with a rigorous theoretical model, which has inherited and developed the local thought of Garbor transformation, and has overcome the disadvantages such as window fixation and lack of discrete orthogonally, so as to become a more recently studied spectral analysis tool. The wavelet analysis takes the gradual and precise time domain step in the high frequency part so as to focus on any details of the signal being analyzed, thereby comprehensively analyzing the harmonics of the traction power supply system meanwhile use the pyramid algorithm to increase the speed of wavelet decomposition. The matlab simulation shows that the use of wavelet decomposition of the traction power supply system for harmonic spectrum analysis is effective.

  10. Costationarity of Locally Stationary Time Series Using costat

    OpenAIRE

    Cardinali, Alessandro; Nason, Guy P.

    2013-01-01

    This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship between two locally stationary time series. Two locally stationary time series are said to be costationary if there exists two time-varying combination functions such that the linear combination of the two series with the functions produces another time...

  11. Detecting nonlinear structure in time series

    International Nuclear Information System (INIS)

    Theiler, J.

    1991-01-01

    We describe an approach for evaluating the statistical significance of evidence for nonlinearity in a time series. The formal application of our method requires the careful statement of a null hypothesis which characterizes a candidate linear process, the generation of an ensemble of ''surrogate'' data sets which are similar to the original time series but consistent with the null hypothesis, and the computation of a discriminating statistic for the original and for each of the surrogate data sets. The idea is to test the original time series against the null hypothesis by checking whether the discriminating statistic computed for the original time series differs significantly from the statistics computed for each of the surrogate sets. While some data sets very cleanly exhibit low-dimensional chaos, there are many cases where the evidence is sketchy and difficult to evaluate. We hope to provide a framework within which such claims of nonlinearity can be evaluated. 5 refs., 4 figs

  12. Introduction to time series and forecasting

    CERN Document Server

    Brockwell, Peter J

    2016-01-01

    This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space mod...

  13. A study of non-binary discontinuity wavelet

    International Nuclear Information System (INIS)

    Lin Hai; Liu Lianshou

    2006-01-01

    This paper gives a study of non-binary discontinuity wavelet, put forward the theory and method of constituting basic wavelet functions, and has constituted concretely a wavelet function using λ=3.4 as an example. It also conducts a theoretical inference on the decomposition algorithm and reconstruction algorithm of non-binary wavelet, and gives a concrete study of the change of matrix in connection with λ=3.4. In the end, it shows the future of application of the result to the study of high energy collision. (authors)

  14. Wavelets and multiscale signal processing

    CERN Document Server

    Cohen, Albert

    1995-01-01

    Since their appearance in mid-1980s, wavelets and, more generally, multiscale methods have become powerful tools in mathematical analysis and in applications to numerical analysis and signal processing. This book is based on "Ondelettes et Traitement Numerique du Signal" by Albert Cohen. It has been translated from French by Robert D. Ryan and extensively updated by both Cohen and Ryan. It studies the existing relations between filter banks and wavelet decompositions and shows how these relations can be exploited in the context of digital signal processing. Throughout, the book concentrates on the fundamentals. It begins with a chapter on the concept of multiresolution analysis, which contains complete proofs of the basic results. The description of filter banks that are related to wavelet bases is elaborated in both the orthogonal case (Chapter 2), and in the biorthogonal case (Chapter 4). The regularity of wavelets, how this is related to the properties of the filters and the importance of regularity for t...

  15. Transformadas Wavelet impacto fundamental en Procesamiento de señales y compresión de imágenes

    OpenAIRE

    González Arboleda, José Rodrigo

    2014-01-01

    En este trabajo se mostrará el concepto de Transformadas de Fourier y Transformadas Wavelet, sus propiedades, teoremas, proposiciones que las soportan. Se mostrará soluciones en series de Fourier que representan a las soluciones de procesamiento de señales y la Transformada Wavelet que permite la compresión de datos e imágenes. En general, el procesamiento de señales y en particular, la compresión de imágenes es una de las necesidades más importantes en aplicaciones como la codificación y ...

  16. Constructing pairs of dual bandlimited frame wavelets in L^2(R^n)

    DEFF Research Database (Denmark)

    Lemvig, Jakob

    2012-01-01

    combination of dilations of ψ with explicitly given coefficients. The result allows a simple construction procedure for pairs of dual wavelet frames whose generators have compact support in the Fourier domain and desired time localization. The construction relies on a technical condition on ψ, and we exhibit......Given a real, expansive dilation matrix we prove that any bandlimited function ψ∈L2(Rn), for which the dilations of its Fourier transform form a partition of unity, generates a wavelet frame for certain translation lattices. Moreover, there exists a dual wavelet frame generated by a finite linear...

  17. A wavelet-coupled support vector machine model for forecasting global incident solar radiation using limited meteorological dataset

    International Nuclear Information System (INIS)

    Deo, Ravinesh C.; Wen, Xiaohu; Qi, Feng

    2016-01-01

    analysis with single predictor variables yielded the best performance with S_t as an input, confirming that the largest contributions for forecasting solar energy is derived from the sunshine hours per day compared to the other prescribed inputs. All six inputs were required in the optimum W-SVM for Brisbane and Cairns stations to yield r = 0.928, d = 0.927, E_N_S = 0.858, P_d_v = 1.757%, MAE = 1.819 MJ m"−"2 and r = 0.881, d = 0.870, E_N_S = 0.762, P_d_v = 9.633%, MAE = 2.086 MJ m"−"2, respectively. However, for Townsville, the time-series of S_t, T_m_i_n and T_m_a_x and E were required in the optimum model to yield r = 0.858, d = 0.886, E_N_S = 0.722, P_d_v = 10.282% and MAE = 2.167 MJ m"−"2. In terms of the relative model errors over daily forecast horizon, W-SVM model was the most accurate precise for Townsville (RRMSE = 12.568%; MAPE = 12.666%) followed by Brisbane (13.313%; 13.872%) and Cairns (14.467%; 15.675%) weather stations. A set of alternative models developed over the monthly, seasonal and annual forecast horizons verified the long-term forecasting skill, where lagged inputs of T_m_a_x, T_m_i_n, E, P and VP for Roma Post Office and Toowoomba Regional stations were employed. The wavelet-coupled model performed well, with r = 0.965, d = 0.964, P_d_v = 2.249%, RRMSE = 5.942% and MAPE = 4.696% (Roma) and r = 0.958, d = 0.943, P_d_v = 0.979%, RRMSE = 7.66% and MAPE = 6.20% (Toowoomba). Accordingly, the results conclusively ascertained the importance of wavelet-coupled SVM predictive model as a qualified stratagem for short and long-term forecasting of solar energy for assessment of solar energy prospectivity in this study region.

  18. TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

    Directory of Open Access Journals (Sweden)

    Goran Klepac

    2007-12-01

    Full Text Available REFII1 model is an authorial mathematical model for time series data mining. The main purpose of that model is to automate time series analysis, through a unique transformation model of time series. An advantage of this approach of time series analysis is the linkage of different methods for time series analysis, linking traditional data mining tools in time series, and constructing new algorithms for analyzing time series. It is worth mentioning that REFII model is not a closed system, which means that we have a finite set of methods. At first, this is a model for transformation of values of time series, which prepares data used by different sets of methods based on the same model of transformation in a domain of problem space. REFII model gives a new approach in time series analysis based on a unique model of transformation, which is a base for all kind of time series analysis. The advantage of REFII model is its possible application in many different areas such as finance, medicine, voice recognition, face recognition and text mining.

  19. Experimental study on the crack detection with optimized spatial wavelet analysis and windowing

    Science.gov (United States)

    Ghanbari Mardasi, Amir; Wu, Nan; Wu, Christine

    2018-05-01

    In this paper, a high sensitive crack detection is experimentally realized and presented on a beam under certain deflection by optimizing spatial wavelet analysis. Due to the crack existence in the beam structure, a perturbation/slop singularity is induced in the deflection profile. Spatial wavelet transformation works as a magnifier to amplify the small perturbation signal at the crack location to detect and localize the damage. The profile of a deflected aluminum cantilever beam is obtained for both intact and cracked beams by a high resolution laser profile sensor. Gabor wavelet transformation is applied on the subtraction of intact and cracked data sets. To improve detection sensitivity, scale factor in spatial wavelet transformation and the transformation repeat times are optimized. Furthermore, to detect the possible crack close to the measurement boundaries, wavelet transformation edge effect, which induces large values of wavelet coefficient around the measurement boundaries, is efficiently reduced by introducing different windowing functions. The result shows that a small crack with depth of less than 10% of the beam height can be localized with a clear perturbation. Moreover, the perturbation caused by a crack at 0.85 mm away from one end of the measurement range, which is covered by wavelet transform edge effect, emerges by applying proper window functions.

  20. Data analysis in Raman measurements of biological tissues using wavelet techniques

    Science.gov (United States)

    Gaeta, Giovanni M.; Zenone, Flora; Camerlingo, Carlo; Riccio, Roberto; Moro, Gianfranco; Lepore, Maria; Indovina, Pietro L.

    2005-03-01

    Raman spectroscopy of oral tissues is a promising tool for in vivo diagnosis of oral pathologies, due to the high chemical and structural information content of Raman spectra. However, measurements on biological tissues are usually hindered by low level signals and by the presence of interfering noise and background components due to light diffusion or fluorescence processes. Numerical methods can be used in data analysis, in order to overcome these problems. In this work the wavelet multicomponent decomposition approach has been tested in a series of micro-Raman measurements performed on "in vitro" animal tissue samples. The experimental set-up was mainly composed by a He-Ne laser and a monochromator equipped with a liquid nitrogen cooled CCD equipped with a grating of 1800 grooves/mm. The laser light was focused on the sample surface by means of a 50 X optical objective. The resulting spectra were analysed using a wavelet software package and the contribution of different vibration modes have been singled out. In particular, the C=C stretching mode, and the CH2 bending mode of amide I and amide III and tyrosine contributions were present. The validity of wavelet approach in the data treatment has been also successfully tested on aspirin.

