Combining the wavelet transform and forecasting models to predict gas forward prices

This paper presents a forecasting technique for forward energy prices, one day ahead. This technique combines a wavelet transform and forecasting models such as multi- layer perceptron, linear regression or GARCH. These techniques are applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the wavelet transform. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Identification of unusual events in multi-channel bridge monitoring data using wavelet transform and outlier analysis

Peer reviewed

VLSI design and implementation of 2-D Inverse Discrete Wavelet Transform

This paper proposes a JPEG-2000 compliant architecture capable of computing the 2 -D Inverse Discrete Wavelet Transform. The proposed architecture uses a single processor and a row-based schedule to minimize control and routing complexity and to ensure that processor utilization is kept at 100%. The design incorporates the handling of borders through the use of symmetric extension. The architecture has been implemented on the Xilinx Virtex2 FPGA.

Multiresolution analysis (discrete wavelet transform) through Daubechies family for emotion recognition in speech

We propose a study of the mathematical properties of voice as an audio signal -- This work includes signals in which the channel conditions are not ideal for emotion recognition -- Multiresolution analysis- discrete wavelet transform – was performed through the use of Daubechies Wavelet Family (Db1-Haar, Db6, Db8, Db10) allowing the decomposition of the initial audio signal into sets of coefficients on which a set of features was extracted and analyzed statistically in order to differentiate emotional states -- ANNs proved to be a system that allows an appropriate classification of such states -- This study shows that the extracted features using wavelet decomposition are enough to analyze and extract emotional content in audio signals presenting a high accuracy rate in classification of emotional states without the need to use other kinds of classical frequency-time features -- Accordingly, this paper seeks to characterize mathematically the six basic emotions in humans: boredom, disgust, happiness, anxiety, anger and sadness, also included the neutrality, for a total of seven states to identify

Wavelet correlation between subjects: A time-scale data driven analysis for brain mapping using fMRI

Functional magnetic resonance imaging (fMRI) based on BOLD signal has been used to indirectly measure the local neural activity induced by cognitive tasks or stimulation. Most fMRI data analysis is carried out using the general linear model (GLM), a statistical approach which predicts the changes in the observed BOLD response based on an expected hemodynamic response function (HRF). In cases when the task is cognitively complex or in cases of diseases, variations in shape and/or delay may reduce the reliability of results. A novel exploratory method using fMRI data, which attempts to discriminate between neurophysiological signals induced by the stimulation protocol from artifacts or other confounding factors, is introduced in this paper. This new method is based on the fusion between correlation analysis and the discrete wavelet transform, to identify similarities in the time course of the BOLD signal in a group of volunteers. We illustrate the usefulness of this approach by analyzing fMRI data from normal subjects presented with standardized human face pictures expressing different degrees of sadness. The results show that the proposed wavelet correlation analysis has greater statistical power than conventional GLM or time domain intersubject correlation analysis. (C) 2010 Elsevier B.V. All rights reserved.

Improved voice activity detection algorithm using wavelet and support vector machine

This paper proposes an improved voice activity detection (VAD) algorithm using wavelet and support vector machine (SVM) for European Telecommunication Standards Institution (ETS1) adaptive multi-rate (AMR) narrow-band (NB) and wide-band (WB) speech codecs. First, based on the wavelet transform, the original IIR filter bank and pitch/tone detector are implemented, respectively, via the wavelet filter bank and the wavelet-based pitch/tone detection algorithm. The wavelet filter bank can divide input speech signal into several frequency bands so that the signal power level at each sub-band can be calculated. In addition, the background noise level can be estimated in each sub-band by using the wavelet de-noising method. The wavelet filter bank is also derived to detect correlated complex signals like music. Then the proposed algorithm can apply SVM to train an optimized non-linear VAD decision rule involving the sub-band power, noise level, pitch period, tone flag, and complex signals warning flag of input speech signals. By the use of the trained SVM, the proposed VAD algorithm can produce more accurate detection results. Various experimental results carried out from the Aurora speech database with different noise conditions show that the proposed algorithm gives considerable VAD performances superior to the AMR-NB VAD Options 1 and 2, and AMR-WB VAD. (C) 2009 Elsevier Ltd. All rights reserved.

