• Title/Summary/Keyword: wavelet multi-resolution analysis

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Multi-scale Cluster Hierarchy for Non-stationary Functional Signals of Mutual Fund Returns (Mutual Fund 수익률의 비정상 함수형 시그널을 위한 다해상도 클러스터 계층구조)

  • Kim, Dae-Lyong;Jung, Uk
    • Korean Management Science Review
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    • v.24 no.2
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    • pp.57-72
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    • 2007
  • Many Applications of scientific research have coupled with functional data signal clustering techniques to discover novel characteristics that can be used for the diagnoses of several issues. In this article we present an interpretable multi-scale cluster hierarchy framework for clustering functional data using its multi-aspect frequency information. The suggested method focuses on how to effectively select transformed features/variables in unsupervised manner so that finally reduce the data dimension and achieve the multi-purposed clustering. Specially, we apply our suggested method to mutual fund returns and make superior-performing funds group based on different aspects such as global patterns, seasonal variations, levels of noise, and their combinations. To promise our method producing a quality cluster hierarchy, we give some empirical results under the simulation study and a set of real life data. This research will contribute to financial market analysis and flexibly fit to other research fields with clustering purposes.

Numerical Homogenization in Concrete Materials Using Multi-Resolution Analysis (다중해상도해석을 이용한 콘크리트 재료의 수치적 동질화)

  • Rhee In-Kyu;Roh Young-Sook
    • Journal of the Korea Concrete Institute
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    • v.17 no.6 s.90
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    • pp.939-946
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    • 2005
  • The stiffness properties of heterogeneous concrete materials and their degradation were investigated at different-levels of observations with aids of the opportunities and limitations of multi-resolution wavelet analysis. The successive Haw transformations lead to a recursive separation of the stiffness properties and the response into coarse-and fine-scale features. In the limit, this recursive process results in a homogenization parameter which is an average measure of stiffness and strain energy capacity at the coarse scale. The basic concept of multi-resolution analysis is illustrated with one and two-dimensional model problems of a two-phase particulate composite representative of the morphology of concrete materials. The computational studies include the meso-structural features of concrete in the form of a hi-material system of aggregate particles which are immersed in a hardened cement paste taking due to account of the mismatch of the two elastic constituents.

Bearing fault detection through multiscale wavelet scalogram-based SPC

  • Jung, Uk;Koh, Bong-Hwan
    • Smart Structures and Systems
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    • v.14 no.3
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    • pp.377-395
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    • 2014
  • Vibration-based fault detection and condition monitoring of rotating machinery, using statistical process control (SPC) combined with statistical pattern recognition methodology, has been widely investigated by many researchers. In particular, the discrete wavelet transform (DWT) is considered as a powerful tool for feature extraction in detecting fault on rotating machinery. Although DWT significantly reduces the dimensionality of the data, the number of retained wavelet features can still be significantly large. Then, the use of standard multivariate SPC techniques is not advised, because the sample covariance matrix is likely to be singular, so that the common multivariate statistics cannot be calculated. Even though many feature-based SPC methods have been introduced to tackle this deficiency, most methods require a parametric distributional assumption that restricts their feasibility to specific problems of process control, and thus limit their application. This study proposes a nonparametric multivariate control chart method, based on multiscale wavelet scalogram (MWS) features, that overcomes the limitation posed by the parametric assumption in existing SPC methods. The presented approach takes advantage of multi-resolution analysis using DWT, and obtains MWS features with significantly low dimensionality. We calculate Hotelling's $T^2$-type monitoring statistic using MWS, which has enough damage-discrimination ability. A bootstrap approach is used to determine the upper control limit of the monitoring statistic, without any distributional assumption. Numerical simulations demonstrate the performance of the proposed control charting method, under various damage-level scenarios for a bearing system.

A study on the speech feature extraction based on the hearing model (청각 모델에 기초한 음성 특징 추출에 관한 연구)

  • 김바울;윤석현;홍광석;박병철
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.4
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    • pp.131-140
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    • 1996
  • In this paper, we propose the method that extracts the speech feature using the hearing model through signal precessing techniques. The proposed method includes following procedure ; normalization of the short-time speech block by its maximum value, multi-resolution analysis using the discrete wavelet transformation and re-synthesize using thediscrete inverse wavelet transformation, differentiation after analysis and synthesis, full wave rectification and integration. In order to verify the performance of the proposed speech feature in the speech recognition task, korean digita recognition experiments were carried out using both the dTW and the VQ-HMM. The results showed that, in case of using dTW, the recognition rates were 99.79% and 90.33% for speaker-dependent and speaker-independent task respectively and, in case of using VQ-HMM, the rate were 96.5% and 81.5% respectively. And it indicates that the proposed speech feature has the potentials to use as a simple and efficient feature for recognition task.

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Speech Feature Extraction Based on the Human Hearing Model

  • Chung, Kwang-Woo;Kim, Paul;Hong, Kwang-Seok
    • Proceedings of the KSPS conference
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    • 1996.10a
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    • pp.435-447
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    • 1996
  • In this paper, we propose the method that extracts the speech feature using the hearing model through signal processing techniques. The proposed method includes the following procedure ; normalization of the short-time speech block by its maximum value, multi-resolution analysis using the discrete wavelet transformation and re-synthesize using the discrete inverse wavelet transformation, differentiation after analysis and synthesis, full wave rectification and integration. In order to verify the performance of the proposed speech feature in the speech recognition task, korean digit recognition experiments were carried out using both the DTW and the VQ-HMM. The results showed that, in the case of using DTW, the recognition rates were 99.79% and 90.33% for speaker-dependent and speaker-independent task respectively and, in the case of using VQ-HMM, the rate were 96.5% and 81.5% respectively. And it indicates that the proposed speech feature has the potential for use as a simple and efficient feature for recognition task

