• Title/Summary/Keyword: Wavelet regression

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Prediction technique for system marginal price using wavelet transform (웨이브릿 변환을 이용한 발전시스템 한계원가 예측기법)

  • Kim, Chang-Il;Kim, Bong-Tae;Kim, Woo-Hyun;Yu, In-Keun
    • Proceedings of the KIEE Conference
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    • 1999.11b
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    • pp.210-212
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    • 1999
  • This paper proposes a novel wavelet transform based technique for prediction of System Marginal Price(SMP). In this paper, Daubechies D1(haar), D2, D4 wavelet transforms are adopted to predict SMP and the numerical results reveal that certain wavelet components can effectively be used to identify the SMP characteristics with relation to the system demand in electric power systems. The wavelet coefficients associated with certain frequency and time localisation are adjusted using the conventional multiple regression method and then reconstructed in order to predict the SMP on the next scheduling day through a five-scale synthesis technique. The outcome of the study clearly indicates that the proposed wavelet transform approach can be used as an attractive and effective means for the SMP forecasting.

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Seasonal load forecasting algorithm using wavelet transform analysis (웨이브릿 변환을 이용한 계절별 부하예측 알고리즘)

  • Kim, Chang-Il;Kim, Bong-Tae;Kim, Woo-Hyun;Yu, In-Keun
    • Proceedings of the KIEE Conference
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    • 1999.11b
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    • pp.242-244
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    • 1999
  • This paper proposes a novel wavelet transform based algorithm for the seasonal load forecasting. In this paper, Daubechies DB2, DB4 and DB10 wavelet transforms are adopted to predict the seasonal loads and the numerical results reveal that certain wavelet components can effectively be used to identify the load characteristics in electric power systems. The wavelet coefficients associated with certain frequency and time localization are adjusted using the conventional multiple regression method and then reconstructed. In order to forecast the final loads through a four-scale synthesis technique. The outcome of the study clearly indicates that the wavelet transform approach can be used as an attractive and effective means of the seasonal load forecasting.

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Applications of Discrete Wavelet Analysis for Predicting Internal Quality of Cherry Tomatoes using VIS/NIR Spectroscopy

  • Kim, Ghiseok;Kim, Dae-Yong;Kim, Geon Hee;Cho, Byoung-Kwan
    • Journal of Biosystems Engineering
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    • v.38 no.1
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    • pp.48-54
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    • 2013
  • Purpose: This study evaluated the feasibility of using a discrete wavelet transform (DWT) method as a preprocessing tool for visible/near-infrared spectroscopy (VIS/NIRS) with a spectroscopic transmittance dataset for predicting the internal quality of cherry tomatoes. Methods: VIS/NIRS was used to acquire transmittance spectrum data, to which a DWT was applied to generate new variables in the wavelet domain, which replaced the original spectral signal for subsequent partial least squares (PLS) regression analysis and prediction modeling. The DWT concept and its importance are described with emphasis on the properties that make the DWT a suitable transform for analyzing spectroscopic data. Results: The $R^2$ values and root mean squared errors (RMSEs) of calibration and prediction models for the firmness, sugar content, and titratable acidity of cherry tomatoes obtained by applying the DWT to a PLS regression with a set of spectra showed more enhanced results than those of each model obtained from raw data and mean normalization preprocessing through PLS regression. Conclusions: The developed DWT-incorporated PLS models using the db5 wavelet base and selected approximation coefficients indicate their feasibility as good preprocessing tools by improving the prediction of firmness and titratable acidity for cherry tomatoes with respect to $R^2$ values and RMSEs.

A novel Kohonen neural network and wavelet transform based approach to Industrial load forecasting for peak demand control (최대수요관리를 위한 코호넨 신경회로망과 웨이브릿 변환을 이용한 산업체 부하예측)

  • Kim, Chang-Il;Yu, In-Keun
    • Proceedings of the KIEE Conference
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    • 2000.07a
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    • pp.301-303
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    • 2000
  • This paper presents Kohonen neural network and wavelet transform analysis based technique for industrial peak load forecasting for the purpose of peak demand control. Firstly, one year of historical load data were sorted and clustered into several groups using Kohonen neural network and then wavelet transforms are adopted using the Biorthogonal mother wavelet in order to forecast the peak load of one hour ahead. The 5-level decomposition of the daily industrial load curve is implemented to consider the weather sensitive component of loads effectively. The wavelet coefficients associated with certain frequency and time localization is adjusted using the conventional multiple regression method and the components are reconstructed to predict the final loads through a six-scale synthesis technique.

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Short-term load forecasting using Kohonen neural network and wavelet transform (코호넨 신경회로망과 웨이브릿 변환을 이용한 단기부하예측)

  • Kim, Chang-Il;Kim, Bong-Tae;Kim, Woo-Hyun;Yu, In-Keun
    • Proceedings of the KIEE Conference
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    • 1999.11b
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    • pp.239-241
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    • 1999
  • This paper proposes a novel wavelet transform and Kohonen neural network based technique for short-time load forecasting of power systems. Firstly. Kohonen Self-organizing map(KSOM) is applied to classify the loads and then the Daubechies D2, D4 and D10 wavelet transforms are adopted in order to forecast the short-term loads. The wavelet coefficients associated with certain frequency and time localisation are adjusted using the conventional multiple regression method and then reconstructed in order to forecast the final loads through a four-scale synthesis technique. The outcome of the study clearly indicates that the proposed composite model of Kohonen neural network and wavelet transform approach can be used as an attractive and effective means for short-term load forecasting.