3D Wavelet-based Fusion Techniques for Biomedical Imaging

Hoy en día las técnicas de adquisición de imágenes tridimensionales son comunes en diversas áreas, pero cabe destacar la relevancia que han adquirido en el ámbito de la imagen biomédica, dentro del cual encontramos una amplia gama de técnicas como la microscopía confocal, microscopía de dos fotones, microscopía de fluorescencia mediante lámina de luz, resonancia magnética nuclear, tomografía por emisión de positrones, tomografía de coherencia óptica, ecografía 3D y un largo etcétera. Un denominador común de todas esas aplicaciones es la constante necesidad por aumentar la resolución y la calidad de las imágenes adquiridas. En algunas de dichas técnicas de imagen tridimensional se da una interesante situación: aunque que cada volumen adquirido no contiene información suficiente para representar el objeto bajo estudio dentro de los parámetros de calidad requeridos por algunas aplicaciones finales, el esquema de adquisición permite la obtención de varios volúmenes que representan diferentes vistas de dicho objeto, de tal forma que cada una de las vistas proporciona información complementaria acerca del mismo. En este tipo de situación es posible, mediante la combinación de varias de esas vistas, obtener una mejor comprensión del objeto que a partir de cada una de ellas por separado. En el contexto de esta Tesis Doctoral se ha propuesto, desarrollado y validado una nueva metodología de proceso de imágenes basada en la transformada wavelet disc¬reta para la combinación, o fusión, de varias vistas con información complementaria de un mismo objeto. El método de fusión propuesto aprovecha la capacidad de descom¬posición en escalas y orientaciones de la transformada wavelet discreta para integrar en un solo volumen toda la información distribuida entre el conjunto de vistas adquiridas. El trabajo se centra en dos modalidades diferentes de imagen biomédica que per¬miten obtener tales adquisiciones multi-vista. La primera es una variante de la micro¬scopía de fluorescencia, la microscopía de fluorescencia mediante lámina de luz, que se utiliza para el estudio del desarrollo temprano de embriones vivos en diferentes modelos animales, como el pez cebra o el erizo de mar. La segunda modalidad es la resonancia magnética nuclear con realce tardío, que constituye una valiosa herramienta para evaluar la viabilidad del tejido miocárdico en pacientes con diversas miocardiopatías. Como parte de este trabajo, el método propuesto ha sido aplicado y validado en am¬bas modalidades de imagen. En el caso de la aplicación a microscopía de fluorescencia, los resultados de la fusión muestran un mejor contraste y nivel de detalle en comparación con cualquiera de las vistas individuales y el método no requiere de conocimiento previo acerca la función de dispersión puntual del sistema de imagen. Además, los resultados se han comparado con otros métodos existentes. Con respecto a la aplicación a imagen de resonancia magnética con realce tardío, los volúmenes fusionados resultantes pre-sentan una mejora cuantitativa en la nitidez de las estructuras relevantes y permiten una interpretación más sencilla y completa de la compleja estructura tridimensional del tejido miocárdico en pacientes con cardiopatía isquémica. Para ambas aplicaciones los resultados de esta tesis se encuentran actualmente en uso en los centros clínicos y de investigación con los que el autor ha colaborado durante este trabajo. Además se ha puesto a libre disposición de la comunidad científica la implementación del método de fusión propuesto. Por último, se ha tramitado también una solicitud de patente internacional que cubre el método de visualización desarrollado para la aplicación de Resonancia Magnética Nuclear. Abstract Nowadays three dimensional imaging techniques are common in several fields, but es-pecially in biomedical imaging, where we can find a wide range of techniques including: Laser Scanning Confocal Microscopy, Laser Scanning Two Photon Microscopy, Light Sheet Fluorescence Microscopy, Magnetic Resonance Imaging, Positron Emission To-mography, Optical Coherence Tomography, 3D Ultrasound Imaging, etc. A common denominator of all those applications being the constant need for further increasing resolution and quality of the acquired images. Interestingly, in some of the mentioned three-dimensional imaging techniques a remarkable situation arises: while a single volume does not contain enough information to represent the object being imaged within the quality parameters required by the final application, the acquisition scheme allows recording several volumes which represent different views of a given object, with each of the views providing complementary information. In this kind of situation one can get a better understanding of the object by combining several views instead of looking at each of them separately. Within such context, in this PhD Thesis we propose, develop and test new image processing methodologies based on the discrete wavelet transform for the combination, or fusion, of several views containing complementary information of a given object. The proposed fusion method exploits the scale and orientation decomposition capabil¬ities of the discrete wavelet transform to integrate in a single volume all the available information distributed among the set of acquired views. The work focuses in two different biomedical imaging modalities which provide such multi-view datasets. The first one is a particular fluorescence microscopy technique, Light-Sheet Fluorescence Microscopy, used for imaging and gaining understanding of the early development of live embryos from different animal models (like zebrafish or sea urchin). The second is Delayed Enhancement Magnetic Resonance Imaging, which is a valuable tool for assessing the viability of myocardial tissue on patients suffering from different cardiomyopathies. As part of this work, the proposed method was implemented and then validated on both imaging modalities. For the fluorescence microscopy application, the fusion results show improved contrast and detail discrimination when compared to any of the individual views and the method does not rely on prior knowledge of the system’s point spread function (PSF). Moreover, the results have shown improved performance with respect to previous PSF independent methods. With respect to its application to Delayed Enhancement Magnetic Resonance Imaging, the resulting fused volumes show a quantitative sharpness improvement and enable an easier and more complete interpretation of complex three-dimensional scar and heterogeneous tissue information in ischemic cardiomyopathy patients. In both applications, the results of this thesis are currently in use in the clinical and research centers with which the author collaborated during his work. An imple¬mentation of the fusion method has also been made freely available to the scientific community. Finally, an international patent application has been filed covering the visualization method developed for the Magnetic Resonance Imaging application.