  1. Frontiers in Time Series and Financial Econometrics

    OpenAIRE

    Ling, S.; McAleer, M.J.; Tong, H.

    2015-01-01

    __Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highlight several areas of research by leading academics in which novel methods have contrib...

  2. Target Identification Using Harmonic Wavelet Based ISAR Imaging

    Science.gov (United States)

    Shreyamsha Kumar, B. K.; Prabhakar, B.; Suryanarayana, K.; Thilagavathi, V.; Rajagopal, R.

    2006-12-01

    A new approach has been proposed to reduce the computations involved in the ISAR imaging, which uses harmonic wavelet-(HW) based time-frequency representation (TFR). Since the HW-based TFR falls into a category of nonparametric time-frequency (T-F) analysis tool, it is computationally efficient compared to parametric T-F analysis tools such as adaptive joint time-frequency transform (AJTFT), adaptive wavelet transform (AWT), and evolutionary AWT (EAWT). Further, the performance of the proposed method of ISAR imaging is compared with the ISAR imaging by other nonparametric T-F analysis tools such as short-time Fourier transform (STFT) and Choi-Williams distribution (CWD). In the ISAR imaging, the use of HW-based TFR provides similar/better results with significant (92%) computational advantage compared to that obtained by CWD. The ISAR images thus obtained are identified using a neural network-based classification scheme with feature set invariant to translation, rotation, and scaling.

  3. Scale-dependent intrinsic entropies of complex time series.

    Science.gov (United States)

    Yeh, Jia-Rong; Peng, Chung-Kang; Huang, Norden E

    2016-04-13

    Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these systems need to operate across multiple temporal and spatial scales, such that their complexity is also multi-scale and hierarchical. Here, we present a systematic approach to apply the empirical mode decomposition algorithm, which can detrend time series on various time scales, prior to analysing a signal's complexity by measuring the irregularity of its dynamics on multiple time scales. Simulated time series of fractal Gaussian noise and human heartbeat time series were used to study the performance of this new approach. We show that our method can successfully quantify the fractal properties of the simulated time series and can accurately distinguish modulations in human heartbeat time series in health and disease. © 2016 The Author(s).

  4. Elements of nonlinear time series analysis and forecasting

    CERN Document Server

    De Gooijer, Jan G

    2017-01-01

    This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...

  5. An Energy-Based Similarity Measure for Time Series

    Directory of Open Access Journals (Sweden)

    Pierre Brunagel

    2007-11-01

    Full Text Available A new similarity measure, called SimilB, for time series analysis, based on the cross-ΨB-energy operator (2004, is introduced. ΨB is a nonlinear measure which quantifies the interaction between two time series. Compared to Euclidean distance (ED or the Pearson correlation coefficient (CC, SimilB includes the temporal information and relative changes of the time series using the first and second derivatives of the time series. SimilB is well suited for both nonstationary and stationary time series and particularly those presenting discontinuities. Some new properties of ΨB are presented. Particularly, we show that ΨB as similarity measure is robust to both scale and time shift. SimilB is illustrated with synthetic time series and an artificial dataset and compared to the CC and the ED measures.

  6. Feasibility Study for Applicability of the Wavelet Transform to Code Accuracy Quantification

    International Nuclear Information System (INIS)

    Kim, Jong Rok; Choi, Ki Yong

    2012-01-01

    A purpose of the assessment process of large thermal-hydraulic system codes is verifying their quality by comparing code predictions against experimental data. This process is essential for reliable safety analysis of nuclear power plants. Extensive experimental programs have been conducted in order to support the development and validation activities of best estimate thermal-hydraulic codes. So far, the Fast Fourier Transform Based Method (FFTBM) has been used widely for quantification of the prediction accuracy regardless of its limitation that it does not provide any time resolution for a local event. As alternative options, several time windowing methods (running average, short time Fourier transform, and etc.) can be utilized, but such time windowing methods also have a limitation of a fixed resolution. This limitation can be overcome by a wavelet transform because the resolution of the wavelet transform effectively varies in the time-frequency plane depending on choice of basic functions which are not necessarily sinusoidal. In this study, a feasibility of a new code accuracy quantification methodology using the wavelet transform is pursued

  7. Detecting chaos in irregularly sampled time series.

    Science.gov (United States)

    Kulp, C W

    2013-09-01

    Recently, Wiebe and Virgin [Chaos 22, 013136 (2012)] developed an algorithm which detects chaos by analyzing a time series' power spectrum which is computed using the Discrete Fourier Transform (DFT). Their algorithm, like other time series characterization algorithms, requires that the time series be regularly sampled. Real-world data, however, are often irregularly sampled, thus, making the detection of chaotic behavior difficult or impossible with those methods. In this paper, a characterization algorithm is presented, which effectively detects chaos in irregularly sampled time series. The work presented here is a modification of Wiebe and Virgin's algorithm and uses the Lomb-Scargle Periodogram (LSP) to compute a series' power spectrum instead of the DFT. The DFT is not appropriate for irregularly sampled time series. However, the LSP is capable of computing the frequency content of irregularly sampled data. Furthermore, a new method of analyzing the power spectrum is developed, which can be useful for differentiating between chaotic and non-chaotic behavior. The new characterization algorithm is successfully applied to irregularly sampled data generated by a model as well as data consisting of observations of variable stars.

  8. Building Chaotic Model From Incomplete Time Series

    Science.gov (United States)

    Siek, Michael; Solomatine, Dimitri

    2010-05-01

    This paper presents a number of novel techniques for building a predictive chaotic model from incomplete time series. A predictive chaotic model is built by reconstructing the time-delayed phase space from observed time series and the prediction is made by a global model or adaptive local models based on the dynamical neighbors found in the reconstructed phase space. In general, the building of any data-driven models depends on the completeness and quality of the data itself. However, the completeness of the data availability can not always be guaranteed since the measurement or data transmission is intermittently not working properly due to some reasons. We propose two main solutions dealing with incomplete time series: using imputing and non-imputing methods. For imputing methods, we utilized the interpolation methods (weighted sum of linear interpolations, Bayesian principle component analysis and cubic spline interpolation) and predictive models (neural network, kernel machine, chaotic model) for estimating the missing values. After imputing the missing values, the phase space reconstruction and chaotic model prediction are executed as a standard procedure. For non-imputing methods, we reconstructed the time-delayed phase space from observed time series with missing values. This reconstruction results in non-continuous trajectories. However, the local model prediction can still be made from the other dynamical neighbors reconstructed from non-missing values. We implemented and tested these methods to construct a chaotic model for predicting storm surges at Hoek van Holland as the entrance of Rotterdam Port. The hourly surge time series is available for duration of 1990-1996. For measuring the performance of the proposed methods, a synthetic time series with missing values generated by a particular random variable to the original (complete) time series is utilized. There exist two main performance measures used in this work: (1) error measures between the actual

  9. Wavelet-based verification of the quantitative precipitation forecast

    Science.gov (United States)

    Yano, Jun-Ichi; Jakubiak, Bogumil

    2016-06-01

    This paper explores the use of wavelets for spatial verification of quantitative precipitation forecasts (QPF), and especially the capacity of wavelets to provide both localization and scale information. Two 24-h forecast experiments using the two versions of the Coupled Ocean/Atmosphere Mesoscale Prediction System (COAMPS) on 22 August 2010 over Poland are used to illustrate the method. Strong spatial localizations and associated intermittency of the precipitation field make verification of QPF difficult using standard statistical methods. The wavelet becomes an attractive alternative, because it is specifically designed to extract spatially localized features. The wavelet modes are characterized by the two indices for the scale and the localization. Thus, these indices can simply be employed for characterizing the performance of QPF in scale and localization without any further elaboration or tunable parameters. Furthermore, spatially-localized features can be extracted in wavelet space in a relatively straightforward manner with only a weak dependence on a threshold. Such a feature may be considered an advantage of the wavelet-based method over more conventional "object" oriented verification methods, as the latter tend to represent strong threshold sensitivities. The present paper also points out limits of the so-called "scale separation" methods based on wavelets. Our study demonstrates how these wavelet-based QPF verifications can be performed straightforwardly. Possibilities for further developments of the wavelet-based methods, especially towards a goal of identifying a weak physical process contributing to forecast error, are also pointed out.

  10. Multivariate Time Series Search

    Data.gov (United States)

    National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...

  11. Analysing Stable Time Series

    National Research Council Canada - National Science Library

    Adler, Robert

    1997-01-01

    We describe how to take a stable, ARMA, time series through the various stages of model identification, parameter estimation, and diagnostic checking, and accompany the discussion with a goodly number...

  12. A Wavelet-Enhanced PWTD-Accelerated Time-Domain Integral Equation Solver for Analysis of Transient Scattering from Electrically Large Conducting Objects

    KAUST Repository

    Liu, Yang; Yucel, Abdulkadir C.; Bagci, Hakan; Gilbert, Anna C.; Michielssen, Eric

    2018-01-01

    requirement and computational cost of the PWTD algorithm by representing the PWTD ray data using local cosine wavelet bases (LCBs) and performing PWTD operations in the wavelet domain. The memory requirement and computational cost of the LCB-enhanced PWTD

  13. Neural Network Models for Time Series Forecasts

    OpenAIRE

    Tim Hill; Marcus O'Connor; William Remus

    1996-01-01

    Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a ...

  14. Texture analysis using Gabor wavelets

    Science.gov (United States)

    Naghdy, Golshah A.; Wang, Jian; Ogunbona, Philip O.

