EnvironmentalWaveletTool: Continuous and discrete wavelet analysis and filtering for environmental time series

A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of several environmental time series, particularly focused on the analyses of cave monitoring data. The continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform have been implemented to provide a fast and precise time–period examination of the time series at different period bands. Moreover, statistic methods to examine the relation between two signals have been included. Finally, the entropy of curves and splines based methods have also been developed for segmenting and modeling the analyzed time series. All these methods together provide a user-friendly and fast program for the environmental signal analysis, with useful, practical and understandable results.

The relationship between the auditory brain-stem response and its reconstructed waveforms following discrete wavelet transformation

Objective: To examine the relationship between the auditory brain-stem response (ABR) and its reconstructed waveforms following discrete wavelet transformation (DWT), and to comment on the resulting implications for ABR DWT time-frequency analysis. Methods: ABR waveforms were recorded from 120 normal hearing subjects at 90, 70, 50, 30, 10 and 0 dBnHL, decomposed using a 6 level discrete wavelet transformation (DWT), and reconstructed at individual wavelet scales (frequency ranges) A6, D6, D5 and D4. These waveforms were then compared for general correlations, and for patterns of change due to stimulus level, and subject age, gender and test ear. Results: The reconstructed ABR DWT waveforms showed 3 primary components: a large-amplitude waveform in the low-frequency A6 scale (0-266.6 Hz) with its single peak corresponding in latency with ABR waves III and V; a mid-amplitude waveform in the mid-frequency D6 scale (266.6-533.3 Hz) with its first 5 waves corresponding in latency to ABR waves 1, 111, V, VI and VII; and a small-amplitude, multiple-peaked waveform in the high-frequency D5 scale (533.3-1066.6 Hz) with its first 7 waves corresponding in latency to ABR waves 1, 11, 111, IV, V, VI and VII. Comparisons between ABR waves 1, 111 and V and their corresponding reconstructed ABR DWT waves showed strong correlations and similar, reliable, and statistically robust changes due to stimulus level and subject age, gender and test ear groupings. Limiting these findings, however, was the unexplained absence of a small number (2%, or 117/6720) of reconstructed ABR DWT waves, despite their corresponding ABR waves being present. Conclusions: Reconstructed ABR DWT waveforms can be used as valid time-frequency representations of the normal ABR, but with some limitations. In particular, the unexplained absence of a small number of reconstructed ABR DWT waves in some subjects, probably resulting from 'shift invariance' inherent to the DWT process, needs to be addressed. Significance: This is the first report of the relationship between the ABR and its reconstructed ABR DWT waveforms in a large normative sample. (C) 2004 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Short-term electricity price forecasting using wavelet and SVM techniques

In deregulated electricity market, modeling and forecasting the spot price present a number of challenges. By applying wavelet and support vector machine techniques, a new time series model for short term electricity price forecasting has been developed in this paper. The model employs both historical price and other important information, such as load capacity and weather (temperature), to forecast the price of one or more time steps ahead. The developed model has been evaluated with the actual data from Australian National Electricity Market. The simulation results demonstrated that the forecast model is capable of forecasting the electricity price with a reasonable forecasting accuracy.

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.

A generative probabilistic oriented wavelet model for texture segmentation

This Letter addresses image segmentation via a generative model approach. A Bayesian network (BNT) in the space of dyadic wavelet transform coefficients is introduced to model texture images. The model is similar to a Hidden Markov model (HMM), but with non-stationary transitive conditional probability distributions. It is composed of discrete hidden variables and observable Gaussian outputs for wavelet coefficients. In particular, the Gabor wavelet transform is considered. The introduced model is compared with the simplest joint Gaussian probabilistic model for Gabor wavelet coefficients for several textures from the Brodatz album [1]. The comparison is based on cross-validation and includes probabilistic model ensembles instead of single models. In addition, the robustness of the models to cope with additive Gaussian noise is investigated. We further study the feasibility of the introduced generative model for image segmentation in the novelty detection framework [2]. Two examples are considered: (i) sea surface pollution detection from intensity images and (ii) image segmentation of the still images with varying illumination across the scene.

Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

From cardinal spline wavelet bases to highly coherent dictionaries

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.

The detection of p-waves in ambulatory ECG recordings by the use of wavelet transforms

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Rotation invariant iris feature extraction using Gaussian Markov random fields with non-separable wavelet

Rotation invariance is important for an iris recognition system since changes of head orientation and binocular vergence may cause eye rotation. The conventional methods of iris recognition cannot achieve true rotation invariance. They only achieve approximate rotation invariance by rotating the feature vector before matching or unwrapping the iris ring at different initial angles. In these methods, the complexity of the method is increased, and when the rotation scale is beyond the certain scope, the error rates of these methods may substantially increase. In order to solve this problem, a new rotation invariant approach for iris feature extraction based on the non-separable wavelet is proposed in this paper. Firstly, a bank of non-separable orthogonal wavelet filters is used to capture characteristics of the iris. Secondly, a method of Markov random fields is used to capture rotation invariant iris feature. Finally, two-class kernel Fisher classifiers are adopted for classification. Experimental results on public iris databases show that the proposed approach has a low error rate and achieves true rotation invariance. © 2010.