Wavelet analysis of MODIS time series to detect expansion and intensification of row-crop agriculture in Brazil

Since 2000, the southwestern Brazilian Amazon has undergone a rapid transformation from natural vegetation and pastures to row-crop agricultural with the potential to affect regional biogeochemistry. The goals of this research are to assess wavelet algorithms applied to MODIS time series to determine expansion of row-crops and intensification of the number of crops grown. MODIS provides data from February 2000 to present, a period of agricultural expansion and intensification in the southwestern Brazilian Amazon. We have selected a study area near Comodoro, Mato Grosso because of the rapid growth of row-crop agriculture and availability of ground truth data of agricultural land-use history. We used a 90% power wavelet transform to create a wavelet-smoothed time series for five years of MODIS EVI data. From this wavelet-smoothed time series we determine characteristic phenology of single and double crops. We estimate that over 3200 km(2) were converted from native vegetation and pasture to row-crop agriculture from 2000 to 2005 in our study area encompassing 40,000 km(2). We observe an increase of 2000 km(2) of agricultural intensification, where areas of single crops were converted to double crops during the study period. (C) 2007 Elsevier Inc. All rights reserved.

Power quality analysis applying a hybrid methodology with wavelet transforms and neural networks

A hybrid system to automatically detect, locate and classify disturbances affecting power quality in an electrical power system is presented in this paper. The disturbances characterized are events from an actual power distribution system simulated by the ATP (Alternative Transients Program) software. The hybrid approach introduced consists of two stages. In the first stage, the wavelet transform (WT) is used to detect disturbances in the system and to locate the time of their occurrence. When such an event is flagged, the second stage is triggered and various artificial neural networks (ANNs) are applied to classify the data measured during the disturbance(s). A computational logic using WTs and ANNs together with a graphical user interface (GU) between the algorithm and its end user is then implemented. The results obtained so far are promising and suggest that this approach could lead to a useful application in an actual distribution system. (C) 2009 Elsevier Ltd. All rights reserved.

Classification of normal swallowing and oropharyngeal dysphagia using wavelet

Oropharyngeal dysphagia is characterized by any alteration in swallowing dynamics which may lead to malnutrition and aspiration pneumonia. Early diagnosis is crucial for the prognosis of patients with dysphagia, and the best method for swallowing dynamics assessment is swallowing videofluoroscopy, an exam performed with X-rays. Because it exposes patients to radiation, videofluoroscopy should not be performed frequently nor should it be prolonged. This study presents a non-invasive method for the pre-diagnosis of dysphagia based on the analysis of the swallowing acoustics, where the discrete wavelet transform plays an important role to increase sensitivity and specificity in the identification of dysphagic patients. (C) 2008 Elsevier Inc. All rights reserved.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

A wavelet visible difference predictor

In this paper, we describe a model of the human visual system (HVS) based on the wavelet transform. This model is largely based on a previously proposed model, but has a number of modifications that make it more amenable to potential integration into a wavelet based image compression scheme. These modifications include the use of a separable wavelet transform instead of the cortex transform, the application of a wavelet contrast sensitivity function (CSP), and a simplified definition of subband contrast that allows us to predict noise visibility directly from wavelet coefficients. Initially, we outline the luminance, frequency, and masking sensitivities of the HVS and discuss how these can be incorporated into the wavelet transform. We then outline a number of limitations of the wavelet transform as a model of the HVS, namely the lack of translational invariance and poor orientation sensitivity. In order to investigate the efficacy of this wavelet based model, a wavelet visible difference predictor (WVDP) is described. The WVDP is then used to predict visible differences between an original and compressed (or noisy) image. Results are presented to emphasize the limitations of commonly used measures of image quality and to demonstrate the performance of the WVDP, The paper concludes with suggestions on bow the WVDP can be used to determine a visually optimal quantization strategy for wavelet coefficients and produce a quantitative measure of image quality.

A new wavelet-based adaptive method for solving population balance equations

A new wavelet-based adaptive framework for solving population balance equations (PBEs) is proposed in this work. The technique is general, powerful and efficient without the need for prior assumptions about the characteristics of the processes. Because there are steeply varying number densities across a size range, a new strategy is developed to select the optimal order of resolution and the collocation points based on an interpolating wavelet transform (IWT). The proposed technique has been tested for size-independent agglomeration, agglomeration with a linear summation kernel and agglomeration with a nonlinear kernel. In all cases, the predicted and analytical particle size distributions (PSDs) are in excellent agreement. Further work on the solution of the general population balance equations with nucleation, growth and agglomeration and the solution of steady-state population balance equations will be presented in this framework. (C) 2002 Elsevier Science B.V. All rights reserved.

Hybrid Wavelet-PSO-ANFIS Approach for Short-Term Electricity Prices Forecasting

A novel hybrid approach, combining wavelet transform, particle swarm optimization, and adaptive-network-based fuzzy inference system, is proposed in this paper for short-term electricity prices forecasting in a competitive market. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications. Finally, conclusions are duly drawn.

Comparative analysis of time-frequency methods estimating the time-varying microstructure of sleep EEG spindles

Proceedings of the Information Technology Applications in Biomedicine, Ioannina - Epirus, Greece, October 26-28, 2006