884 resultados para Transformadas de Wavelet
Resumo:
An approach to building a CBIR-system for searching computer tomography images using the methods of wavelet-analysis is presented in this work. The index vectors are constructed on the basis of the local features of the image and on their positions. The purpose of the proposed system is to extract visually similar data from the individual personal records and from analogous analysis of other patients.
Resumo:
Power converters are a key, but vulnerable component in switched reluctance motor (SRM) drives. In this paper, a new fault diagnosis scheme for SRM converters is proposed based on the wavelet packet decomposition (WPD) with a dc-link current sensor. Open- and short-circuit faults of the power switches in an asymmetrical half-bridge converter are analyzed in details. In order to obtain the fault signature from the phase currents, two pulse-width modulation signals with phase shift are injected into the lower-switches of the converter to extract the excitation current, and the WPD algorithm is then applied to the detected currents for fault diagnosis. Moreover, a discrete degree of the wavelet packet node energy is chosen as the fault coefficient. The converter faults can be diagnosed and located directly by determining the changes in the discrete degree from the detected currents. The proposed scheme requires only one current sensor in the dc link, while conventional methods need one sensor for each phase or additional detection circuits. The experimental results on a 750-W three-phase SRM are presented to confirm the effectiveness of the proposed fault diagnosis scheme.
Resumo:
Az empirikus makrogazdasági elemzések során rendszerint idősorok vizsgálatára szorítkozunk, ugyan-akkor egyre több tanulmány jut arra a következtetésre, hogy a frekvenciatartományok szintjén zajló folyama-tok megértése is szükséges ahhoz, hogy pontosabb képet nyerjünk a változók közötti kapcsolat irányáról, erősségéről, dinamikájáról. Jelen dolgozat célja, hogy az idő és frekvenciatérben történő elemzést biztosító folytonos wavelet transzformációk és az ezekhez kapcsolódó wavelet koherencia használatával bemutassa a svéd és a norvég gazdaság inflációs, ipari kibocsátás és GDP-mutatóinak az olajárral való együttmozgását. Az eredmények alapján a folytonos waveletekkel történő elemzés hasznos kiegészítést nyújt a szokásos idősoros technikák mellé, új, korábban nem ismert összefüggések feltárására is alkalmas lehet.
Resumo:
The contributions of this dissertation are in the development of two new interrelated approaches to video data compression: (1) A level-refined motion estimation and subband compensation method for the effective motion estimation and motion compensation. (2) A shift-invariant sub-decimation decomposition method in order to overcome the deficiency of the decimation process in estimating motion due to its shift-invariant property of wavelet transform. ^ The enormous data generated by digital videos call for an intense need of efficient video compression techniques to conserve storage space and minimize bandwidth utilization. The main idea of video compression is to reduce the interpixel redundancies inside and between the video frames by applying motion estimation and motion compensation (MEMO) in combination with spatial transform coding. To locate the global minimum of the matching criterion function reasonably, hierarchical motion estimation by coarse to fine resolution refinements using discrete wavelet transform is applied due to its intrinsic multiresolution and scalability natures. ^ Due to the fact that most of the energies are concentrated in the low resolution subbands while decreased in the high resolution subbands, a new approach called level-refined motion estimation and subband compensation (LRSC) method is proposed. It realizes the possible intrablocks in the subbands for lower entropy coding while keeping the low computational loads of motion estimation as the level-refined method, thus to achieve both temporal compression quality and computational simplicity. ^ Since circular convolution is applied in wavelet transform to obtain the decomposed subframes without coefficient expansion, symmetric-extended wavelet transform is designed on the finite length frame signals for more accurate motion estimation without discontinuous boundary distortions. ^ Although wavelet transformed coefficients still contain spatial domain information, motion estimation in wavelet domain is not as straightforward as in spatial domain due to the shift variance property of the decimation process of the wavelet transform. A new approach called sub-decimation decomposition method is proposed, which maintains the motion consistency between the original frame and the decomposed subframes, improving as a consequence the wavelet domain video compressions by shift invariant motion estimation and compensation. ^
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Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^