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Potential of regression models in projecting sea level variability due to climate change at Haldia Port, India

  • Roshni, Thendiyath;K., Md. Sajid;Samui, Pijush
    • Ocean Systems Engineering
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    • v.7 no.4
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    • pp.319-328
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    • 2017
  • Higher prediction efficacy is a very challenging task in any field of engineering. Due to global warming, there is a considerable increase in the global sea level. Through this work, an attempt has been made to find the sea level variability due to climate change impact at Haldia Port, India. Different statistical downscaling techniques are available and through this paper authors are intending to compare and illustrate the performances of three regression models. The models: Wavelet Neural Network (WNN), Minimax Probability Machine Regression (MPMR), Feed-Forward Neural Network (FFNN) are used for projecting the sea level variability due to climate change at Haldia Port, India. Model performance indices like PI, RMSE, NSE, MAPE, RSR etc were evaluated to get a clear picture on the model accuracy. All the indices are pointing towards the outperformance of WNN in projecting the sea level variability. The findings suggest a strong recommendation for ensembled models especially wavelet decomposed neural network to improve projecting efficiency in any time series modeling.

How to identify fake images? : Multiscale methods vs. Sherlock Holmes

  • Park, Minsu;Park, Minjeong;Kim, Donghoh;Lee, Hajeong;Oh, Hee-Seok
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.583-594
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    • 2021
  • In this paper, we propose wavelet-based procedures to identify the difference between images, including portraits and handwriting. The proposed methods are based on a novel combination of multiscale methods with a regularization technique. The multiscale method extracts the local characteristics of an image, and the distinct features are obtained through the regularized regression of the local characteristics. The regularized regression approach copes with the high-dimensional problem to build the relation between the local characteristics. Lytle and Yang (2006) introduced the detection method of forged handwriting via wavelets and summary statistics. We expand the scope of their method to the general image and significantly improve the results. We demonstrate the promising empirical evidence of the proposed method through various experiments.

Posterior Inference in Single-Index Models

  • Park, Chun-Gun;Yang, Wan-Yeon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.161-168
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    • 2004
  • A single-index model is useful in fields which employ multidimensional regression models. Many methods have been developed in parametric and nonparametric approaches. In this paper, posterior inference is considered and a wavelet series is thought of as a function approximated to a true function in the single-index model. The posterior inference needs a prior distribution for each parameter estimated. A prior distribution of each coefficient of the wavelet series is proposed as a hierarchical distribution. A direction $\beta$ is assumed with a unit vector and affects estimate of the true function. Because of the constraint of the direction, a transformation, a spherical polar coordinate $\theta$, of the direction is required. Since the posterior distribution of the direction is unknown, we apply a Metropolis-Hastings algorithm to generate random samples of the direction. Through a Monte Carlo simulation we investigate estimates of the true function and the direction.

A new method to detect cracks in plate-like structures with though-thickness cracks

  • Xiang, Jiawei;Nackenhorst, Udo;Wang, Yanxue;Jiang, Yongying;Gao, Haifeng;He, Yumin
    • Smart Structures and Systems
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    • v.14 no.3
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    • pp.397-418
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    • 2014
  • In this paper, a simple two-step method for structural vibration-based health monitoring for beam-like structures have been extended to plate-like structures with though-thickness cracks. Crack locations and severities of plate-like structures are detected using a hybrid approach. The interval wavelet transform is employed to extract crack singularity locations from mode shape and support vector regression (SVR) is applied to predict crack serviettes form crack severity detection database (the relationship of natural frequencies and crack serviettes) using several natural frequencies as inputs. Of particular interest is the natural frequencies estimation for cracked plate-like structures using Rayleigh quotient. Only the natural frequencies and mode shapes of intact structures are needed to calculate the natural frequencies of cracked plate-like structures using a simple formula. The crack severity detection database can be easily obtained with this formula. The hybrid method is investigated using numerical simulation and its validity of the usage of interval wavelet transform and SVR are addressed.

Efficient Noise Estimation for Speech Enhancement in Wavelet Packet Transform

  • Jung, Sung-Il;Yang, Sung-Il
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.4E
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    • pp.154-158
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    • 2006
  • In this paper, we suggest a noise estimation method for speech enhancement in nonstationary noisy environments. The proposed method consists of the following two main processes. First, in order to receive fewer affect of variable signals, a best fitting regression line is used, which is obtained by applying a least squares method to coefficient magnitudes in a node with a uniform wavelet packet transform. Next, in order to update the noise estimation efficiently, a differential forgetting factor and a correlation coefficient per subband are used, where subband is employed for applying the weighted value according to the change of signals. In particular, this method has the ability to update the noise estimation by using the estimated noise at the previous frame only, without utilizing the statistical information of long past frames and explicit nonspeech frames by voice activity detector. In objective assessments, it was observed that the performance of the proposed method was better than that of the compared (minima controlled recursive averaging, weighted average) methods. Furthermore, the method showed a reliable result even at low SNR.