Estudos de imagens provenientes de membranas de borracha natural com aditivos metálicos utilizando técnicas de Fourier, Gabor e Wavelets

Pós-graduação em Ciência e Tecnologia de Materiais - FC

Real-Time implementation of a blind authentication method using self-synchronous speech watermarking

A blind speech watermarking scheme that meets hard real-time deadlines is presented and implemented. In addition, one of the key issues in these block-oriented watermarking techniques is to preserve the synchronization. Namely, to recover the exact position of each block in the mark extract process. In fact, the presented scheme can be split up into two distinguished parts, the synchronization and the information mark methods. The former is embedded into the time domain and it is fast enough to be run meeting real-time requirements. The latter contains the authentication information and it is embedded into the wavelet domain. The synchronization and information mark techniques are both tunable in order to allow a con gurable method. Thus, capacity, transparency and robustness can be con gured depending on the needs. It makes the scheme useful for professional applications, such telephony authentication or even sending information throw radio applications.

Technisch quantitative Investmentstrategien

Spätestens seit der Formulierung der modernen Portfoliotheorie durch Harry Markowitz (1952) wird den aktiven Portfoliomanagementstrategien besondere Aufmerksamkeit in Wissenschaft und Anlagepraxis gewidmet. Diese Arbeit ist im Schnittstellenbereich zwischen neoklassischer Kapitalmarkttheorie und technischer Analyse angesiedelt. Es wird untersucht, inwieweit eine passive Buy&Hold-Strategie, die als einzige im Einklang mit der Effizienzmarkthypothese nach Fama (1970) steht, durch Verwendung von aktiven Strategien geschlagen werden kann. Der Autor präsentiert einen Wavelet-basierten Ansatz für die Analyse der Finanzzeitreihen. Die Wavelet-Transformation wird als ein mathematisches Datenaufbereitungstool herangezogen und ermöglicht eine Multiskalendarstellung einer Datenreihe, durch das Aufspalten dieser in eine Approximationszeitreihe und eine Detailszeitreihe, ohne dass dadurch Informationen verloren gehen. Diese Arbeit beschränkt sich auf die Verwendung der Daubechies Wavelets. Die Multiskalendarstellung dient als Grundlage für die Entwicklung von zwei technischen Indikatoren. Der Wavelet Stochastik Indikator greift auf die Idee des bekannten Stochastik-Indikators zurück und verwendet nicht mehr die Kurszeitreihe, sondern die Approximationszeitreihe als Input. Eine auf diesem Indikator basierende Investmentstrategie wird umfangreicher Sensitivitätsanalyse unterworfen, die aufzeigt, dass eine Buy&Hold-Strategie durchaus outperformt werden kann. Die Idee des Momentum-Indikators wird durch den Wavelet Momentum Indikator aufgegriffen, welcher die Detailszeitreihen als Input heranzieht. Im Rahmen der Sensitivitätsanalyse einer Wavelet Momentum Strategie wird jedoch die Buy&Hold -Strategie nicht immer geschlagen. Ein Wavelet-basiertes Prognosemodell verwendet ähnlich wie die technischen Indikatoren die Multiskalendarstellung. Die Approximationszeitreihen werden dabei durch das Polynom 2. Grades und die Detailszeitreihen durch die Verwendung der Sinusregression extrapoliert. Die anschließende Aggregation der extrapolierten Zeitreihen führt zu prognostizierten Wertpapierkursen. Kombinierte Handelsstrategien zeigen auf, wie Wavelet Stochastik Indikator, Wavelet Momentum Indikator und das Wavelet-basierte Prognosemodell miteinander verknüpft werden können. Durch die Verknüpfung einzelner Strategien gelingt es, die Buy&Hold-Strategie zu schlagen. Der letzte Abschnitt der Arbeit beschäftigt sich mit der Modellierung von Handelssystem-portfolios. Angestrebt wird eine gleichzeitige Diversifikation zwischen Anlagen und Strategien, die einer ständigen Optimierung unterworfen wird. Dieses Verfahren wird als ein systematischer, an bestimmte Optimierungskriterien gebundener Investmentprozess verstanden, mit welchem es gelingt, eine passive Buy&Hold-Strategie zu outperformen. Die Arbeit stellt eine systematische Verknüpfung zwischen der diskreten Wavelet Transformation und technisch quantitativen Investmentstrategien her. Es werden auch die Problemfelder der durchaus viel versprechenden Verwendung der Wavelet Transformation im Rahmen der technischen Analyse beleuchtet.