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A Proposal of Wavelet-based Differential Power Analysis Method (웨이볼릿 기반의 차분전력분석 기법 제안)

  • Ryoo, Jeong-Choon;Han, Dong-Guk;Kim, Sung-Kyoung;Kim, Hee-Seok;Kim, Tae-Hyun;Lee, Sang-Jin
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.19 no.3
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    • pp.27-35
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    • 2009
  • Differential Power Analysis (DPA) based on the statistical characteristics of collected signals has been known as an efficient attack for uncovering secret key of crypto-systems. However, the attack performance of this method is affected very much by the temporal misalignment and the noise of collected side channel signals. In this paper, we propose a new method based on wavelet analysis to surmount the temporal misalignment and the noise problem simultaneously in DPA. The performance of the proposed method is then evaluated while analyzing the power consumption signals of Micro-controller chips during a DES operation. The experimental results show that our proposed method based on wavelet analysis requires only 25% traces compared with those of the previous preprocessing methods to uncover the secret key.

AN ALGORITHM FOR CONSTRUCTING SYMMETRIC DUAL FILTERS

  • Kim, Hong-Oh;Kim, Rae-Young;Ku, Ja-Seung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.11 no.3
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    • pp.21-28
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    • 2007
  • The symmetric dual filters are essential for the construction of biorthogonal multiresolution an analyses and wavelets. We propose an algorithm to seek for dual symmetric trigonometric filters $\tilde{m}_0$ for for the given symmetric trigonometric filter $m_0$ and illustrate our algorithm by examples.

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Strain-based structural condition assessment of an instrumented arch bridge using FBG monitoring data

  • Ye, X.W.;Yi, Ting-Hua;Su, Y.H.;Liu, T.;Chen, B.
    • Smart Structures and Systems
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    • v.20 no.2
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    • pp.139-150
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    • 2017
  • The structural strain plays a significant role in structural condition assessment of in-service bridges in terms of structural bearing capacity, structural reliability level and entire safety redundancy. Therefore, it has been one of the most important parameters concerned by researchers and engineers engaged in structural health monitoring (SHM) practices. In this paper, an SHM system instrumented on the Jiubao Bridge located in Hangzhou, China is firstly introduced. This system involves nine subsystems and has been continuously operated for five years since 2012. As part of the SHM system, a total of 166 fiber Bragg grating (FBG) strain sensors are installed on the bridge to measure the dynamic strain responses of key structural components. Based on the strain monitoring data acquired in recent two years, the strain-based structural condition assessment of the Jiubao Bridge is carried out. The wavelet multi-resolution algorithm is applied to separate the temperature effect from the raw strain data. The obtained strain data under the normal traffic and wind condition and under the typhoon condition are examined for structural safety evaluation. The structural condition rating of the bridge in accordance with the AASHTO specification for condition evaluation and load and resistance factor rating of highway bridges is performed by use of the processed strain data in combination with finite element analysis. The analysis framework presented in this study can be used as a reference for facilitating the assessment, inspection and maintenance activities of in-service bridges instrumented with long-term SHM system.

Model-based and wavelet-based fault detection and diagnosis for biomedical and manufacturing applications: Leading Towards Better Quality of Life

  • Kao, Imin;Li, Xiaolin;Tsai, Chia-Hung Dylan
    • Smart Structures and Systems
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    • v.5 no.2
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    • pp.153-171
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    • 2009
  • In this paper, the analytical fault detection and diagnosis (FDD) is presented using model-based and signal-based methodology with wavelet analysis on signals obtained from sensors and sensor networks. In the model-based FDD, we present the modeling of contact interface found in soft materials, including the biomedical contacts. Fingerprint analysis and signal-based FDD are also presented with an experimental framework consisting of a mechanical pneumatic system typically found in manufacturing automation. This diagnosis system focuses on the signal-based approach which employs multi-resolution wavelet decomposition of various sensor signals such as pressure, flow rate, etc., to determine leak configuration. Pattern recognition technique and analytical vectorized maps are developed to diagnose an unknown leakage based on the established FDD information using the affine mapping. Experimental studies and analysis are presented to illustrate the FDD methodology. Both model-based and wavelet-based FDD applied in contact interface and manufacturing automation have implication towards better quality of life by applying theory and practice to understand how effective diagnosis can be made using intelligent FDD. As an illustration, a model-based contact surface technology an benefit the diabetes with the detection of abnormal contact patterns that may result in ulceration if not detected and treated in time, thus, improving the quality of life of the patients. Ultimately, effective diagnosis using FDD with wavelet analysis, whether it is employed in biomedical applications or manufacturing automation, can have impacts on improving our quality of life.

Multi-Frame-Based Super Resolution Algorithm by Using Motion Vector Normalization and Edge Pattern Analysis (움직임 벡터의 정규화 및 에지의 패턴 분석을 이용한 복수 영상 기반 초해상도 영상 생성 기법)

  • Kwon, Soon-Chan;Yoo, Jisang
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38A no.2
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    • pp.164-173
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    • 2013
  • In this paper, we propose multi-frame based super resolution algorithm by using motion vector normalization and edge pattern analysis. Existing algorithms have constraints of sub-pixel motion and global translation between frames. Thus, applying of algorithms is limited. And single-frame based super resolution algorithm by using discrete wavelet transform which robust to these problems is proposed but it has another problem that quantity of information for interpolation is limited. To solve these problems, we propose motion vector normalization and edge pattern analysis for 2*2 block motion estimation. The experimental results show that the proposed algorithm has better performance than other conventional algorithms.