    1996-04-01

    Receptive field profiles of simple cells in the visual cortex have been shown to resemble even- symmetric or odd-symmetric Gabor filters. Computational models employed in the analysis of textures have been motivated by two-dimensional Gabor functions arranged in a multi-channel architecture. More recently wavelets have emerged as a powerful tool for non-stationary signal analysis capable of encoding scale-space information efficiently. A multi-resolution implementation in the form of a dyadic decomposition of the signal of interest has been popularized by many researchers. In this paper, Gabor wavelet configured in a 'rosette' fashion is used as a multi-channel filter-bank feature extractor for texture classification. The 'rosette' spans 360 degrees of orientation and covers frequencies from dc. In the proposed algorithm, the texture images are decomposed by the Gabor wavelet configuration and the feature vectors corresponding to the mean of the outputs of the multi-channel filters extracted. A minimum distance classifier is used in the classification procedure. As a comparison the Gabor filter has been used to classify the same texture images from the Brodatz album and the results indicate the superior discriminatory characteristics of the Gabor wavelet. With the test images used it can be concluded that the Gabor wavelet model is a better approximation of the cortical cell receptive field profiles.

  15. Wavelet-like bases for thin-wire integral equations in electromagnetics

    Science.gov (United States)

    Francomano, E.; Tortorici, A.; Toscano, E.; Ala, G.; Viola, F.

    2005-03-01

    In this paper, wavelets are used in solving, by the method of moments, a modified version of the thin-wire electric field integral equation, in frequency domain. The time domain electromagnetic quantities, are obtained by using the inverse discrete fast Fourier transform. The retarded scalar electric and vector magnetic potentials are employed in order to obtain the integral formulation. The discretized model generated by applying the direct method of moments via point-matching procedure, results in a linear system with a dense matrix which have to be solved for each frequency of the Fourier spectrum of the time domain impressed source. Therefore, orthogonal wavelet-like basis transform is used to sparsify the moment matrix. In particular, dyadic and M-band wavelet transforms have been adopted, so generating different sparse matrix structures. This leads to an efficient solution in solving the resulting sparse matrix equation. Moreover, a wavelet preconditioner is used to accelerate the convergence rate of the iterative solver employed. These numerical features are used in analyzing the transient behavior of a lightning protection system. In particular, the transient performance of the earth termination system of a lightning protection system or of the earth electrode of an electric power substation, during its operation is focused. The numerical results, obtained by running a complex structure, are discussed and the features of the used method are underlined.

  16. Time Series Observations in the North Indian Ocean

    Digital Repository Service at National Institute of Oceanography (India)

    Shenoy, D.M.; Naik, H.; Kurian, S.; Naqvi, S.W.A.; Khare, N.

    Ocean and the ongoing time series study (Candolim Time Series; CaTS) off Goa. In addition, this article also focuses on the new time series initiative in the Arabian Sea and the Bay of Bengal under Sustained Indian Ocean Biogeochemistry and Ecosystem...

  17. A Comparative Analysis for Selection of Appropriate Mother Wavelet for Detection of Stationary Disturbances

    Science.gov (United States)

    Kamble, Saurabh Prakash; Thawkar, Shashank; Gaikwad, Vinayak G.; Kothari, D. P.

    2017-12-01

    Detection of disturbances is the first step of mitigation. Power electronics plays a crucial role in modern power system which makes system operation efficient but it also bring stationary disturbances in the power system and added impurities to the supply. It happens because of the non-linear loads used in modern day power system which inject disturbances like harmonic disturbances, flickers, sag etc. in power grid. These impurities can damage equipments so it is necessary to mitigate these impurities present in the supply very quickly. So, digital signal processing techniques are incorporated for detection purpose. Signal processing techniques like fast Fourier transform, short-time Fourier transform, Wavelet transform etc. are widely used for the detection of disturbances. Among all, wavelet transform is widely used because of its better detection capabilities. But, which mother wavelet has to use for detection is still a mystery. Depending upon the periodicity, the disturbances are classified as stationary and non-stationary disturbances. This paper presents the importance of selection of mother wavelet for analyzing stationary disturbances using discrete wavelet transform. Signals with stationary disturbances of various frequencies are generated using MATLAB. The analysis of these signals is done using various mother wavelets like Daubechies and bi-orthogonal wavelets and the measured root mean square value of stationary disturbance is obtained. The measured value obtained by discrete wavelet transform is compared with the exact RMS value of the frequency component and the percentage differences are presented which helps to select optimum mother wavelet.

  18. Multidimensional signaling via wavelet packets

    Science.gov (United States)

    Lindsey, Alan R.

    1995-04-01

    This work presents a generalized signaling strategy for orthogonally multiplexed communication. Wavelet packet modulation (WPM) employs the basis functions from an arbitrary pruning of a full dyadic tree structured filter bank as orthogonal pulse shapes for conventional QAM symbols. The multi-scale modulation (MSM) and M-band wavelet modulation (MWM) schemes which have been recently introduced are handled as special cases, with the added benefit of an entire library of potentially superior sets of basis functions. The figures of merit are derived and it is shown that the power spectral density is equivalent to that for QAM (in fact, QAM is another special case) and hence directly applicable in existing systems employing this standard modulation. Two key advantages of this method are increased flexibility in time-frequency partitioning and an efficient all-digital filter bank implementation, making the WPM scheme more robust to a larger set of interferences (both temporal and sinusoidal) and computationally attractive as well.

  19. Long memory analysis by using maximal overlapping discrete wavelet transform

    Science.gov (United States)

    Shafie, Nur Amalina binti; Ismail, Mohd Tahir; Isa, Zaidi

    2015-05-01

    Long memory process is the asymptotic decay of the autocorrelation or spectral density around zero. The main objective of this paper is to do a long memory analysis by using the Maximal Overlapping Discrete Wavelet Transform (MODWT) based on wavelet variance. In doing so, stock market of Malaysia, China, Singapore, Japan and United States of America are used. The risk of long term and short term investment are also being looked into. MODWT can be analyzed with time domain and frequency domain simultaneously and decomposing wavelet variance to different scales without loss any information. All countries under studied show that they have long memory. Subprime mortgage crisis in 2007 is occurred in the United States of America are possible affect to the major trading countries. Short term investment is more risky than long term investment.

  20. Geometric noise reduction for multivariate time series.

    Science.gov (United States)

    Mera, M Eugenia; Morán, Manuel

    2006-03-01

    We propose an algorithm for the reduction of observational noise in chaotic multivariate time series. The algorithm is based on a maximum likelihood criterion, and its goal is to reduce the mean distance of the points of the cleaned time series to the attractor. We give evidence of the convergence of the empirical measure associated with the cleaned time series to the underlying invariant measure, implying the possibility to predict the long run behavior of the true dynamics.

  1. BRITS: Bidirectional Recurrent Imputation for Time Series

    OpenAIRE

    Cao, Wei; Wang, Dong; Li, Jian; Zhou, Hao; Li, Lei; Li, Yitan

    2018-01-01

    Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their class labels? Existing imputation methods often impose strong assumptions of the underlying data generating process, such as linear dynamics in the state space. In this paper, we propose BRITS, a novel method based on recurrent neural networks for missing va...

  2. Efficient Algorithms for Segmentation of Item-Set Time Series

    Science.gov (United States)

    Chundi, Parvathi; Rosenkrantz, Daniel J.

    We propose a special type of time series, which we call an item-set time series, to facilitate the temporal analysis of software version histories, email logs, stock market data, etc. In an item-set time series, each observed data value is a set of discrete items. We formalize the concept of an item-set time series and present efficient algorithms for segmenting a given item-set time series. Segmentation of a time series partitions the time series into a sequence of segments where each segment is constructed by combining consecutive time points of the time series. Each segment is associated with an item set that is computed from the item sets of the time points in that segment, using a function which we call a measure function. We then define a concept called the segment difference, which measures the difference between the item set of a segment and the item sets of the time points in that segment. The segment difference values are required to construct an optimal segmentation of the time series. We describe novel and efficient algorithms to compute segment difference values for each of the measure functions described in the paper. We outline a dynamic programming based scheme to construct an optimal segmentation of the given item-set time series. We use the item-set time series segmentation techniques to analyze the temporal content of three different data sets—Enron email, stock market data, and a synthetic data set. The experimental results show that an optimal segmentation of item-set time series data captures much more temporal content than a segmentation constructed based on the number of time points in each segment, without examining the item set data at the time points, and can be used to analyze different types of temporal data.

  3. Studies on time series applications in environmental sciences

    CERN Document Server

    Bărbulescu, Alina

    2016-01-01

    Time series analysis and modelling represent a large study field, implying the approach from the perspective of the time and frequency, with applications in different domains. Modelling hydro-meteorological time series is difficult due to the characteristics of these series, as long range dependence, spatial dependence, the correlation with other series. Continuous spatial data plays an important role in planning, risk assessment and decision making in environmental management. In this context, in this book we present various statistical tests and modelling techniques used for time series analysis, as well as applications to hydro-meteorological series from Dobrogea, a region situated in the south-eastern part of Romania, less studied till now. Part of the results are accompanied by their R code. .

  4. Bridge Performance Assessment Based on an Adaptive Neuro-Fuzzy Inference System with Wavelet Filter for the GPS Measurements

    Directory of Open Access Journals (Sweden)

    Mosbeh R. Kaloop

    2015-10-01

    Full Text Available This study describes the performance assessment of the Huangpu Bridge in Guangzhou, China based on long-term monitoring in real-time by the kinematic global positioning system (RTK-GPS technique. Wavelet transformde-noising is applied to filter the GPS measurements, while the adaptive neuro-fuzzy inference system (ANFIS time series output-only model is used to predict the deformations of GPS-bridge monitoring points. In addition, GPS and accelerometer monitoring systems are used to evaluate the bridge oscillation performance. The conclusions drawn from investigating the numerical results show that: (1the wavelet de-noising of the GPS measurements of the different recording points on the bridge is a suitable tool to efficiently eliminate the signal noise and extract the different deformation components such as: semi-static and dynamic displacements; (2 the ANFIS method with two multi-input single output model is revealed to powerfully predict GPS movement measurements and assess the bridge deformations; and (3 The installed structural health monitoring system and the applied ANFIS movement prediction performance model are solely sufficient to assure bridge safety based on the analyses of the different filtered movement components.

