942 resultados para wavelet analysis


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Multispectral analysis is a promising approach in tissue classification and abnormality detection from Magnetic Resonance (MR) images. But instability in accuracy and reproducibility of the classification results from conventional techniques keeps it far from clinical applications. Recent studies proposed Independent Component Analysis (ICA) as an effective method for source signals separation from multispectral MR data. However, it often fails to extract the local features like small abnormalities, especially from dependent real data. A multisignal wavelet analysis prior to ICA is proposed in this work to resolve these issues. Best de-correlated detail coefficients are combined with input images to give better classification results. Performance improvement of the proposed method over conventional ICA is effectively demonstrated by segmentation and classification using k-means clustering. Experimental results from synthetic and real data strongly confirm the positive effect of the new method with an improved Tanimoto index/Sensitivity values, 0.884/93.605, for reproduced small white matter lesions

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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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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Subtle structural differencescan be observed in the islets of Langer-hans region of microscopic image of pancreas cell of the rats having normal glucose tolerance and the rats having pre-diabetic(glucose intolerant)situa-tions. This paper proposes a way to automatically segment the islets of Langer-hans region fromthe histological image of rat's pancreas cell and on the basis of some morphological feature extracted from the segmented region the images are classified as normal and pre-diabetic.The experiment is done on a set of 134 images of which 56 are of normal type and the rests 78 are of pre-diabetictype. The work has two stages: primarily,segmentationof theregion of interest (roi)i.e. islets of Langerhansfrom the pancreatic cell and secondly, the extrac-tion of the morphological featuresfrom the region of interest for classification. Wavelet analysis and connected component analysis method have been used for automatic segmentationof the images. A few classifiers like OneRule, Naïve Bayes, MLP, J48 Tree, SVM etc.are used for evaluation among which MLP performed the best.

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In this paper, a model for composite beam with embedded de-lamination is developed using the wavelet based spectral finite element (WSFE) method particularly for damage detection using wave propagation analysis. The simulated responses are used as surrogate experimental results for the inverse problem of detection of damage using wavelet filtering. The WSFE technique is very similar to the fast fourier transform (FFT) based spectral finite element (FSFE) except that it uses compactly supported Daubechies scaling function approximation in time. Unlike FSFE formulation with periodicity assumption, the wavelet-based method allows imposition of initial values and thus is free from wrap around problems. This helps in analysis of finite length undamped structures, where the FSFE method fails to simulate accurate response. First, numerical experiments are performed to study the effect of de-lamination on the wave propagation characteristics. The responses are simulated for different de-lamination configurations for both broad-band and narrow-band excitations. Next, simulated responses are used for damage detection using wavelet analysis.

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The ability of the continuous wavelet transform (CWT) to provide good time and frequency localization has made it a popular tool in time-frequency analysis of signals. Wavelets exhibit constant-Q property, which is also possessed by the basilar membrane filters in the peripheral auditory system. The basilar membrane filters or auditory filters are often modeled by a Gammatone function, which provides a good approximation to experimentally determined responses. The filterbank derived from these filters is referred to as a Gammatone filterbank. In general, wavelet analysis can be likened to a filterbank analysis and hence the interesting link between standard wavelet analysis and Gammatone filterbank. However, the Gammatone function does not exactly qualify as a wavelet because its time average is not zero. We show how bona fide wavelets can be constructed out of Gammatone functions. We analyze properties such as admissibility, time-bandwidth product, vanishing moments, which are particularly relevant in the context of wavelets. We also show how the proposed auditory wavelets are produced as the impulse response of a linear, shift-invariant system governed by a linear differential equation with constant coefficients. We propose analog circuit implementations of the proposed CWT. We also show how the Gammatone-derived wavelets can be used for singularity detection and time-frequency analysis of transient signals. (C) 2013 Elsevier B.V. All rights reserved.

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In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are two different concepts even when wavelet analysis is used. It is known that statistics based on nonstationary integrated variables have non-standard asymptotic distributions. However, wavelet analysis offsets the integrating order of nonstationary series so that traditional asymptotics on stationary variables suffices to ascertain the statistical properties of wavelet-based statistics. Based on this, this note shows that wavelet correlations cannot be used as a test of cointegration.

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Seismic sensors are widely used to detect moving target in ground sensor networks. Footstep detection is very important for security surveillance and other applications. Because of non-stationary characteristic of seismic signal and complex environment conditions, footstep detection is a very challenging problem. A novel wavelet denoising method based on singular value decomposition is used to solve these problems. The signal-to-noise ratio (SNR) of raw footstep signal is greatly improved using this strategy. The feature extraction method is also discussed after denosing procedure. Comparing, with kurtosis statistic feature, the wavelet energy feature is more promising for seismic footstep detection, especially in a long distance surveillance.

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Wavelets introduce new classes of basis functions for time-frequency signal analysis and have properties particularly suited to the transient components and discontinuities evident in power system disturbances. Wavelet analysis involves representing signals in terms of simpler, fixed building blocks at different scales and positions. This paper examines the analysis and subsequent compression properties of the discrete wavelet and wavelet packet transforms and evaluates both transforms using an actual power system disturbance from a digital fault recorder. The paper presents comparative compression results using the wavelet and discrete cosine transforms and examines the application of wavelet compression in power monitoring to mitigate against data communications overheads.

