• Wind and Structures
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• v.20 no.5
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• pp.661-682
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• 2015

This study investigates the use of time-frequency coherence analysis for detecting and evaluating coherent "structures" of surface pressures and wind turbulence components, simultaneously on the time-frequency plane. The continuous wavelet transform-based coherence is employed in this time-frequency examination since it enables multi-resolution analysis of non-stationary signals. The wavelet coherence quantity is used to identify highly coherent "events" and the "coherent structure" of both wind turbulence components and surface pressures on rectangular prisms, which are measured experimentally. The study also examines, by proposing a "modified" complex Morlet wavelet function, the influence of the time-frequency resolution and wavelet parameters (i.e., central frequency and bandwidth) on the wavelet coherence of the surface pressures. It is found that the time-frequency resolution may significantly affect the accuracy of the time-frequency coherence; the selection of the central frequency in the modified complex Morlet wavelet is the key parameter for the time-frequency resolution analysis. Furthermore, the concepts of time-averaged wavelet coherence and wavelet coherence ridge are used to better investigate the time-frequency coherence, the coherently dominant events and the time-varying coherence distribution. Experimental data derived from physical measurements of turbulent flow and surface pressures on rectangular prisms with slenderness ratios B/D=1:1 and B/D=5:1, are analyzed.

• 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.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2459-2463
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• 2005

Optical coherence tomography (OCT) is high resolution medical imaging system which is obtaining image inside biological objects with non-destructive method. OCT system is based on Michelson interferometer with a reciprocating mirror in the reference arm and a biological object in the sample arm. The obtained OCT image suffers from a granular or mottled image, called speckle. Speckle is caused by random interferences between reflected coherence waves. In this paper, we propose effective speckle reduction method that uses wavelet transform. With wavelet domain image, sub-windowing and thresholding are performed. Finally, speckle reduction experiments for Misgurnus mizolepis skin and rat eye images are shown.

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2771-2779
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• 2018

The recent financial crises cause the co-movement and transmit the risk across different markets and assets. It is well known that market fear affects the quality of credit in the financial markets. In this context, this study examines the co-movement between the volatility index (VIX) of the Chicago Board Options Exchange (CBOE), or VIX, and six emerging countries' credit default swaps (CDSs), by implementing wavelet coherence. Our research aims at revealing whether the VIX can be used to hedge against the bubble behavior of the CDS market in different investment holding periods (short-run, medium-run, and long-run), as well as whether either market can be used to manage and hedge overall market downside risks. The wavelet coherence results show a high degree of co-movement between the VIX and CDS during the 2007-2009 global financial crisis, across the 16-64 weeks' frequency band. In addition, we observe that the positive correlation between the VIX and the CDS markets, implying that the market turmoil intensifies the co-movement between the VIX and CDS markets.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.4
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• pp.364-370
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• 2006

Optical coherence tomography (OCT) is high resolution medical imaging system which is obtaining image inside biological objects with non-destructive method. OCT system is based on Michelson interferometer with a reciprocating mirror in the reference arm and a biological object in the sample arm. The obtained OCT image suffers from a granular or mottled image, called speckle. Speckle is caused by random interferences between reflected coherence waves. In this paper, we propose effective speckle reduction method that uses wavelet transform. With wavelet domain image, sub-windowing and thresholding are performed. Finally, speckle reduction experiments for Misgurnus mizolepis skin and rat eye images are shown.

• Journal of the Korean Society for Precision Engineering
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• v.22 no.10 s.175
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• pp.80-89
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• 2005

In this paper, time-frequency analysis using wavelet packet transform and advanced-MDSA (Multiple Dimensional Spectral Analysis) which based on wavelet packet transform is applied fur fault source identification and diagnosis of early detection of fault non-stationary sound/vibration signals. This method is analyzing the signal in the plane of instantaneous time and instantaneous frequency. The results of ordinary coherence function, which obtained by wavelet packet analysis, showed the possibility of early fault detection by analysis at the instantaneous time. So, by checking the coherence function trend, it is possible to detect which signal contains the major fault signal and to know how much the system is damaged. Finally, It is impossible to monitor the system is damaged or undamaged by using conventional method, because crest factor is almost constant under the range of magnitude of fault signal as its approach to normal signal. However instantaneous coherence function showed that a little change of fault signal is possible to monitor the system condition. And it is possible to predict the maintenance time by condition based maintenance for any stationary or non-stationary signals.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2001.05a
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• pp.260-265
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• 2001