  5. Global Population Density Grid Time Series Estimates

    Data.gov (United States)

    National Aeronautics and Space Administration — Global Population Density Grid Time Series Estimates provide a back-cast time series of population density grids based on the year 2000 population grid from SEDAC's...

  6. Prediction and Geometry of Chaotic Time Series

    National Research Council Canada - National Science Library

    Leonardi, Mary

    1997-01-01

    This thesis examines the topic of chaotic time series. An overview of chaos, dynamical systems, and traditional approaches to time series analysis is provided, followed by an examination of state space reconstruction...

  7. Solution of wave-like equation based on Haar wavelet

    Directory of Open Access Journals (Sweden)

    Naresh Berwal

    2012-11-01

    Full Text Available Wavelet transform and wavelet analysis are powerful mathematical tools for many problems. Wavelet also can be applied in numerical analysis. In this paper, we apply Haar wavelet method to solve wave-like equation with initial and boundary conditions known. The fundamental idea of Haar wavelet method is to convert the differential equations into a group of algebraic equations, which involves a finite number or variables. The results and graph show that the proposed way is quite reasonable when compared to exact solution.

  8. Sensor-Generated Time Series Events: A Definition Language

    Science.gov (United States)

    Anguera, Aurea; Lara, Juan A.; Lizcano, David; Martínez, Maria Aurora; Pazos, Juan

    2012-01-01

    There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.

  9. Impulse Noise Cancellation of Medical Images Using Wavelet Networks and Median Filters

    Science.gov (United States)

    Sadri, Amir Reza; Zekri, Maryam; Sadri, Saeid; Gheissari, Niloofar

    2012-01-01

    This paper presents a new two-stage approach to impulse noise removal for medical images based on wavelet network (WN). The first step is noise detection, in which the so-called gray-level difference and average background difference are considered as the inputs of a WN. Wavelet Network is used as a preprocessing for the second stage. The second step is removing impulse noise with a median filter. The wavelet network presented here is a fixed one without learning. Experimental results show that our method acts on impulse noise effectively, and at the same time preserves chromaticity and image details very well. PMID:23493998

  10. Denoising solar radiation data using coiflet wavelets

    Energy Technology Data Exchange (ETDEWEB)

    Karim, Samsul Ariffin Abdul, E-mail: samsul-ariffin@petronas.com.my; Janier, Josefina B., E-mail: josefinajanier@petronas.com.my; Muthuvalu, Mohana Sundaram, E-mail: mohana.muthuvalu@petronas.com.my [Department of Fundamental and Applied Sciences, Faculty of Sciences and Information Technology, Universiti Teknologi PETRONAS, Bandar Seri Iskandar, 31750 Tronoh, Perak Darul Ridzuan (Malaysia); Hasan, Mohammad Khatim, E-mail: khatim@ftsm.ukm.my [Jabatan Komputeran Industri, Universiti Kebangsaan Malaysia, 43600 UKM Bangi, Selangor (Malaysia); Sulaiman, Jumat, E-mail: jumat@ums.edu.my [Program Matematik dengan Ekonomi, Universiti Malaysia Sabah, Beg Berkunci 2073, 88999 Kota Kinabalu, Sabah (Malaysia); Ismail, Mohd Tahir [School of Mathematical Sciences, Universiti Sains Malaysia, 11800 USM Minden, Penang (Malaysia)

    2014-10-24

    Signal denoising and smoothing plays an important role in processing the given signal either from experiment or data collection through observations. Data collection usually was mixed between true data and some error or noise. This noise might be coming from the apparatus to measure or collect the data or human error in handling the data. Normally before the data is use for further processing purposes, the unwanted noise need to be filtered out. One of the efficient methods that can be used to filter the data is wavelet transform. Due to the fact that the received solar radiation data fluctuates according to time, there exist few unwanted oscillation namely noise and it must be filtered out before the data is used for developing mathematical model. In order to apply denoising using wavelet transform (WT), the thresholding values need to be calculated. In this paper the new thresholding approach is proposed. The coiflet2 wavelet with variation diminishing 4 is utilized for our purpose. From numerical results it can be seen clearly that, the new thresholding approach give better results as compare with existing approach namely global thresholding value.

  11. Innovative techniques to analyze time series of geomagnetic activity indices

    Science.gov (United States)

    Balasis, Georgios; Papadimitriou, Constantinos; Daglis, Ioannis A.; Potirakis, Stelios M.; Eftaxias, Konstantinos

    2016-04-01

    Magnetic storms are undoubtedly among the most important phenomena in space physics and also a central subject of space weather. The non-extensive Tsallis entropy has been recently introduced, as an effective complexity measure for the analysis of the geomagnetic activity Dst index. The Tsallis entropy sensitively shows the complexity dissimilarity among different "physiological" (normal) and "pathological" states (intense magnetic storms). More precisely, the Tsallis entropy implies the emergence of two distinct patterns: (i) a pattern associated with the intense magnetic storms, which is characterized by a higher degree of organization, and (ii) a pattern associated with normal periods, which is characterized by a lower degree of organization. Other entropy measures such as Block Entropy, T-Complexity, Approximate Entropy, Sample Entropy and Fuzzy Entropy verify the above mentioned result. Importantly, the wavelet spectral analysis in terms of Hurst exponent, H, also shows the existence of two different patterns: (i) a pattern associated with the intense magnetic storms, which is characterized by a fractional Brownian persistent behavior (ii) a pattern associated with normal periods, which is characterized by a fractional Brownian anti-persistent behavior. Finally, we observe universality in the magnetic storm and earthquake dynamics, on a basis of a modified form of the Gutenberg-Richter law for the Tsallis statistics. This finding suggests a common approach to the interpretation of both phenomena in terms of the same driving physical mechanism. Signatures of discrete scale invariance in Dst time series further supports the aforementioned proposal.

  12. Wavelets: Applications to Image Compression-II

    Indian Academy of Sciences (India)

    Wavelets: Applications to Image Compression-II. Sachin P ... successful application of wavelets in image com- ... b) Soft threshold: In this case, all the coefficients x ..... [8] http://www.jpeg.org} Official site of the Joint Photographic Experts Group.

  13. A feasibility study on wavelet transform for reactivity coefficient estimation

    International Nuclear Information System (INIS)

    Shimazu, Yoichiro

    2000-01-01

    Recently, a new method using Fourier transform has been introduced in place of the conventional method in order to reduce the time required for the measurement of moderator temperature coefficient in domestic PWRs. The basic concept of these methods is to eliminate noise in the reactivity signal. From this point of view, wavelet analysis is also known as an effective method. In this paper, we tried to apply this method to estimate reactivity coefficients of a nuclear reactor. The basic idea of the reactivity coefficient estimation is to analyze the ratios themselves of the corresponding expansion coefficients of the wavelet transform of the signals of reactivity and the relevant parameter. The concept requires no inverse wavelet transform. Based on numerical simulations, it is found that the method can reasonably estimate reactivity coefficient, for example moderator temperature coefficient, with less length of time sequence data than those required for Fourier transform method. We will continue this study to examine the validity of the estimation procedure for the actual reactor data and further to estimate the other reactivity coefficients. (author)

  14. Classification of arterial and venous cerebral vasculature based on wavelet postprocessing of CT perfusion data.

    Science.gov (United States)

    Havla, Lukas; Schneider, Moritz J; Thierfelder, Kolja M; Beyer, Sebastian E; Ertl-Wagner, Birgit; Reiser, Maximilian F; Sommer, Wieland H; Dietrich, Olaf

    2016-02-01

    The purpose of this study was to propose and evaluate a new wavelet-based technique for classification of arterial and venous vessels using time-resolved cerebral CT perfusion data sets. Fourteen consecutive patients (mean age 73 yr, range 17-97) with suspected stroke but no pathology in follow-up MRI were included. A CT perfusion scan with 32 dynamic phases was performed during intravenous bolus contrast-agent application. After rigid-body motion correction, a Paul wavelet (order 1) was used to calculate voxelwise the wavelet power spectrum (WPS) of each attenuation-time course. The angiographic intensity A was defined as the maximum of the WPS, located at the coordinates T (time axis) and W (scale/width axis) within the WPS. Using these three parameters (A, T, W) separately as well as combined by (1) Fisher's linear discriminant analysis (FLDA), (2) logistic regression (LogR) analysis, or (3) support vector machine (SVM) analysis, their potential to classify 18 different arterial and venous vessel segments per subject was evaluated. The best vessel classification was obtained using all three parameters A and T and W [area under the curve (AUC): 0.953 with FLDA and 0.957 with LogR or SVM]. In direct comparison, the wavelet-derived parameters provided performance at least equal to conventional attenuation-time-course parameters. The maximum AUC obtained from the proposed wavelet parameters was slightly (although not statistically significantly) higher than the maximum AUC (0.945) obtained from the conventional parameters. A new method to classify arterial and venous cerebral vessels with high statistical accuracy was introduced based on the time-domain wavelet transform of dynamic CT perfusion data in combination with linear or nonlinear multidimensional classification techniques.

  15. Correlation and multifractality in climatological time series

    International Nuclear Information System (INIS)

    Pedron, I T

    2010-01-01

    Climate can be described by statistical analysis of mean values of atmospheric variables over a period. It is possible to detect correlations in climatological time series and to classify its behavior. In this work the Hurst exponent, which can characterize correlation and persistence in time series, is obtained by using the Detrended Fluctuation Analysis (DFA) method. Data series of temperature, precipitation, humidity, solar radiation, wind speed, maximum squall, atmospheric pressure and randomic series are studied. Furthermore, the multifractality of such series is analyzed applying the Multifractal Detrended Fluctuation Analysis (MF-DFA) method. The results indicate presence of correlation (persistent character) in all climatological series and multifractality as well. A larger set of data, and longer, could provide better results indicating the universality of the exponents.