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Eight thousand images of the solar corona were captured during the June 2001 total solar eclipse. New software for the alignment of the images and an automated technique for detecting intensity oscillations using multi-scale wavelet analysis were developed. Large areas of the images covered by the Moon and the upper corona were scanned for oscillations and the statistical properties of the atmospheric effects were determined. The a Trous wavelet transform was used for noise reduction and Monte Carlo analysis as a significance test of the detections. The effectiveness of those techniques is discussed in detail.

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A rapid design methodology for orthonormal wavelet transform cores has been developed. This methodology is based on a generic, scaleable architecture utilising time-interleaved coefficients for the wavelet transform filters. The architecture has been captured in VHDL and parameterised in terms of wavelet family, wavelet type, data word length and coefficient word length. The control circuit is embedded within the cores and allows them to be cascaded without any interface glue logic for any desired level of decomposition. Case studies for stand alone and cascaded silicon cores for single and multi-stage wavelet analysis respectively are reported. The design time to produce silicon layout of a wavelet based system has been reduced to typically less than a day. The cores are comparable in area and performance to handcrafted designs. The designs are portable across a range of foundries and are also applicable to FPGA and PLD implementations.

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In recent years, there has been a move towards the development of indirect structural health monitoring (SHM)techniques for bridges; the low-cost vibration-based method presented in this paper is such an approach. It consists of the use of a moving vehicle fitted with accelerometers on its axles and incorporates wavelet analysis and statistical pattern recognition. The aim of the approach is to both detect and locate damage in bridges while reducing the need for direct instrumentation of the bridge. In theoretical simulations, a simplified vehicle-bridge interaction model is used to investigate the effectiveness of the approach in detecting damage in a bridge from vehicle accelerations. For this purpose, the accelerations are processed using a continuous wavelet transform as when the axle passes over a damaged section, any discontinuity in the signal would affect the wavelet coefficients. Based on these coefficients, a damage indicator is formulated which can distinguish between different damage levels. However, it is found to be difficult to quantify damage of varying levels when the vehicle’s transverse position is varied between bridge crossings. In a real bridge field experiment, damage was applied artificially to a steel truss bridge to test the effectiveness of the indirect approach in practice; for this purpose a two-axle van was driven across the bridge at constant speed. Both bridge and vehicle acceleration measurements were recorded. The dynamic properties of the test vehicle were identified initially via free vibration tests. It was found that the resulting damage indicators for the bridge and vehicle showed similar patterns, however, it was difficult to distinguish between different artificial damage scenarios.

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Wavelet entropy assesses the degree of order or disorder in signals and presents this complex information in a simple metric. Relative wavelet entropy assesses the similarity between the spectral distributions of two signals, again in a simple metric. Wavelet entropy is therefore potentially a very attractive tool for waveform analysis. The ability of this method to track the effects of pharmacologic modulation of vascular function on Doppler blood velocity waveforms was assessed. Waveforms were captured from ophthalmic arteries of 10 healthy subjects at baseline, after the administration of glyceryl trinitrate (GTN) and after two doses of N(G)-nitro-L-arginine-methyl ester (L-NAME) to produce vasodilation and vasoconstriction, respectively. Wavelet entropy had a tendency to decrease from baseline in response to GTN, but significantly increased after the administration of L-NAME (mean: 1.60 ± 0.07 after 0.25 mg/kg and 1.72 ± 0.13 after 0.5 mg/kg vs. 1.50 ± 0.10 at baseline, p < 0.05). Relative wavelet entropy had a spectral distribution from increasing doses of L-NAME comparable to baseline, 0.07 ± 0.04 and 0.08 ± 0.03, respectively, whereas GTN had the most dissimilar spectral distribution compared with baseline (0.17 ± 0.08, p = 0.002). Wavelet entropy can detect subtle changes in Doppler blood velocity waveform structure in response to nitric-oxide-mediated changes in arteriolar smooth muscle tone.

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The characteristics of convectively-generated gravity waves during an episode of deep convection near the coast of Wales are examined in both high resolution mesoscale simulations [with the (UK) Met Oce Unified Model] and in observations from a Mesosphere-Stratosphere-Troposphere (MST) wind profiling Doppler radar. Deep convection reached the tropopause and generated vertically propagating, high frequency waves in the lower stratosphere that produced vertical velocity perturbations O(1 m/s). Wavelet analysis is applied in order to determine the characteristic periods and wavelengths of the waves. In both the simulations and observations, the wavelet spectra contain several distinct preferred scales indicated by multiple spectral peaks. The peaks are most pronounced in the horizontal spectra at several wavelengths less than 50 km. Although these peaks are most clear and of largest amplitude in the highest resolution simulations (with 1 km horizontal grid length), they are also evident in coarser simulations (with 4 km horizontal grid length). Peaks also exist in the vertical and temporal spectra (between approximately 2.5 and 4.5 km, and 10 to 30 minutes, respectively) with good agreement between simulation and observation. Two-dimensional (wavenumber-frequency) spectra demonstrate that each of the selected horizontal scales contains peaks at each of preferred temporal scales revealed by the one- dimensional spectra alone.