Remoção de ruídos sísmicos utilizando transformada de wavelet 1D e 2D com software em desenvolvimento

In the Hydrocarbon exploration activities, the great enigma is the location of the deposits. Great efforts are undertaken in an attempt to better identify them, locate them and at the same time, enhance cost-effectiveness relationship of extraction of oil. Seismic methods are the most widely used because they are indirect, i.e., probing the subsurface layers without invading them. Seismogram is the representation of the Earth s interior and its structures through a conveniently disposed arrangement of the data obtained by seismic reflection. A major problem in this representation is the intensity and variety of present noise in the seismogram, as the surface bearing noise that contaminates the relevant signals, and may mask the desired information, brought by waves scattered in deeper regions of the geological layers. It was developed a tool to suppress these noises based on wavelet transform 1D and 2D. The Java language program makes the separation of seismic images considering the directions (horizontal, vertical, mixed or local) and bands of wavelengths that form these images, using the Daubechies Wavelets, Auto-resolution and Tensor Product of wavelet bases. Besides, it was developed the option in a single image, using the tensor product of two-dimensional wavelets or one-wavelet tensor product by identities. In the latter case, we have the wavelet decomposition in a two dimensional signal in a single direction. This decomposition has allowed to lengthen a certain direction the two-dimensional Wavelets, correcting the effects of scales by applying Auto-resolutions. In other words, it has been improved the treatment of a seismic image using 1D wavelet and 2D wavelet at different stages of Auto-resolution. It was also implemented improvements in the display of images associated with breakdowns in each Auto-resolution, facilitating the choices of images with the signals of interest for image reconstruction without noise. The program was tested with real data and the results were good

Remoção de ruídos sísmicos utilizando transformada de wavelet 1D e 2D com software em desenvolvimento

In the Hydrocarbon exploration activities, the great enigma is the location of the deposits. Great efforts are undertaken in an attempt to better identify them, locate them and at the same time, enhance cost-effectiveness relationship of extraction of oil. Seismic methods are the most widely used because they are indirect, i.e., probing the subsurface layers without invading them. Seismogram is the representation of the Earth s interior and its structures through a conveniently disposed arrangement of the data obtained by seismic reflection. A major problem in this representation is the intensity and variety of present noise in the seismogram, as the surface bearing noise that contaminates the relevant signals, and may mask the desired information, brought by waves scattered in deeper regions of the geological layers. It was developed a tool to suppress these noises based on wavelet transform 1D and 2D. The Java language program makes the separation of seismic images considering the directions (horizontal, vertical, mixed or local) and bands of wavelengths that form these images, using the Daubechies Wavelets, Auto-resolution and Tensor Product of wavelet bases. Besides, it was developed the option in a single image, using the tensor product of two-dimensional wavelets or one-wavelet tensor product by identities. In the latter case, we have the wavelet decomposition in a two dimensional signal in a single direction. This decomposition has allowed to lengthen a certain direction the two-dimensional Wavelets, correcting the effects of scales by applying Auto-resolutions. In other words, it has been improved the treatment of a seismic image using 1D wavelet and 2D wavelet at different stages of Auto-resolution. It was also implemented improvements in the display of images associated with breakdowns in each Auto-resolution, facilitating the choices of images with the signals of interest for image reconstruction without noise. The program was tested with real data and the results were good

