• Journal of Korea Water Resources Association
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• v.52 no.8
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• pp.575-587
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• 2019

This study evaluated the effect of a mother wavelet in the wavelet analysis of various times series made by combining white noise and/or sine function. The result derived is also applied to short-memory arctic oscillation index (AOI) and long-memory southern oscillation index (SOI). This study, different from previous studies evaluating one or two mother wavelets, considers a total of four generally-used mother wavelets, Bump, Morlet, Paul, and Mexican Hat. Summarizing the results is as follows. First, the Bump mother wavelet is found to have some limitations to represent the unstationary behavior of the periodic components. Its application results are more or less the same as the spectrum analysis. On the other hand, the Morlet and Paul mother wavelets are found to represent the non-stationary behavior of the periodic components. Finally, the Mexican Hat mother wavelet is found to be too complicated to interpret. Additionally, it is also found that the application result of Paul mother wavelet can be inconsistent for some specific time series. As a result, the Morlet mother wavelet seems to be the most stable one for general applications, which is also assured by the recent trend that the Morlet mother wavelet is most frequently used in the wavelet analysis research.

• Journal of Korea Port Economic Association
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• v.37 no.2
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• pp.119-131
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• 2021

Energy is an essential element in economic activity and people's lives, an important resource used by various industries, and the financialization of commodity markets has led to the growing importance of crude oil turning into the same asset as other assets. Accordingly, studies analyzing the correlation between energy prices and investor sentiment explain that investor sentiment affects oil prices through economic factors and speculation. In this study, we wanted to analyze whether the impact of the most representative changes in oil prices affects investor decision making, affecting investor sentiment, and applying wavelet consistency analysis to determine how energy prices relate to investor sentiment. Studies show that policies should be focused on policy and market changes because energy prices differ by time scale and investment sentiment should be more influential in the long term than in the short term.

• Journal of Korean Society of Water and Wastewater
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• v.35 no.1
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• pp.15-25
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• 2021

In this study, a method of leakage detection was proposed to locate leak position for a reservoir pipeline valve system using wavelet coherence analysis for an injected pressure wave. An unsteady flow analyzer handled nonlinear valve maneuver and corresponding experimental result were compared. Time series of pressure head were analyzed through wavelet coherence analysis both for no leak and leak conditions. The leak information can be obtained through either time domain reflectometry or the difference in wavelet coherence level, which provide predictions in terms of leak location. The reconstructed pressure signal facilitates the identification of leak presence comparing with existing wavelet coherence analysis.

• Korean Journal of Cognitive Science
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• v.20 no.2
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• pp.155-181
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• 2009

Psychophysiologists are often interested in the EEG signals that accompany certain psychological events. When one is interested in a time series of event-related changes in EEG, one focuses on examining how the waveforms recorded at individual electrode sites vary over time across one or more experimental conditions. This is an analysis of event-related potentials (ERPs). In addition to such a classical EEG analysis in the time domain, the EEG measures can be investigated in the frequency domain. Moreover, it has been demonstrated that spectral analyses can often yield significant insight into the functional cognitive correlations of the signals. Therefore, this review paper tries to summarize essential concepts (e.g. phase-locking) and conventional methods (e.g. wavelet transformation) for understanding spectral analyses of brain oscillatory activity. Phase-coherence is also introduced in relation to functional connectivity of the brain.

• Journal of the Korean earth science society
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• v.36 no.7
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• pp.649-660
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• 2015

This study aimed at the correlation analysis of geomagnetic variations related to earthquakes which occurred in and around the Korean Peninsula from 2012 to 2014. The wavelet-based semblance technique was used to confirm the geomagnetic variations related to earthquakes. As a result, a pattern of consistent geomagnetic variations in total magnetic has been found from the earthquakes occurred within 100 km radius around the observation site. A similar correlation between earthquake location and Z-field geomagnetic data was also confirmed by the wavelet-based semblance analysis. We mainly used the high quality geomagnetic measurements from the Cheongyang Observatory and additionally used the data from the Bohyunsan Observatory in order to validate the correlation between earthquake and Z-field geomagnetic data.

• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.107-118
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• 2022

In this study, daily data from January 2002 to June 2022 were used to investigate the relationship between risk-return relationship and market fear, uncertainty, stock market, and maritime freight index for the crude oil market. For this study, the time varying EGARCH-M model was applied to the risk-return relationship, and the wavelet consistency model was used to analyze the relationship between market fear, uncertainty, stock market, and maritime freight index. The analysis results of this study are as follows. First, according to the results of the time-varying risk-return relationship, the crude oil market was found to be related to high returns and high risks. Second, the results of correlation and Granger causality test, it was found that there was a weak correlation between the risk-return relationship and VIX, EPU, S&P500, and BDI. In addition, it was found that there was no two-way causal relationship in the risk-return relationship with EPU and S&P500, but VIX and BDI were found to affect the risk-return relationship. Third, looking at the results of wavelet coherence, it was found that the degree of the risk-return relationship and the relationship between VIX, EPU, S&P500, and BDI was time-varying. In particular, it was found that the relationship between each other was high before and after the crisis period (financial crisis, COVID-19). And it was found to be highly associated with organs. In addition, the risk-return relationship was found to have a positive relationship with VIX and EPU, and a negative relationship with S&P500 and BDI. Therefore, market participants should be well aware of economic environmental changes when making decisions.

• Journal of Korea Society of Industrial Information Systems
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• v.20 no.3
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• pp.61-69
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• 2015

This study presents a probabilistic knowledge discovery method to interpret heart rate variability (HRV) based on time and frequency domain indexes, extracted using discrete wavelet transform. The knowledge induction algorithm was composed of two phases: rule generation and rule estimation. Firstly, a rule generation converts numerical attributes to intervals using ROC curve analysis and constructs a reduced ruleset by comparing consistency degree between attribute-value pairs with different decision values. Then, we estimated three measures such as rule support, confidence, and coverage to a probabilistic interpretation for each rule. To show the effectiveness of proposed model, we evaluated the statistical discriminant power of five rules (3 for atrial fibrillation, 1 for normal sinus rhythm, and 1 for both atrial fibrillation and normal sinus rhythm) generated using a data (n=58) collected from 1 channel wireless holter electrocardiogram (ECG), i.e., HeartCall$^{(R)}$, U-Heart Inc. The experimental result showed the performance of approximately 0.93 (93%) in terms of accuracy, sensitivity, specificity, and AUC measures, respectively.

• Journal of Digital Convergence
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• v.10 no.6
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• pp.297-302
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• 2012

In this paper, we present a object detection and tracking method based on image context analysis. It is robust from the image variations such as complicated background, dynamic movement of the object. Image context analysis is carried out using the hybrid network of k-means and RBF. The proposed object detection employs context-driven adaptive Bayesian framework to relive the effect due to uneven object images. The proposed method used feature vector generator using 2D Haar wavelet transform and the Bayesian discriminant method in order to enhance the speed of learning. The system took less time to learn, and learning in a wide variety of data showed consistent results. After we developed the proposed method was applied to real-world environment. As a result, in the case of the object to detect pass outside expected area or other changes in the uncertain reaction showed that stable. The experimental results show that the proposed approach can achieve superior performance using various data sets to previously methods.

• The Journal of the Acoustical Society of Korea
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• v.23 no.1
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• pp.8-16
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• 2004

An inversion method is presented for the determination of the compressional wave speed, compressional wave attenuation, thickness of the sediment layer and density as a function of depth for a horizontally stratified ocean bottom. An experiment for estimating those properties was conducted in the shallow water of South Sea in Korea. In the experiment, a light bulb implosion and the propagating sound were measured using a VLA (vertical line array). As a method for estimating the geoacoustic properties, a coherent broadband matched field processing combined with Genetic Algorithm was employed. When a time-dependent signal is very short, the Fourier transform results are not accurate, since the frequency components are not locatable in time and the windowed Fourier transform is limited by the length of the window. However, it is possible to do this using the wavelet transform a transform that yields a time-frequency representation of a signal. In this study, this transform is used to identify and extract the acoustic components from multipath time series. The inversion is formulated as an optimization problem which maximizes the cost function defined as a normalized correlation between the measured and modeled signals in the wavelet transform coefficient vector. The experiments and procedures for deploying the light bulbs and the coherent broadband inversion method are described, and the estimated geoacoustic profile in the vicinity of the VLA site is presented.