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This dissertation presents a unique research opportunity by using recordings which provide electrocardiogram (ECG) plus a reference breathing signal (RBS). ECG derived breathing (EDR) is measured and correlated against RBS. Standard deviations of multiresolution wavelet analysis coefficients (SDMW) are obtained from heart rate and classified using RBS. Prior works by others used select patients for sleep apnea scoring with EDR but no RBS. Another prior work classified select heart disease patients with SDMW but no RBS. This study used randomly chosen sleep disorder patient recordings; central and obstructive apneas, with and without heart disease.^ Implementation required creating an application because existing systems were limited in power and scope. A review survey was created to choose a development environment. The survey is presented as a learning tool and teaching resource. Development objectives were rapid development using limited resources (manpower and money). Open Source resources were used exclusively for implementation. ^ Results show: (1) Three groups of patients exist in the study. Grouping RBS correlations shows a response with either ECG interval or amplitude variation. A third group exists where neither ECG intervals nor amplitude variation correlate with breathing. (2) Previous work done by other groups analyzed SDMW. Similar results were found in this study but some subjects had higher SDMW, attributed to a large number of apneas, arousals and/or disconnects. SDMW does not need RBS to show apneic conditions exist within ECG recordings. (3) Results in this study support the assertion that autonomic nervous system variation was measured with SDMW. Measurements using RBS are not corrupted due to breathing even though respiration overlaps the same frequency band.^ Overall, this work becomes an Open Source resource which can be reused, modified and/or expanded. It might fast track additional research. In the future the system could also be used for public domain data. Prerecorded data exist in similar formats in public databases which could provide additional research opportunities. ^
Resumo:
In finance literature many economic theories and models have been proposed to explain and estimate the relationship between risk and return. Assuming risk averseness and rational behavior on part of the investor, the models are developed which are supposed to help in forming efficient portfolios that either maximize (minimize) the expected rate of return (risk) for a given level of risk (rates of return). One of the most used models to form these efficient portfolios is the Sharpe's Capital Asset Pricing Model (CAPM). In the development of this model it is assumed that the investors have homogeneous expectations about the future probability distribution of the rates of return. That is, every investor assumes the same values of the parameters of the probability distribution. Likewise financial volatility homogeneity is commonly assumed, where volatility is taken as investment risk which is usually measured by the variance of the rates of return. Typically the square root of the variance is used to define financial volatility, furthermore it is also often assumed that the data generating process is made of independent and identically distributed random variables. This again implies that financial volatility is measured from homogeneous time series with stationary parameters. In this dissertation, we investigate the assumptions of homogeneity of market agents and provide evidence for the case of heterogeneity in market participants' information, objectives, and expectations about the parameters of the probability distribution of prices as given by the differences in the empirical distributions corresponding to different time scales, which in this study are associated with different classes of investors, as well as demonstrate that statistical properties of the underlying data generating processes including the volatility in the rates of return are quite heterogeneous. In other words, we provide empirical evidence against the traditional views about homogeneity using non-parametric wavelet analysis on trading data, The results show heterogeneity of financial volatility at different time scales, and time-scale is one of the most important aspects in which trading behavior differs. In fact we conclude that heterogeneity as posited by the Heterogeneous Markets Hypothesis is the norm and not the exception.
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Communication has become an essential function in our civilization. With the increasing demand for communication channels, it is now necessary to find ways to optimize the use of their bandwidth. One way to achieve this is by transforming the information before it is transmitted. This transformation can be performed by several techniques. One of the newest of these techniques is the use of wavelets. Wavelet transformation refers to the act of breaking down a signal into components called details and trends by using small waveforms that have a zero average in the time domain. After this transformation the data can be compressed by discarding the details, transmitting the trends. In the receiving end, the trends are used to reconstruct the image. In this work, the wavelet used for the transformation of an image will be selected from a library of available bases. The accuracy of the reconstruction, after the details are discarded, is dependent on the wavelets chosen from the wavelet basis library. The system developed in this thesis takes a 2-D image and decomposes it using a wavelet bank. A digital signal processor is used to achieve near real-time performance in this transformation task. A contribution of this thesis project is the development of DSP-based test bed for the future development of new real-time wavelet transformation algorithms.