본 연구에서는 연속 웨이블렛 변환을 이용하여 Ringing 현상을 연구하였다. 사용되어진 웨이블렛은 Morlet 웨이블렛이었고, 실험은 파수조에서 수행되었다. 또한 Ringing 현상을 다루고자 쇄파를 발생시켰다. 실험에 쓰인 모델은 수면을 통과하여 수직으로 고정된 원주 실린더였고, 이 실린더에 작용된 힘과 파고가 측정되어졌다. 이들은 연속 웨이블렛 변환으로 분석되어졌고, 이러한 분석으로 얻어진 scalogram 들은 고주파 성분이 쇄파 충격시 만들어진다는 사실을 시간영역상에서 보여주었다. 이는 기존의 스펙트럼 분석에서는 찾기 힘든 것이다. Coherence 분석도 위의 결론을 뒷받침해 주었다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.4A
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• pp.310-315
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• 2002

The Bark Coherence Function (BCF) defies a coherence function within perceptual domain as a new cognition module, robust to linear distortions due to the analog interface of digital mobile system. Our previous experiments have shown the superiority of BCF over current measures. In this paper, a new BCF suitable for VoIP is developed. The unproved BCF is based on the wavelet series expansion that provides good frequency resolution while keeping good time locality. The proposed Wavelet based Bark Coherence function (WBCF) is robust to variable delay often observed in packet-based telephony such as Voice over Internet Protocol (VoIP). We also show that the refinement of time synchronization after signal decomposition can improve the performance of the WBCF. The regression analysis was performed with VoIP speech data. The correlation coefficients and the standard error of estimates computed using the WBCF showed noticeable improvement over the Perceptual Speech Quality Measure (PSQM) that is recommended by ITU-T.

• Wind and Structures
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• v.12 no.5
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• pp.441-455
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• 2009

Studying the spatial distribution in coherent fields such as turbulence and turbulence-induced force is important to model and evaluate turbulence-induced forces and response of structures in the turbulent flows. Turbulence field-based coherence function is commonly used for the spatial distribution characteristic of the turbulence-induced forces in the frequency domain so far. This paper will focus to study spectral coherent structure of the turbulence and induced forces in not only the frequency domain using conventional Fourier transform-based coherence, but also temporo-spectral coherence one in the time-frequency plane thanks to wavelet transform-based coherence for better understanding of the turbulence and force coherences and their spatial distributions. Effects of spanwise separations, bluff body flow, flow conditions and Karman vortex on coherent structures of the turbulence and induced pressure, comparison between turbulence and pressure coherences as well as intermittency of the coherent structure in the time-frequency plane will be investigated here. Some new findings are that not only the force coherence is higher than the turbulence coherence, the coherences of turbulence and forces depend on the spanwise separation as previous studies, but also the coherent structures of turbulence and forces relate to the ongoing turbulence flow and bluff body flow, moreover, intermittency in the time domain and low spectral band is considered as the nature of the coherent structure. Simultaneous measurements of the surface pressure and turbulence have been carried out on some typical rectangular cylinders with slenderness ratios B/D=1 (without and with splitter plate) and B/D=5 under the artificial turbulent flows in the wind tunnel.

• East Asian Economic Review
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• v.19 no.2
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• pp.189-220
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• 2015

Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale analysis to investigate the co-movements between Indian and emerging Asian equity markets using wavelet correlation and wavelet coherence measures. It is reported that the Indian equity market is strongly integrated with Asian equity markets at lower frequency scales and relatively less blended at higher frequencies. On the other hand the results from cross correlations suggest that the lead-lag relationship becomes substantial as we turn to lower frequency scales and finally, wavelet coherence demonstrates that this correlation eventually grows strong in the interim of the crises period at lower frequency scales. Overall the findings are relevant and have strong policy and practical implications.