  16. Time Series Forecasting with Missing Values

    Directory of Open Access Journals (Sweden)

    Shin-Fu Wu

    2015-11-01

    Full Text Available Time series prediction has become more popular in various kinds of applications such as weather prediction, control engineering, financial analysis, industrial monitoring, etc. To deal with real-world problems, we are often faced with missing values in the data due to sensor malfunctions or human errors. Traditionally, the missing values are simply omitted or replaced by means of imputation methods. However, omitting those missing values may cause temporal discontinuity. Imputation methods, on the other hand, may alter the original time series. In this study, we propose a novel forecasting method based on least squares support vector machine (LSSVM. We employ the input patterns with the temporal information which is defined as local time index (LTI. Time series data as well as local time indexes are fed to LSSVM for doing forecasting without imputation. We compare the forecasting performance of our method with other imputation methods. Experimental results show that the proposed method is promising and is worth further investigations.

  17. [A wavelet neural network algorithm of EEG signals data compression and spikes recognition].

    Science.gov (United States)

    Zhang, Y; Liu, A; Yu, K

    1999-06-01

    A novel method of EEG signals compression representation and epileptiform spikes recognition based on wavelet neural network and its algorithm is presented. The wavelet network not only can compress data effectively but also can recover original signal. In addition, the characters of the spikes and the spike-slow rhythm are auto-detected from the time-frequency isoline of EEG signal. This method is well worth using in the field of the electrophysiological signal processing and time-frequency analyzing.

  18. Reconstruction of ensembles of coupled time-delay systems from time series.

    Science.gov (United States)

    Sysoev, I V; Prokhorov, M D; Ponomarenko, V I; Bezruchko, B P

    2014-06-01

    We propose a method to recover from time series the parameters of coupled time-delay systems and the architecture of couplings between them. The method is based on a reconstruction of model delay-differential equations and estimation of statistical significance of couplings. It can be applied to networks composed of nonidentical nodes with an arbitrary number of unidirectional and bidirectional couplings. We test our method on chaotic and periodic time series produced by model equations of ensembles of diffusively coupled time-delay systems in the presence of noise, and apply it to experimental time series obtained from electronic oscillators with delayed feedback coupled by resistors.

  19. International Conference and Workshop on Fractals and Wavelets

    CERN Document Server

    Barnsley, Michael; Devaney, Robert; Falconer, Kenneth; Kannan, V; PB, Vinod

    2014-01-01

    Fractals and wavelets are emerging areas of mathematics with many common factors which can be used to develop new technologies. This volume contains the selected contributions from the lectures and plenary and invited talks given at the International Workshop and Conference on Fractals and Wavelets held at Rajagiri School of Engineering and Technology, India from November 9-12, 2013. Written by experts, the contributions hope to inspire and motivate researchers working in this area. They provide more insight into the areas of fractals, self similarity, iterated function systems, wavelets and the applications of both fractals and wavelets. This volume will be useful for the beginners as well as experts in the fields of fractals and wavelets.

  20. The analysis of time series: an introduction

    National Research Council Canada - National Science Library

    Chatfield, Christopher

    1989-01-01

    .... A variety of practical examples are given to support the theory. The book covers a wide range of time-series topics, including probability models for time series, Box-Jenkins forecasting, spectral analysis, linear systems and system identification...

  1. Signal-dependent independent component analysis by tunable mother wavelets

    International Nuclear Information System (INIS)

    Seo, Kyung Ho

    2006-02-01

    The objective of this study is to improve the standard independent component analysis when applied to real-world signals. Independent component analysis starts from the assumption that signals from different physical sources are statistically independent. But real-world signals such as EEG, ECG, MEG, and fMRI signals are not statistically independent perfectly. By definition, standard independent component analysis algorithms are not able to estimate statistically dependent sources, that is, when the assumption of independence does not hold. Therefore before independent component analysis, some preprocessing stage is needed. This paper started from simple intuition that wavelet transformed source signals by 'well-tuned' mother wavelet will be simplified sufficiently, and then the source separation will show better results. By the correlation coefficient method, the tuning process between source signal and tunable mother wavelet was executed. Gamma component of raw EEG signal was set to target signal, and wavelet transform was executed by tuned mother wavelet and standard mother wavelets. Simulation results by these wavelets was shown

  2. Early detection of rogue waves by the wavelet transforms

    International Nuclear Information System (INIS)

    Bayındır, Cihan

    2016-01-01

    Highlights: • The advantages of wavelet analysis over the Fourier analysis for the early detection of rogue waves are discussed. • The triangular wavelet spectra can be detected at early stages of the development of rogue waves. • The wavelet analysis is capable of detecting not only the emergence but also the location of a rogue wave. • Wavelet analysis is also capable of predicting the characteristic distances between successive rogue waves. - Abstract: We discuss the possible advantages of using the wavelet transform over the Fourier transform for the early detection of rogue waves. We show that the triangular wavelet spectra of the rogue waves can be detected at early stages of the development of rogue waves in a chaotic wave field. Compared to the Fourier spectra, the wavelet spectra are capable of detecting not only the emergence of a rogue wave but also its possible spatial (or temporal) location. Due to this fact, wavelet transform is also capable of predicting the characteristic distances between successive rogue waves. Therefore multiple simultaneous breaking of the successive rogue waves on ships or on the offshore structures can be predicted and avoided by smart designs and operations.

  3. Early detection of rogue waves by the wavelet transforms

    Energy Technology Data Exchange (ETDEWEB)

    Bayındır, Cihan, E-mail: cihan.bayindir@isikun.edu.tr

    2016-01-08

    Highlights: • The advantages of wavelet analysis over the Fourier analysis for the early detection of rogue waves are discussed. • The triangular wavelet spectra can be detected at early stages of the development of rogue waves. • The wavelet analysis is capable of detecting not only the emergence but also the location of a rogue wave. • Wavelet analysis is also capable of predicting the characteristic distances between successive rogue waves. - Abstract: We discuss the possible advantages of using the wavelet transform over the Fourier transform for the early detection of rogue waves. We show that the triangular wavelet spectra of the rogue waves can be detected at early stages of the development of rogue waves in a chaotic wave field. Compared to the Fourier spectra, the wavelet spectra are capable of detecting not only the emergence of a rogue wave but also its possible spatial (or temporal) location. Due to this fact, wavelet transform is also capable of predicting the characteristic distances between successive rogue waves. Therefore multiple simultaneous breaking of the successive rogue waves on ships or on the offshore structures can be predicted and avoided by smart designs and operations.

  4. Using wavelet features for analyzing gamma lines

    International Nuclear Information System (INIS)

    Medhat, M.E.; Abdel-hafiez, A.; Hassan, M.F.; Ali, M.A.; Uzhinskii, V.V.

    2004-01-01

    Data processing methods for analyzing gamma ray spectra with symmetric bell-shaped peaks form are considered. In many cases the peak form is symmetrical bell shaped in particular a Gaussian case is the most often used due to many physical reasons. The problem is how to evaluate parameters of such peaks, i.e. their positions, amplitudes and also their half-widths, that is for a single peak and overlapped peaks. Through wavelet features by using Marr wavelet (Mexican Hat) as a correlation method, it could be to estimate the optimal wavelet parameters and to locate peaks in the spectrum. The performance of the proposed method and others shows a better quality of wavelet transform method

  5. Time series modeling in traffic safety research.

    Science.gov (United States)

    Lavrenz, Steven M; Vlahogianni, Eleni I; Gkritza, Konstantina; Ke, Yue

    2018-08-01

    The use of statistical models for analyzing traffic safety (crash) data has been well-established. However, time series techniques have traditionally been underrepresented in the corresponding literature, due to challenges in data collection, along with a limited knowledge of proper methodology. In recent years, new types of high-resolution traffic safety data, especially in measuring driver behavior, have made time series modeling techniques an increasingly salient topic of study. Yet there remains a dearth of information to guide analysts in their use. This paper provides an overview of the state of the art in using time series models in traffic safety research, and discusses some of the fundamental techniques and considerations in classic time series modeling. It also presents ongoing and future opportunities for expanding the use of time series models, and explores newer modeling techniques, including computational intelligence models, which hold promise in effectively handling ever-larger data sets. The information contained herein is meant to guide safety researchers in understanding this broad area of transportation data analysis, and provide a framework for understanding safety trends that can influence policy-making. Copyright © 2017 Elsevier Ltd. All rights reserved.

  6. Smart-phone based electrocardiogram wavelet decomposition and neural network classification

    International Nuclear Information System (INIS)

    Jannah, N; Hadjiloucas, S; Hwang, F; Galvão, R K H

    2013-01-01

    This paper discusses ECG classification after parametrizing the ECG waveforms in the wavelet domain. The aim of the work is to develop an accurate classification algorithm that can be used to diagnose cardiac beat abnormalities detected using a mobile platform such as smart-phones. Continuous time recurrent neural network classifiers are considered for this task. Records from the European ST-T Database are decomposed in the wavelet domain using discrete wavelet transform (DWT) filter banks and the resulting DWT coefficients are filtered and used as inputs for training the neural network classifier. Advantages of the proposed methodology are the reduced memory requirement for the signals which is of relevance to mobile applications as well as an improvement in the ability of the neural network in its generalization ability due to the more parsimonious representation of the signal to its inputs.

  7. Linear and nonlinear causal relationship between energy consumption and economic growth in China: New evidence based on wavelet analysis

    Science.gov (United States)

    2018-01-01

    The energy-growth nexus has important policy implications for economic development. The results from many past studies that investigated the causality direction of this nexus can lead to misleading policy guidance. Using data on China from 1953 to 2013, this study shows that an application of causality test on the time series of energy consumption and national output has masked a lot of information. The Toda-Yamamoto test with bootstrapped critical values and the newly proposed non-linear causality test reveal no causal relationship. However, a further application of these tests using series in different time-frequency domain obtained from wavelet decomposition indicates that while energy consumption Granger causes economic growth in the short run, the reverse is true in the medium term. A bidirectional causal relationship is found for the long run. This approach has proven to be superior in unveiling information on the energy-growth nexus that are useful for policy planning over different time horizons. PMID:29782534

  8. Time series prediction: statistical and neural techniques

    Science.gov (United States)

    Zahirniak, Daniel R.; DeSimio, Martin P.