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About 10% of faults involving the electrical system occurs in power transformers. Therefore, the protection applied to the power transformers is essential to ensure the continuous operation of this device and the efficiency of the electrical system. Among the protection functions applied to power transformers, the differential protection appears as one of the main schemes, presenting reliable discrimination between internal faults and external faults or inrush currents. However, when using the low frequency components of the differential currents flowing through the transformer, the main difficulty of the conventional methods of differential protection is the delay for detection of the events. However, internal faults, external faults and other disturbances related to the transformer operation present transient and can be appropriately detected by the wavelet transform. In this paper is proposed the development of a wavelet-based differential protection for detection and identification of external faults to the transformer, internal faults, and transformer energizing by using the wavelet coefficient energy of the differential currents. The obtained results reveal the advantages of using of the wavelet transform in the differential protection compared to conventional protection, since it provides reliability and speed in detection of these events.
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Analogous to sunspots and solar photospheric faculae, which visibility is modulated by stellar rotation, stellar active regions consist of cool spots and bright faculae caused by the magnetic field of the star. Such starspots are now well established as major tracers used to estimate the stellar rotation period, but their dynamic behavior may also be used to analyze other relevant phenomena such as the presence of magnetic activity and its cycles. To calculate the stellar rotation period, identify the presence of active regions and investigate if the star exhibits or not differential rotation, we apply two methods: a wavelet analysis and a spot model. The wavelet procedure is also applied here to study pulsation in order to identify specific signatures of this particular stellar variability for different types of pulsating variable stars. The wavelet transform has been used as a powerful tool for treating several problems in astrophysics. In this work, we show that the time-frequency analysis of stellar light curves using the wavelet transform is a practical tool for identifying rotation, magnetic activity, and pulsation signatures. We present the wavelet spectral composition and multiscale variations of the time series for four classes of stars: targets dominated by magnetic activity, stars with transiting planets, those with binary transits, and pulsating stars. We applied the Morlet wavelet (6th order), which offers high time and frequency resolution. By applying the wavelet transform to the signal, we obtain the wavelet local and global power spectra. The first is interpreted as energy distribution of the signal in time-frequency space, and the second is obtained by time integration of the local map. Since the wavelet transform is a useful mathematical tool for nonstationary signals, this technique applied to Kepler and CoRoT light curves allows us to clearly identify particular signatures for different phenomena. In particular, patterns were identified for the temporal evolution of the rotation period and other periodicity due to active regions affecting these light curves. In addition, a beat-pattern vii signature in the local wavelet map of pulsating stars over the entire time span was also detected. The second method is based on starspots detection during transits of an extrasolar planet orbiting its host star. As a planet eclipses its parent star, we can detect physical phenomena on the surface of the star. If a dark spot on the disk of the star is partially or totally eclipsed, the integrated stellar luminosity will increase slightly. By analyzing the transit light curve it is possible to infer the physical properties of starspots, such as size, intensity, position and temperature. By detecting the same spot on consecutive transits, it is possible to obtain additional information such as the stellar rotation period in the planetary transit latitude, differential rotation, and magnetic activity cycles. Transit observations of CoRoT-18 and Kepler-17 were used to implement this model.
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The goal of the power monitoring in electrical power systems is to promote the reliablility as well as the quality of electrical power.Therefore, this dissertation proposes a new theory of power based on wavelet transform for real-time estimation of RMS voltages and currents, and some power amounts, such as active power, reactive power, apparent power, and power factor. The appropriate estimation the of RMS and power values is important for many applications, such as: design and analysis of power systems, compensation devices for improving power quality, and instruments for energy measuring. Simulation and experimental results obtained through the proposed MaximalOverlap Discrete Wavelet Transform-based method were compared with the IEEE Standard 1459-2010 and the commercial oscilloscope, respectively, presenting equivalent results. The proposed method presented good performance for compact mother wavelet, which is in accordance with real-time applications.