Wavelets and the generalization of the variogram

The experimental variogram computed in the usual way by the method of moments and the Haar wavelet transform are similar in that they filter data and yield informative summaries that may be interpreted. The variogram filters out constant values; wavelets can filter variation at several spatial scales and thereby provide a richer repertoire for analysis and demand no assumptions other than that of finite variance. This paper compares the two functions, identifying that part of the Haar wavelet transform that gives it its advantages. It goes on to show that the generalized variogram of order k=1, 2, and 3 filters linear, quadratic, and cubic polynomials from the data, respectively, which correspond with more complex wavelets in Daubechies's family. The additional filter coefficients of the latter can reveal features of the data that are not evident in its usual form. Three examples in which data recorded at regular intervals on transects are analyzed illustrate the extended form of the variogram. The apparent periodicity of gilgais in Australia seems to be accentuated as filter coefficients are added, but otherwise the analysis provides no new insight. Analysis of hyerpsectral data with a strong linear trend showed that the wavelet-based variograms filtered it out. Adding filter coefficients in the analysis of the topsoil across the Jurassic scarplands of England changed the upper bound of the variogram; it then resembled the within-class variogram computed by the method of moments. To elucidate these results, we simulated several series of data to represent a random process with values fluctuating about a mean, data with long-range linear trend, data with local trend, and data with stepped transitions. The results suggest that the wavelet variogram can filter out the effects of long-range trend, but not local trend, and of transitions from one class to another, as across boundaries.

Wavelets and decision trees for target detection over sea surface using cosmo-skymed SAR data

We are investigating the combination of wavelets and decision trees to detect ships and other maritime surveillance targets from medium resolution SAR images. Wavelets have inherent advantages to extract image descriptors while decision trees are able to handle different data sources. In addition, our work aims to consider oceanic features such as ship wakes and ocean spills. In this incipient work, Haar and Cohen-Daubechies-Feauveau 9/7 wavelets obtain detailed descriptors from targets and ocean features and are inserted with other statistical parameters and wavelets into an oblique decision tree. © 2011 Springer-Verlag.

Análise de bulhas cardíacas usando wavelets visando auxiliar no diagnóstico médico

Pós-graduação em Engenharia Elétrica - FEIS

Wavelets And Adaptive Grids For The Discontinuous Galerkin Method

In this paper, space adaptivity is introduced to control the error in the numerical solution of hyperbolic systems of conservation laws. The reference numerical scheme is a new version of the discontinuous Galerkin method, which uses an implicit diffusive term in the direction of the streamlines, for stability purposes. The decision whether to refine or to unrefine the grid in a certain location is taken according to the magnitude of wavelet coefficients, which are indicators of local smoothness of the numerical solution. Numerical solutions of the nonlinear Euler equations illustrate the efficiency of the method. © Springer 2005.

Analysis of stock market indices with multidimensional scaling and wavelets

Stock market indices SMIs are important measures of financial and economical performance. Considerable research efforts during the last years demonstrated that these signals have a chaotic nature and require sophisticated mathematical tools for analyzing their characteristics. Classical methods, such as the Fourier transform, reveal considerable limitations in discriminating different periods of time. This paper studies the dynamics of SMI by combining the wavelet transform and the multidimensional scaling MDS . Six continuous wavelets are tested for analyzing the information content of the stock signals. In a first phase, the real Shannon wavelet is adopted for performing the evaluation of the SMI dynamics, while their comparison is visualized by means of the MDS. In a second phase, the other wavelets are also tested, and the corresponding MDS plots are analyzed.

Classificação automática do sono: Contribuição utilizando distância de Itakura-Saito e Wavelets

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

ECG wave detector and delineation with wavelets

Proceedings of the International Conference on Computational Intelligence in Medicine Healthcare, CIMED 2005, Costa da Caparica, June 29 - July 1, 2005

Alterações da Actividade Autonómica Durante o Teste de Inclinação em Doentes com Fibrilhação Auricular Paroxística: Análise com Wavelets