    1996-03-01

    In this paper we compare the performance of nonlinear neural network techniques to those of linear filtering techniques in the prediction of time series. Specifically, we compare the results of using the nonlinear systems, known as multilayer perceptron and radial basis function neural networks, with the results obtained using the conventional linear Wiener filter, Kalman filter and Widrow-Hoff adaptive filter in predicting future values of stationary and non- stationary time series. Our results indicate the performance of each type of system is heavily dependent upon the form of the time series being predicted and the size of the system used. In particular, the linear filters perform adequately for linear or near linear processes while the nonlinear systems perform better for nonlinear processes. Since the linear systems take much less time to be developed, they should be tried prior to using the nonlinear systems when the linearity properties of the time series process are unknown.

  9. Effectiveness of Multivariate Time Series Classification Using Shapelets

    Directory of Open Access Journals (Sweden)

    A. P. Karpenko

    2015-01-01

    Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.

  10. Noise reduction by wavelet thresholding

    National Research Council Canada - National Science Library

    Jansen, Maarten

    2001-01-01

    .... I rather present new material and own insights in the que stions involved with wavelet based noise reduction . On the other hand , the presented material does cover a whole range of methodologies, and in that sense, the book may serve as an introduction into the domain of wavelet smoothing. Throughout the text, three main properties show up ever again: spar...

  11. Wavelets for the stimulation of turbulent incompressible flows

    International Nuclear Information System (INIS)

    Deriaz, E.

    2006-02-01

    This PhD thesis presents original wavelet methods aimed at simulating incompressible fluids. In order to construct 2D and 3D wavelets designed for incompressible flows, we resume P-G Lemarie-Rieussets and K. Urbans works on divergence free wavelets. We show the existence of associated fast algorithms. In the following, we use divergence-free wavelet construction to define the Helmholtz decomposition of 2D and 3D vector fields. All these algorithms provide a new method for the numerical resolution of the incompressible Navier-Stokes equations. (author)

  12. Implementation of Texture Based Image Retrieval Using M-band Wavelet Transform

    Institute of Scientific and Technical Information of China (English)

    LiaoYa-li; Yangyan; CaoYang

    2003-01-01

    Wavelet transform has attracted attention because it is a very useful tool for signal analyzing. As a fundamental characteristic of an image, texture traits play an important role in the human vision system for recognition and interpretation of images. The paper presents an approach to implement texture-based image retrieval using M-band wavelet transform. Firstly the traditional 2-band wavelet is extended to M-band wavelet transform. Then the wavelet moments are computed by M-band wavelet coefficients in the wavelet domain. The set of wavelet moments forms the feature vector related to the texture distribution of each wavelet images. The distances between the feature vectors describe the similarities of different images. The experimental result shows that the M-band wavelet moment features of the images are effective for image indexing.The retrieval method has lower computational complexity, yet it is capable of giving better retrieval performance for a given medical image database.

  13. Time-series-analysis techniques applied to nuclear-material accounting

    International Nuclear Information System (INIS)

    Pike, D.H.; Morrison, G.W.; Downing, D.J.

    1982-05-01

    This document is designed to introduce the reader to the applications of Time Series Analysis techniques to Nuclear Material Accountability data. Time series analysis techniques are designed to extract information from a collection of random variables ordered by time by seeking to identify any trends, patterns, or other structure in the series. Since nuclear material accountability data is a time series, one can extract more information using time series analysis techniques than by using other statistical techniques. Specifically, the objective of this document is to examine the applicability of time series analysis techniques to enhance loss detection of special nuclear materials. An introductory section examines the current industry approach which utilizes inventory differences. The error structure of inventory differences is presented. Time series analysis techniques discussed include the Shewhart Control Chart, the Cumulative Summation of Inventory Differences Statistics (CUSUM) and the Kalman Filter and Linear Smoother

  14. Analysis of Satellite Drag Coefficient Based on Wavelet Transform

    Science.gov (United States)

    Liu, Wei; Wang, Ronglan; Liu, Siqing

    Abstract: Drag coefficient sequence was obtained by solving Tiangong1 continuous 55days GPS orbit data with different arc length. The same period solar flux f10.7 and geomagnetic index Ap ap series were high and low frequency multi-wavelet decomposition. Statistical analysis results of the layers sliding correlation between space environmental parameters and decomposition of Cd, showed that the satellite drag coefficient sequence after wavelet decomposition and the corresponding level of f10.7 Ap sequence with good lag correlation. It also verified that the Cd prediction is feasible. Prediction residuals of Cd with different regression models and different sample length were analysed. The results showed that the case was best when setting sample length 20 days and f10.7 regression model were used. It also showed that NRLMSIS-00 model's response in the region of 350km (Tiangong's altitude) and low-middle latitude (Tiangong's inclination) is excessive in ascent stage of geomagnetic activity Ap and is inadequate during fall off segment. Additionally, the low-frequency decomposition components NRLMSIS-00 model's response is appropriate in f10.7 rising segment. High frequency decomposition section, Showed NRLMSIS-00 model's response is small-scale inadequate during f10.7 ascent segment and is reverse in decline of f10.7. Finally, the potential use of a summary and outlook were listed; This method has an important reference value to improve the spacecraft orbit prediction accuracy. Key words: wavelet transform; drag coefficient; lag correlation; Tiangong1;space environment

  15. Clinical and epidemiological rounds. Time series

    Directory of Open Access Journals (Sweden)

    León-Álvarez, Alba Luz

    2016-07-01

    Full Text Available Analysis of time series is a technique that implicates the study of individuals or groups observed in successive moments in time. This type of analysis allows the study of potential causal relationships between different variables that change over time and relate to each other. It is the most important technique to make inferences about the future, predicting, on the basis or what has happened in the past and it is applied in different disciplines of knowledge. Here we discuss different components of time series, the analysis technique and specific examples in health research.

  16. Integer-valued time series

    NARCIS (Netherlands)

    van den Akker, R.

    2007-01-01

    This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of

  17. Motor current signature analysis for gearbox condition monitoring under transient speeds using wavelet analysis and dual-level time synchronous averaging

    Science.gov (United States)

    Bravo-Imaz, Inaki; Davari Ardakani, Hossein; Liu, Zongchang; García-Arribas, Alfredo; Arnaiz, Aitor; Lee, Jay

    2017-09-01

    This paper focuses on analyzing motor current signature for fault diagnosis of gearboxes operating under transient speed regimes. Two different strategies are evaluated, extensively tested and compared to analyze the motor current signature in order to implement a condition monitoring system for gearboxes in industrial machinery. A specially designed test bench is used, thoroughly monitored to fully characterize the experiments, in which gears in different health status are tested. The measured signals are analyzed using discrete wavelet decomposition, in different decomposition levels using a range of mother wavelets. Moreover, a dual-level time synchronous averaging analysis is performed on the same signal to compare the performance of the two methods. From both analyses, the relevant features of the signals are extracted and cataloged using a self-organizing map, which allows for an easy detection and classification of the diverse health states of the gears. The results demonstrate the effectiveness of both methods for diagnosing gearbox faults. A slightly better performance was observed for dual-level time synchronous averaging method. Based on the obtained results, the proposed methods can used as effective and reliable condition monitoring procedures for gearbox condition monitoring using only motor current signature.

  18. The combined use of dynamic factor analysis and wavelet analysis to evaluate latent factors controlling complex groundwater level fluctuations in a riverside alluvial aquifer

    Science.gov (United States)

    Oh, Yun-Yeong; Yun, Seong-Taek; Yu, Soonyoung; Hamm, Se-Yeong

    2017-12-01

    To identify and quantitatively evaluate complex latent factors controlling groundwater level (GWL) fluctuations in a riverside alluvial aquifer influenced by barrage construction, we developed the combined use of dynamic factor analysis (DFA) and wavelet analysis (WA). Time series data of GWL, river water level and precipitation were collected for 3 years (July 2012 to June 2015) from an alluvial aquifer underneath an agricultural area of the Nakdong river basin, South Korea. Based on the wavelet coefficients of the final approximation, the GWL data was clustered into three groups (WCG1 to WCG3). Two dynamic factors (DFs) were then extracted using DFA for each group; thus, six major factors were extracted. Next, the time-frequency variability of the extracted DFs was examined using multiresolution cross-correlation analysis (MRCCA) with the following steps: 1) major driving forces and their scales in GWL fluctuations were identified by comparing maximum correlation coefficients (rmax) between DFs and the GWL time series and 2) the results were supplemented using the wavelet transformed coherence (WTC) analysis between DFs and the hydrological time series. Finally, relative contributions of six major DFs to the GWL fluctuations could be quantitatively assessed by calculating the effective dynamic efficiency (Def). The characteristics and relevant process of the identified six DFs are: 1) WCG1DF4,1 as an indicative of seasonal agricultural pumping (scales = 64-128 days; rmax = 0.68-0.89; Def ≤ 23.1%); 2) WCG1DF4,4 representing the cycle of regional groundwater recharge (scales = 64-128 days; rmax = 0.98-1.00; Def ≤ 11.1%); 3) WCG2DF4,1 indicating the complex interaction between the episodes of precipitation and direct runoff (scales = 2-8 days; rmax = 0.82-0.91; Def ≤ 35.3%) and seasonal GW-RW interaction (scales = 64-128 days; rmax = 0.76-0.91; Def ≤ 14.2%); 4) WCG2DF4,4 reflecting the complex effects of seasonal pervasive pumping and the local recharge

  19. Optimization of wavelet decomposition for image compression and feature preservation.

    Science.gov (United States)

    Lo, Shih-Chung B; Li, Huai; Freedman, Matthew T

    2003-09-01

    A neural-network-based framework has been developed to search for an optimal wavelet kernel that can be used for a specific image processing task. In this paper, a linear convolution neural network was employed to seek a wavelet that minimizes errors and maximizes compression efficiency for an image or a defined image pattern such as microcalcifications in mammograms and bone in computed tomography (CT) head images. We have used this method to evaluate the performance of tap-4 wavelets on mammograms, CTs, magnetic resonance images, and Lena images. We found that the Daubechies wavelet or those wavelets with similar filtering characteristics can produce the highest compression efficiency with the smallest mean-square-error for many image patterns including general image textures as well as microcalcifications in digital mammograms. However, the Haar wavelet produces the best results on sharp edges and low-noise smooth areas. We also found that a special wavelet whose low-pass filter coefficients are 0.32252136, 0.85258927, 1.38458542, and -0.14548269) produces the best preservation outcomes in all tested microcalcification features including the peak signal-to-noise ratio, the contrast and the figure of merit in the wavelet lossy compression scheme. Having analyzed the spectrum of the wavelet filters, we can find the compression outcomes and feature preservation characteristics as a function of wavelets. This newly developed optimization approach can be generalized to other image analysis applications where a wavelet decomposition is employed.