Resumo:
A typical electrical power system is characterized by centr alization of power gene- ration. However, with the restructuring of the electric sys tem, this topology is changing with the insertion of generators in parallel with the distri bution system (distributed gene- ration) that provides several benefits to be located near to e nergy consumers. Therefore, the integration of distributed generators, especially fro m renewable sources in the Brazi- lian system has been common every year. However, this new sys tem topology may result in new challenges in the field of the power system control, ope ration, and protection. One of the main problems related to the distributed generati on is the islanding formation, witch can result in safety risk to the people and to the power g rid. Among the several islanding protection techniques, passive techniques have low implementation cost and simplicity, requiring only voltage and current measuremen ts to detect system problems. This paper proposes a protection system based on the wavelet transform with overcur- rent and under/overvoltage functions as well as infomation of fault-induced transients in order to provide a fast detection and identification of fault s in the system. The propo- sed protection scheme was evaluated through simulation and experimental studies, with performance similar to the overcurrent and under/overvolt age conventional methods, but with the additional detection of the exact moment of the fault.
Resumo:
The great interest in nonlinear system identification is mainly due to the fact that a large amount of real systems are complex and need to have their nonlinearities considered so that their models can be successfully used in applications of control, prediction, inference, among others. This work evaluates the application of Fuzzy Wavelet Neural Networks (FWNN) to identify nonlinear dynamical systems subjected to noise and outliers. Generally, these elements cause negative effects on the identification procedure, resulting in erroneous interpretations regarding the dynamical behavior of the system. The FWNN combines in a single structure the ability to deal with uncertainties of fuzzy logic, the multiresolution characteristics of wavelet theory and learning and generalization abilities of the artificial neural networks. Usually, the learning procedure of these neural networks is realized by a gradient based method, which uses the mean squared error as its cost function. This work proposes the replacement of this traditional function by an Information Theoretic Learning similarity measure, called correntropy. With the use of this similarity measure, higher order statistics can be considered during the FWNN training process. For this reason, this measure is more suitable for non-Gaussian error distributions and makes the training less sensitive to the presence of outliers. In order to evaluate this replacement, FWNN models are obtained in two identification case studies: a real nonlinear system, consisting of a multisection tank, and a simulated system based on a model of the human knee joint. The results demonstrate that the application of correntropy as the error backpropagation algorithm cost function makes the identification procedure using FWNN models more robust to outliers. However, this is only achieved if the gaussian kernel width of correntropy is properly adjusted.
Resumo:
Discovered in 1963, 3C 273 was the second quasar identified and cataloged in the Third Cambridge Catalog for radio sources, and the first one for which emission lines were identified with a hydrogen sequence redshifted. It is the brightest quasar of the celestial sphere, the most studied, analyzed, and with a resulting abundance of data available in a vast literature. The accurate analysis of the deviations of the spectral lines of quasars provides enough information to put in evidence the variation of fundamental constants of nature and similarly the universe expansion rate. The analysis of the variability of the light curves of these bodies, and the consequent accuracy of their periodicity, is of utmost importance as it provides an efficiency of their observations, enables a greater understanding of the physical phenomena, and makes it possible to conduct spectral observations on more accurate dates (when their light curves show pronounced peaks and therefore richer spectra information). In this master’s thesis twenty eight light curves from the quasar 3C 273 are studied, covering all the electromagnetic spectrum wavebands (radio emission to gamma rays), totaling in the analysis of four light curves for each waveband. We have applied the method of Continuous Wavelet Transform using the sixth-order (!0 = 6) Morlet wavelet function, and obtained excellent results in accordance with the literature.
Resumo:
Discovered in 1963, 3C 273 was the second quasar identified and cataloged in the Third Cambridge Catalog for radio sources, and the first one for which emission lines were identified with a hydrogen sequence redshifted. It is the brightest quasar of the celestial sphere, the most studied, analyzed, and with a resulting abundance of data available in a vast literature. The accurate analysis of the deviations of the spectral lines of quasars provides enough information to put in evidence the variation of fundamental constants of nature and similarly the universe expansion rate. The analysis of the variability of the light curves of these bodies, and the consequent accuracy of their periodicity, is of utmost importance as it provides an efficiency of their observations, enables a greater understanding of the physical phenomena, and makes it possible to conduct spectral observations on more accurate dates (when their light curves show pronounced peaks and therefore richer spectra information). In this master’s thesis twenty eight light curves from the quasar 3C 273 are studied, covering all the electromagnetic spectrum wavebands (radio emission to gamma rays), totaling in the analysis of four light curves for each waveband. We have applied the method of Continuous Wavelet Transform using the sixth-order (!0 = 6) Morlet wavelet function, and obtained excellent results in accordance with the literature.