The autonomic nervous system (ANS) is known to be an important modulator in the pathogenesis of paroxysmal atrial fibrillation (PAF). Changes in ANS control of heart rate variability (HRV) occur during orthostatism to maintain cardiovascular homeostasis. Wavelet transform has emerged as a useful tool that provides time-frequency decomposition of the signal under investigation, enabling intermittent components of transient phenomena to be analyzed. AIM: To study HRV during head-up tilt (HUT) with wavelet transform analysis in PAF patients and healthy individuals (normals). METHODS: Twenty-one patients with PAF (8 men; age 58 +/- 14 yrs) were examined and compared with 21 normals (7 men, age 48 +/- 12 yrs). After a supine resting period, all subjects underwent passive HUT (60 degrees) while in sinus rhythm. Continuous monitoring of ECG and blood pressure was carried out (Task Force Monitor, CNSystems). Acute changes in RR-intervals were assessed by wavelet analysis and low-frequency power (LF: 0.04-0.15 Hz), high-frequency power (HF: 0.15-0.60 Hz) and LF/HF (sympathovagal) were calculated for 1) the last 2 min of the supine period; 2) the 15 sec of tilting movement (TM); and 3) the 1st (TT1) and 2nd (TT2) min of HUT. Data are expressed as means +/- SEM. RESULTS: Baseline and HUT RR-intervals were similar for the two groups. Supine basal blood pressure was also similar for the two groups, with a sustained increase in PAF patients, and a decrease followed by an increase and then recovery in normals. Basal LF, HF and LF/ HF values in PAF patients were 632 +/- 162 ms2, 534 +/- 231 ms2 and 1.95 +/- 0.39 respectively, and 1058 +/- 223 ms2, 789 +/- 244 ms2 and 2.4 +/- 0.36 respectively in normals (p = NS). During TM, LF, HF and LF/HF values for PAF patients were 747 +/- 277 ms2, 387 +/- 94 ms2 and 2.9 +/- 0.6 respectively, and 1316 +/- 315 ms2, 698 +/- 148 ms2 and 2.8 +/- 0.6 respectively in normals (p < 0.05 for LF and HF). During TF1, LF, HF and LF/ HF values for PAF patients were 1243 +/- 432 ms2, 302 +/- 88 ms2 and 7.7 +/- 2.4 respectively, and 1992 +/- 398 ms2, 333 +/- 76 ms2 and 7.8 +/- 0.98 respectively for normals (p < 0.05 for LF). During TF2, LF, HF and LF/HF values for PAF patients were 871 +/- 256 ms2, 242 +/- 51 ms2 and 4.7 +/- 0.9 respectively, and 1263 +/- 335 ms2, 317 +/- 108 ms2 and 8.6 +/- 0.68 respectively for normals (p < 0.05 for LF/HF). The dynamic profile of HRV showed that LF and HF values in PAF patients did not change significantly during TM or TT2, and LF/HF did not change during TM but increased in TT1 and TT2. CONCLUSION: Patients with PAF present alterations in HRV during orthostatism, with decreased LF and HF power during TM, without significant variations during the first minutes of HUT. These findings suggest that wavelet transform analysis may provide new insights when assessing autonomic heart regulation and highlight the presence of ANS disturbances in PAF.

Análise espectral com wavelets do ECoG em crises epilépticas

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Previsão de consumo de energia de curto-prazo (dia seguinte) com recurso a wavelets

A actividade de produção de energia eléctrica, bem como o seu transporte e distri-buição até aos consumidores finais iniciou-se no final do século XIX e, desde essa altura, o sector tem conhecido muitas transformações aos mais variados níveis. Mais recentemente, nas últimas décadas, o sector eléctrico tem enfrentado muitos desafios que têm contribuí-do bastante para o seu desenvolvimento e inovação. A previsão de consumos de energia eléctrica é tradicionalmente importante para o equilíbrio entre a oferta e a procura, bem como para uma rigorosa gestão e planeamento das redes eléctricas de transporte e distribuição. A sua importância é ainda reforçada, ac-tualmente, com a liberalização dos mercados energéticos, na medida que os comercializa-dores pretendem dispor de ferramentas que lhes permita estimar com precisão a curva de procura agregada de consumidores com quem contratualizam. Os sistemas de previsão de carga podem ser classificados de acordo com o horizonte temporal, sendo regularmente divididos em três categorias: previsão a longo prazo; pre-visão a médio prazo; previsão a curto prazo. Neste trabalho de dissertação, pretende-se desenvolver um sistema de previsão de consumo de energia para o dia seguinte (hora a hora) com o recurso a Wavelets, capaz de apresentar o consumo associado a cada período horário ao longo do dia. Para tal, foram desenvolvidos dois métodos que diferem entre si na forma como o conceito de Wavelets é aplicado na decomposição dos dados.