  20. Robust Forecasting of Non-Stationary Time Series

    NARCIS (Netherlands)

    Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

    2010-01-01

    This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable

  1. Nuclear data compression and reconstruction via discrete wavelet transform

    Energy Technology Data Exchange (ETDEWEB)

    Park, Young Ryong; Cho, Nam Zin [Korea Advanced Institute of Science and Technology, Taejon (Korea, Republic of)

    1998-12-31

    Discrete Wavelet Transforms (DWTs) are recent mathematics, and begin to be used in various fields. The wavelet transform can be used to compress the signal and image due to its inherent properties. We applied the wavelet transform compression and reconstruction to the neutron cross section data. Numerical tests illustrate that the signal compression using wavelet is very effective to reduce the data saving spaces. 7 refs., 4 figs., 3 tabs. (Author)

  2. Nuclear data compression and reconstruction via discrete wavelet transform

    Energy Technology Data Exchange (ETDEWEB)

    Park, Young Ryong; Cho, Nam Zin [Korea Advanced Institute of Science and Technology, Taejon (Korea, Republic of)

    1997-12-31

    Discrete Wavelet Transforms (DWTs) are recent mathematics, and begin to be used in various fields. The wavelet transform can be used to compress the signal and image due to its inherent properties. We applied the wavelet transform compression and reconstruction to the neutron cross section data. Numerical tests illustrate that the signal compression using wavelet is very effective to reduce the data saving spaces. 7 refs., 4 figs., 3 tabs. (Author)

  3. Construction of a class of Daubechies type wavelet bases

    International Nuclear Information System (INIS)

    Li Dengfeng; Wu Guochang

    2009-01-01

    Extensive work has been done in the theory and the construction of compactly supported orthonormal wavelet bases of L 2 (R). Some of the most distinguished work was done by Daubechies, who constructed a whole family of such wavelet bases. In this paper, we construct a class of orthonormal wavelet bases by using the principle of Daubechies, and investigate the length of support and the regularity of these wavelet bases.

  4. Finding the multipath propagation of multivariable crude oil prices using a wavelet-based network approach

    Science.gov (United States)

    Jia, Xiaoliang; An, Haizhong; Sun, Xiaoqi; Huang, Xuan; Gao, Xiangyun

    2016-04-01

    The globalization and regionalization of crude oil trade inevitably give rise to the difference of crude oil prices. The understanding of the pattern of the crude oil prices' mutual propagation is essential for analyzing the development of global oil trade. Previous research has focused mainly on the fuzzy long- or short-term one-to-one propagation of bivariate oil prices, generally ignoring various patterns of periodical multivariate propagation. This study presents a wavelet-based network approach to help uncover the multipath propagation of multivariable crude oil prices in a joint time-frequency period. The weekly oil spot prices of the OPEC member states from June 1999 to March 2011 are adopted as the sample data. First, we used wavelet analysis to find different subseries based on an optimal decomposing scale to describe the periodical feature of the original oil price time series. Second, a complex network model was constructed based on an optimal threshold selection to describe the structural feature of multivariable oil prices. Third, Bayesian network analysis (BNA) was conducted to find the probability causal relationship based on periodical structural features to describe the various patterns of periodical multivariable propagation. Finally, the significance of the leading and intermediary oil prices is discussed. These findings are beneficial for the implementation of periodical target-oriented pricing policies and investment strategies.

  5. A Novel Fractional-Order PID Controller for Integrated Pressurized Water Reactor Based on Wavelet Kernel Neural Network Algorithm

    Directory of Open Access Journals (Sweden)

    Yu-xin Zhao

    2014-01-01

    Full Text Available This paper presents a novel wavelet kernel neural network (WKNN with wavelet kernel function. It is applicable in online learning with adaptive parameters and is applied on parameters tuning of fractional-order PID (FOPID controller, which could handle time delay problem of the complex control system. Combining the wavelet function and the kernel function, the wavelet kernel function is adopted and validated the availability for neural network. Compared to the conservative wavelet neural network, the most innovative character of the WKNN is its rapid convergence and high precision in parameters updating process. Furthermore, the integrated pressurized water reactor (IPWR system is established by RELAP5, and a novel control strategy combining WKNN and fuzzy logic rule is proposed for shortening controlling time and utilizing the experiential knowledge sufficiently. Finally, experiment results verify that the control strategy and controller proposed have the practicability and reliability in actual complicated system.

  6. Visibility of wavelet quantization noise

    Science.gov (United States)

    Watson, A. B.; Yang, G. Y.; Solomon, J. A.; Villasenor, J.

    1997-01-01

    The discrete wavelet transform (DWT) decomposes an image into bands that vary in spatial frequency and orientation. It is widely used for image compression. Measures of the visibility of DWT quantization errors are required to achieve optimal compression. Uniform quantization of a single band of coefficients results in an artifact that we call DWT uniform quantization noise; it is the sum of a lattice of random amplitude basis functions of the corresponding DWT synthesis filter. We measured visual detection thresholds for samples of DWT uniform quantization noise in Y, Cb, and Cr color channels. The spatial frequency of a wavelet is r 2-lambda, where r is display visual resolution in pixels/degree, and lambda is the wavelet level. Thresholds increase rapidly with wavelet spatial frequency. Thresholds also increase from Y to Cr to Cb, and with orientation from lowpass to horizontal/vertical to diagonal. We construct a mathematical model for DWT noise detection thresholds that is a function of level, orientation, and display visual resolution. This allows calculation of a "perceptually lossless" quantization matrix for which all errors are in theory below the visual threshold. The model may also be used as the basis for adaptive quantization schemes.

  7. Wavelet analysis deformation monitoring data of high-speed railway bridge

    Science.gov (United States)

    Tang, ShiHua; Huang, Qing; Zhou, Conglin; Xu, HongWei; Liu, YinTao; Li, FeiDa

    2015-12-01

    Deformation monitoring data of high-speed railway bridges will inevitably be affected because of noise pollution, A deformation monitoring point of high-speed railway bridge was measurd by using sokkia SDL30 electronic level for a long time,which got a large number of deformation monitoring data. Based on the characteristics of the deformation monitoring data of high-speed railway bridge, which contain lots of noise. Based on the MATLAB software platform, 120 groups of deformation monitoring data were applied to analysis of wavelet denoising.sym6,db6 wavelet basis function were selected to analyze and remove the noise.The original signal was broken into three layers wavelet,which contain high frequency coefficients and low frequency coefficients.However, high frequency coefficient have plenty of noise.Adaptive method of soft and hard threshold were used to handle in the high frequency coefficient.Then,high frequency coefficient that was removed much of noise combined with low frequency coefficient to reconstitute and obtain reconstruction wavelet signal.Root Mean Square Error (RMSE) and Signal-To-Noise Ratio (SNR) were regarded as evaluation index of denoising,The smaller the root mean square error and the greater signal-to-noise ratio indicate that them have a good effect in denoising. We can surely draw some conclusions in the experimental analysis:the db6 wavelet basis function has a good effect in wavelet denoising by using a adaptive soft threshold method,which root mean square error is minimum and signal-to-noise ratio is maximum.Moreover,the reconstructed image are more smooth than original signal denoising after wavelet denoising, which removed noise and useful signal are obtained in the original signal.Compared to the other three methods, this method has a good effect in denoising, which not only retain useful signal in the original signal, but aiso reach the goal of removing noise. So, it has a strong practical value in a actual deformation monitoring

  8. Detection method of flexion relaxation phenomenon based on wavelets for patients with low back pain

    Science.gov (United States)

    Nougarou, François; Massicotte, Daniel; Descarreaux, Martin

    2012-12-01

    The flexion relaxation phenomenon (FRP) can be defined as a reduction or silence of myoelectric activity of the lumbar erector spinae muscle during full trunk flexion. It is typically absent in patients with chronic low back pain (LBP). Before any broad clinical utilization of this neuromuscular response can be made, effective, standardized, and accurate methods of identifying FRP limits are needed. However, this phenomenon is clearly more difficult to detect for LBP patients than for healthy patients. The main goal of this study is to develop an automated method based on wavelet transformation that would improve time point limits detection of surface electromyography signals of the FRP in case of LBP patients. Conventional visual identification and proposed automated methods of time point limits detection of relaxation phase were compared on experimental data using criteria of accuracy and repeatability based on physiological properties. The evaluation demonstrates that the use of wavelet transform (WT) yields better results than methods without wavelet decomposition. Furthermore, methods based on wavelet per packet transform are more effective than algorithms employing discrete WT. Compared to visual detection, in addition to demonstrating an obvious saving of time, the use of wavelet per packet transform improves the accuracy and repeatability in the detection of the FRP limits. These results clearly highlight the value of the proposed technique in identifying onset and offset of the flexion relaxation response in LBP subjects.

  9. Application of wavelets in speech processing

    CERN Document Server

    Farouk, Mohamed Hesham

    2014-01-01

    This book provides a survey on wide-spread of employing wavelets analysis  in different applications of speech processing. The author examines development and research in different application of speech processing. The book also summarizes the state of the art research on wavelet in speech processing.

  10. Palm Oil Price, Exchange Rate, and Stock Market: A Wavelet Analysis on the Malaysian Market

    Directory of Open Access Journals (Sweden)

    Buerhan Saiti

    2014-05-01

    Full Text Available The study investigates causality between palm oil price, exchange rate and the Kuala Lumpur Composite Index (KLCI based on the theory of wavelets on the basis of monthly data from the period January 1990 - December 2012. This methodology enables us to identify that the causality between these economic variables at different time intervals. This wavelet decomposition also provides additional evidence to the “reverse causality” theory. We found that the wavelet cross-correlations between stock price and exchange rate skewed to the right at all levels with negative significant correlations which implies that the exchange rate leads the stock price. In the case of stock and commodity prices, there is no significant wavelet-crosscorrelation at first four levels. However, the wavelet cross-correlations skewed to the left at level 5 which implies that the stock price leads commodity price in the long-run. Finally, there is no significant wavelet cross-correlations at all levels as long as we concern between commodity price and exchange rate. It implies that there is no lead-lag relationship between commodity price and exchange rate.

  11. From cardinal spline wavelet bases to highly coherent dictionaries

    International Nuclear Information System (INIS)

    Andrle, Miroslav; Rebollo-Neira, Laura

    2008-01-01

    Wavelet families arise by scaling and translations of a prototype function, called the mother wavelet. The construction of wavelet bases for cardinal spline spaces is generally carried out within the multi-resolution analysis scheme. Thus, the usual way of increasing the dimension of the multi-resolution subspaces is by augmenting the scaling factor. We show here that, when working on a compact interval, the identical effect can be achieved without changing the wavelet scale but reducing the translation parameter. By such a procedure we generate a redundant frame, called a dictionary, spanning the same spaces as a wavelet basis but with wavelets of broader support. We characterize the correlation of the dictionary elements by measuring their 'coherence' and produce examples illustrating the relevance of highly coherent dictionaries to problems of sparse signal representation. (fast track communication)

  12. Characterizing time series via complexity-entropy curves

    Science.gov (United States)

    Ribeiro, Haroldo V.; Jauregui, Max; Zunino, Luciano; Lenzi, Ervin K.

    2017-06-01

    The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy) and after considering the proper generalization of the statistical complexity (q complexity), we build up a parametric curve (the q -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.

  13. Parameters optimization for wavelet denoising based on normalized spectral angle and threshold constraint machine learning

    Science.gov (United States)

    Li, Hao; Ma, Yong; Liang, Kun; Tian, Yong; Wang, Rui

    2012-01-01

    Wavelet parameters (e.g., wavelet type, level of decomposition) affect the performance of the wavelet denoising algorithm in hyperspectral applications. Current studies select the best wavelet parameters for a single spectral curve by comparing similarity criteria such as spectral angle (SA). However, the method to find the best parameters for a spectral library that contains multiple spectra has not been studied. In this paper, a criterion named normalized spectral angle (NSA) is proposed. By comparing NSA, the best combination of parameters for a spectral library can be selected. Moreover, a fast algorithm based on threshold constraint and machine learning is developed to reduce the time of a full search. After several iterations of learning, the combination of parameters that constantly surpasses a threshold is selected. The experiments proved that by using the NSA criterion, the SA values decreased significantly, and the fast algorithm could save 80% time consumption, while the denoising performance was not obviously impaired.

  14. Wavelet-Based Artifact Identification and Separation Technique for EEG Signals during Galvanic Vestibular Stimulation

    Science.gov (United States)

    Adib, Mani; Cretu, Edmond

    2013-01-01

    We present a new method for removing artifacts in electroencephalography (EEG) records during Galvanic Vestibular Stimulation (GVS). The main challenge in exploiting GVS is to understand how the stimulus acts as an input to brain. We used EEG to monitor the brain and elicit the GVS reflexes. However, GVS current distribution throughout the scalp generates an artifact on EEG signals. We need to eliminate this artifact to be able to analyze the EEG signals during GVS. We propose a novel method to estimate the contribution of the GVS current in the EEG signals at each electrode by combining time-series regression methods with wavelet decomposition methods. We use wavelet transform to project the recorded EEG signal into various frequency bands and then estimate the GVS current distribution in each frequency band. The proposed method was optimized using simulated signals, and its performance was compared to well-accepted artifact removal methods such as ICA-based methods and adaptive filters. The results show that the proposed method has better performance in removing GVS artifacts, compared to the others. Using the proposed method, a higher signal to artifact ratio of −1.625 dB was achieved, which outperformed other methods such as ICA-based methods, regression methods, and adaptive filters. PMID:23956786

  15. Wavelet-Based Artifact Identification and Separation Technique for EEG Signals during Galvanic Vestibular Stimulation

    Directory of Open Access Journals (Sweden)

    Mani Adib

    2013-01-01

    Full Text Available We present a new method for removing artifacts in electroencephalography (EEG records during Galvanic Vestibular Stimulation (GVS. The main challenge in exploiting GVS is to understand how the stimulus acts as an input to brain. We used EEG to monitor the brain and elicit the GVS reflexes. However, GVS current distribution throughout the scalp generates an artifact on EEG signals. We need to eliminate this artifact to be able to analyze the EEG signals during GVS. We propose a novel method to estimate the contribution of the GVS current in the EEG signals at each electrode by combining time-series regression methods with wavelet decomposition methods. We use wavelet transform to project the recorded EEG signal into various frequency bands and then estimate the GVS current distribution in each frequency band. The proposed method was optimized using simulated signals, and its performance was compared to well-accepted artifact removal methods such as ICA-based methods and adaptive filters. The results show that the proposed method has better performance in removing GVS artifacts, compared to the others. Using the proposed method, a higher signal to artifact ratio of −1.625 dB was achieved, which outperformed other methods such as ICA-based methods, regression methods, and adaptive filters.

  16. Complex network approach to fractional time series

    Energy Technology Data Exchange (ETDEWEB)

    Manshour, Pouya [Physics Department, Persian Gulf University, Bushehr 75169 (Iran, Islamic Republic of)

    2015-10-15

    In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility algorithm is not an appropriate one to study the correlation aspects of a time series. We then employ the horizontal visibility algorithm, as a much simpler one, to map fractional processes onto complex networks. The degree distributions are shown to have parabolic exponential forms with Hurst dependent fitting parameter. Further, we take into account other topological properties such as maximum eigenvalue of the adjacency matrix and the degree assortativity, and show that such topological quantities can also be used to predict the Hurst exponent, with an exception for anti-persistent fractional Gaussian noises. To solve this problem, we take into account the Spearman correlation coefficient between nodes' degrees and their corresponding data values in the original time series.

  17. Wavelet tree structure based speckle noise removal for optical coherence tomography

    Science.gov (United States)

    Yuan, Xin; Liu, Xuan; Liu, Yang

    2018-02-01

    We report a new speckle noise removal algorithm in optical coherence tomography (OCT). Though wavelet domain thresholding algorithms have demonstrated superior advantages in suppressing noise magnitude and preserving image sharpness in OCT, the wavelet tree structure has not been investigated in previous applications. In this work, we propose an adaptive wavelet thresholding algorithm via exploiting the tree structure in wavelet coefficients to remove the speckle noise in OCT images. The threshold for each wavelet band is adaptively selected following a special rule to retain the structure of the image across different wavelet layers. Our results demonstrate that the proposed algorithm outperforms conventional wavelet thresholding, with significant advantages in preserving image features.

  18. Introduction to time series analysis and forecasting

    CERN Document Server

    Montgomery, Douglas C; Kulahci, Murat

    2008-01-01

    An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.

  19. RAPID COMMUNICATION Time-resolved measurements with a vortex flowmeter in a pulsating turbulent flow using wavelet analysis

    Science.gov (United States)

    Laurantzon, F.; Örlü, R.; Segalini, A.; Alfredsson, P. H.

    2010-12-01

    Vortex flowmeters are commonly employed in technical applications and are obtainable in a variety of commercially available types. However their robustness and accuracy can easily be impaired by environmental conditions, such as inflow disturbances and/or pulsating conditions. Various post-processing techniques of the vortex signal have been used, but all of these methods are so far targeted on obtaining an improved estimate of the time-averaged bulk velocity. Here, on the other hand, we propose, based on wavelet analysis, a straightforward way to utilize the signal from a vortex shedder to extract the time-resolved and thereby the phase-averaged velocity under pulsatile flow conditions. The method was verified with hot-wire and laser Doppler velocimetry measurements.

  20. Incremental fuzzy C medoids clustering of time series data using dynamic time warping distance.

    Science.gov (United States)

    Liu, Yongli; Chen, Jingli; Wu, Shuai; Liu, Zhizhong; Chao, Hao

    2018-01-01

    Clustering time series data is of great significance since it could extract meaningful statistics and other characteristics. Especially in biomedical engineering, outstanding clustering algorithms for time series may help improve the health level of people. Considering data scale and time shifts of time series, in this paper, we introduce two incremental fuzzy clustering algorithms based on a Dynamic Time Warping (DTW) distance. For recruiting Single-Pass and Online patterns, our algorithms could handle large-scale time series data by splitting it into a set of chunks which are processed sequentially. Besides, our algorithms select DTW to measure distance of pair-wise time series and encourage higher clustering accuracy because DTW could determine an optimal match between any two time series by stretching or compressing segments of temporal data. Our new algorithms are compared to some existing prominent incremental fuzzy clustering algorithms on 12 benchmark time series datasets. The experimental results show that the proposed approaches could yield high quality clusters and were better than all the competitors in terms of clustering accuracy.